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 D partement d'Informatique, Universit Libre de Bruxelles, Bruxelles, Belgium |
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| c Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Sofia, Bulgaria |
DOI:
10.1080/07362990500397426
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6 issues per year
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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.
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| Keywords: Branching processes; Extinction probabilty; Random control function |
| Mathematics Subject Classification: 60J80 |
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