Статья

The convergence of Galton–Watson branching processes with immigration to a diffusion process

Ya. M. KhusanbaevDepartment of Probability Theory and Mathematical Statistics, Institute of Mathematics and Information Technologies, F. Khodzhaev Street 29, Tashkent 100125, Uzbekistan

Theory of Probability and Mathematical Statisticsjournal2009en

ABI

Аннотация

A sequence of almost critical GaltonâWatson branching processes with immigration is studied. Sufficient conditions for the weak convergence of such processes to a diffusion process are found.

Темы

Stochastic processes and statistical mechanics Theoretical and Computational Physics Stochastic processes and financial applications

Идентификаторы

DOI: 10.1090/s0094-9000-09-00777-7

Цитирования и источники

Цитирований: 2 Использованных источников: 6

Показатели — AkademScholar · Скоро