Critical markov branching process limit theorems allowing infinite variance

This paper gives easy proofs of conditional limit laws for the population size Z t of a critical Markov branching process whose offspring law is attracted to a stable law with index 1 + α, where 0 ≤ α ≤ 1. Conditioning events subsume the usual ones, and more general initial laws are considered. The...

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Veröffentlicht in:Advances in applied probability 2010-06, Vol.42 (2), p.460-488
1. Verfasser: Pakes, Anthony G.
Format: Artikel
Sprache:eng
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Zusammenfassung:This paper gives easy proofs of conditional limit laws for the population size Z t of a critical Markov branching process whose offspring law is attracted to a stable law with index 1 + α, where 0 ≤ α ≤ 1. Conditioning events subsume the usual ones, and more general initial laws are considered. The case α = 0 is related to extreme value theory for the Gumbel law.
ISSN:0001-8678
1475-6064
DOI:10.1239/aap/1275055238