Under a first order moment condition on the immigration mechanism,we show that an appropriately scaled supercritical and irreducible multi-type continuous state and continuous time branching process with immigration(C...Under a first order moment condition on the immigration mechanism,we show that an appropriately scaled supercritical and irreducible multi-type continuous state and continuous time branching process with immigration(CBI process)converges almost surely.If an x log(x)moment condition on the branching mechanism does not hold,then the limit is zero.If this x log(x)moment condition holds,then we prove L1 convergence as well.The projection of the limit on any left non-Perron eigenvector of the branching mean matrix is vanishing.If,in addition,a suitable extra power moment condition on the branching mechanism holds,then we provide the correct scaling for the projection of a CBI process on certain left non-Perron eigenvectors of the branching mean matrix in order to have almost sure and L1 limit.Moreover,under a second order moment condition on the branching and immigration mechanisms,we prove L2 convergence of an appropriately scaled process and the above-mentioned projections as well.A representation of the limits is also provided under the same moment conditions.展开更多
在随机环境中两性分枝过程L^1-收敛的对数判别准则的基础上,以条件均值增长率的上确界作为规范化因子,令{ε_k (ξ_n)}和{σ_k (ξ_n)}为非增长序列,当k≥k_0时,给出了W_n→WL^2的必要条件sum from k=0 to ∞ k^(-1)σ_k (ξ_n)<∞,...在随机环境中两性分枝过程L^1-收敛的对数判别准则的基础上,以条件均值增长率的上确界作为规范化因子,令{ε_k (ξ_n)}和{σ_k (ξ_n)}为非增长序列,当k≥k_0时,给出了W_n→WL^2的必要条件sum from k=0 to ∞ k^(-1)σ_k (ξ_n)<∞,同时求出了在一定条件下,当k≥1时,{W_n;n∈N}依L^2-收敛到非退化到的随机变量W的充分条件是sum from k=0 to ∞ k^(-1)σ_k (ξ_n)<∞和sum from k=0 to ∞ k^(-1)ε_k (ξ_n)<∞。展开更多
基金supported by the János Bolyai Research Scholarship of the Hungarian Academy of Sciencessupported by the Royal Society Newton International Fellowship and the EU-funded Hungarian(Grant No.EFOP-3.6.1-16-2016-00008)。
文摘Under a first order moment condition on the immigration mechanism,we show that an appropriately scaled supercritical and irreducible multi-type continuous state and continuous time branching process with immigration(CBI process)converges almost surely.If an x log(x)moment condition on the branching mechanism does not hold,then the limit is zero.If this x log(x)moment condition holds,then we prove L1 convergence as well.The projection of the limit on any left non-Perron eigenvector of the branching mean matrix is vanishing.If,in addition,a suitable extra power moment condition on the branching mechanism holds,then we provide the correct scaling for the projection of a CBI process on certain left non-Perron eigenvectors of the branching mean matrix in order to have almost sure and L1 limit.Moreover,under a second order moment condition on the branching and immigration mechanisms,we prove L2 convergence of an appropriately scaled process and the above-mentioned projections as well.A representation of the limits is also provided under the same moment conditions.
文摘在随机环境中两性分枝过程L^1-收敛的对数判别准则的基础上,以条件均值增长率的上确界作为规范化因子,令{ε_k (ξ_n)}和{σ_k (ξ_n)}为非增长序列,当k≥k_0时,给出了W_n→WL^2的必要条件sum from k=0 to ∞ k^(-1)σ_k (ξ_n)<∞,同时求出了在一定条件下,当k≥1时,{W_n;n∈N}依L^2-收敛到非退化到的随机变量W的充分条件是sum from k=0 to ∞ k^(-1)σ_k (ξ_n)<∞和sum from k=0 to ∞ k^(-1)ε_k (ξ_n)<∞。
