Leírás
SZTE, TTIK, Bolyai Intézet, Sztochasztika szeminárium
Abstract. 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, we provide the correct scaling for the projection of a CBI process on certain left eigenvectors of the branching mean matrix in order to have almost sure and L1 limit. Moreover, under a second moment condition on the branching and immigration mechanisms, we prove L2 convergence as well. A representation of the limits is also provided. (Joint work with Mátyás Barczy and Sandra Palau.)