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Critical markov branching process limit theorems allowing infinite variance

Part of:Limit theoremsMarkov processes

Published online by Cambridge University Press:  01 July 2016

Anthony G. Pakes
Anthony G. Pakes*
Affiliation:
University of Western Australia
*
∗ Postal address: School of Mathematics and Statistics, University of Western Australia, 35 Stirling Highway, Crawley, WA 6009, Australia. Email address: pakes@maths.uwa.edu.au
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Abstract

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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.

Keywords

Markov branching processlimit theoremextreme value theoryregular and rapid variation

MSC classification

Primary:60J27: Continuous-time Markov processes on discrete state spaces60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
Secondary:60F05: Central limit and other weak theorems60F15: Strong theorems

Information

Type
General Applied Probability
Information
Advances in Applied Probability , Volume 42 , Issue 2 , June 2010, pp. 460 - 488
Copyright
Copyright © Applied Probability Trust 2010 

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