Functionals of Critical Multitype Branching Processes
Athreya, K. ; Ney, P.
Ann. Probab., Tome 2 (1974) no. 6, p. 339-343 / Harvested from Project Euclid
Let $\mathbf{Z}(t) = (\mathbf{Z}_1(t), \cdots, \mathbf{Z}_k(t)), t \geqq 0$, be a critical $k$-type, continuous time, Markov branching process. It is known that $\mathbf{Z}(t)/t$, conditioned on $\mathbf{Z}(t) \neq 0$, converges in distribution to $\mathbf{v}W$, where $\mathbf{v}$ is a vector determined by the mean matrix of the process, and $W$ is an exponentially distributed random variable. Thus if $\mathbf{\xi}$ is any fixed vector, then $(\xi \cdot \mathbf{Z}(t))/t$, conditioned on nonextinction, converges to $(\xi \cdot \mathbf{v})W$. If $\mathbf{\xi}$ is orthogonal to $\mathbf{v}$ then $t$ is not the right normalizing factor. We prove that in this case: (a) $\{(\mathbf{\xi} \cdot \mathbf{Z}(t))/(\mathbf{u} \cdot \mathbf{Z}(t))^{\frac{1}{2}} \mid \mathbf{Z}(t) \neq 0\}$ converges in distribution to a normal random variable, and (b) $\{(\mathbf{\xi} \cdot \mathbf{Z}(t))/t^{\frac{1}{2}}\mid\mathbf{Z}(t) \neq 0\}$ converges in distribution to a Laplacian random variable.
Publié le : 1974-04-14
Classification:  Branching process,  limit theorems,  60J80,  60J85
@article{1176996716,
     author = {Athreya, K. and Ney, P.},
     title = {Functionals of Critical Multitype Branching Processes},
     journal = {Ann. Probab.},
     volume = {2},
     number = {6},
     year = {1974},
     pages = { 339-343},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996716}
}
Athreya, K.; Ney, P. Functionals of Critical Multitype Branching Processes. Ann. Probab., Tome 2 (1974) no. 6, pp.  339-343. http://gdmltest.u-ga.fr/item/1176996716/