Diffusion Approximations of Branching Processes
Jagers, Peter
Ann. Math. Statist., Tome 42 (1971) no. 6, p. 2074-2078 / Harvested from Project Euclid
For $n = 1,2, \cdots$ let $z^{(n)}_t, t \geqq 0$, be an age-dependent branching process starting from $n$ ancestors. Suppose it has the reproduction generating function $f_n, f_n'(1) = 1 + \alpha/n + o(n^{-1}), f_n''(1) = 2\beta_n \rightarrow 2\beta, f_n'''(1-) \leqq$ some constant, and the life-length distribution $L$ with $L(0) = 0$ and $\lambda = \int^\infty_0 tL(dt) < \infty$. Then, it is shown that the finite dimensional distributions of $n^{-1}z^{(n)}_{nt}$ converge, as $n \rightarrow \infty$, to the corresponding laws of the diffusion $t \rightarrow x_t$ with drift $(\alpha/\lambda)x$ and infinitesimal variance $(2\beta/\lambda)x$.
Publié le : 1971-12-14
Classification: 
@article{1177693076,
     author = {Jagers, Peter},
     title = {Diffusion Approximations of Branching Processes},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 2074-2078},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693076}
}
Jagers, Peter. Diffusion Approximations of Branching Processes. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  2074-2078. http://gdmltest.u-ga.fr/item/1177693076/