Author | Rahimov, Ibrahim. author |
---|---|

Title | Random Sums and Branching Stochastic Processes [electronic resource] / by Ibrahim Rahimov |

Imprint | New York, NY : Springer New York, 1995 |

Connect to | http://dx.doi.org/10.1007/978-1-4612-4216-1 |

Descript | VIII, 195 p. online resource |

SUMMARY

The aim of this monograph is to show how random sums (that is, the summation of a random number of dependent random variables) may be used to analyse the behaviour of branching stochastic processes. The author shows how these techniques may yield insight and new results when applied to a wide range of branching processes. In particular, processes with reproduction-dependent and non-stationary immigration may be analysed quite simply from this perspective. On the other hand some new characterizations of the branching process without immigration dealing with its genealogical tree can be studied. Readers are assumed to have a firm grounding in probability and stochastic processes, but otherwise this account is self-contained. As a result, researchers and graduate students tackling problems in this area will find this makes a useful contribution to their work

CONTENT

I. Sums of a Random Number of Random Variables -- ยง1.1. Sampling sums of dependent variables and mixtures of infinitely divisible distributions -- ยง1.2. Limit theorems for a sum of randomly indexed sequences -- ยง1.3. Necessary and sufficient conditions and limit theorems for sampling sums -- II. Branching Processes with Generalized Immigration -- ยง2.1.Classical models of branching processes -- ยง2.2 General branching processes with reproduction dependent immigration -- ยง2.3.Discrete time processes -- ยง2.4.Convergence to Jirina processes and transfer theorems for branching processes -- III. Branching Processes with Time-Dependent Immigration -- ยง3. 1.Decreasing immigration -- ยง3.2.Increasing immigration -- ยง3.3.Local limit theorems -- IV. The Asymptotic Behavior of Families of Particles in Branching Processes -- ยง4.1. Sums of dependent indicators -- ยง4.2.Family of particles in critical processes -- ยง4.3.Families of particles in supercritical and subcritical processes -- References

Mathematics
Probabilities
Mathematics
Probability Theory and Stochastic Processes