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Analysis of a Recurrence Related to Critical Nonhomogeneous Branching Processes 

Authors: Michael Drmota a;  Guy Louchard b; Nickolay M. Yanev c
Affiliations:   a Institute of Discrete Mathematics and Geometry, Technical University of Vienna, Vienna, Austria
b Deacutepartement d'Informatique, Universiteacute Libre de Bruxelles, Bruxelles, Belgium
c Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Sofia, Bulgaria
DOI: 10.1080/07362990500397426
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 24, Issue 1 March 2006 , pages 37 - 59
Formats available: HTML (English) : PDF (English)
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Abstract

Some classes of controlled branching processes (with nonhomo-geneous migration or with nonhomo-geneous state-dependent immigration) lead in the critical case to a recurrence for the extinction probabilities. Under some additional conditions it is known that this recurrence depends on some parameter β and converges for 0 < β < 1. Now we show that the recurrence does converge for all positive values of the parameter β, which leads to an extension of some limit theorems for the corresponding branching processes. We also give a generalization of the recurrence and an asymptotic analysis of its behavior.
Keywords: Branching processes; Extinction probabilty; Random control function
Mathematics Subject Classification: 60J80
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