Pap Gyula (SZTE): On aggregation of Galton-Watson branching processes with regularly varying immigration

SZTE, TTIK, Bolyai Intézet,  Sztochasztika szeminárium

Abstract. By temporal and contemporaneous aggregation, doubly indexed partial sums of independent copies of a stationary Galton–Watson branching process with regularly varying immigration are studied. Iterated limits of the appropriately centered and scaled aggregated partial sums are shown to exist. The limit process is a stable process. (Joint work with Fanni Nedényi and Mátyás Barczy.)