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 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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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. |
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ISSN: | 0001-8678 1475-6064 |
DOI: | 10.1239/aap/1275055238 |