Author: Barczy, Matyas; Ned'enyi, Fanni K.; Pap, Gyula
Title: On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration Cord-id: e2ajhtig Document date: 2019_6_2
ID: e2ajhtig
Snippet: We study an iterated temporal and contemporaneous aggregation of $N$ independent copies of a strongly stationary subcritical Galton-Watson branching process with regularly varying immigration having index $\alpha \in (0, 2)$. Limits of finite dimensional distributions of appropriately centered and scaled aggregated partial sum processes are shown to exist when first taking the limit as $N \to \infty$ and then the time scale $n \to \infty$. The limit process is an $\alpha$-stable process if $\alp
Document: We study an iterated temporal and contemporaneous aggregation of $N$ independent copies of a strongly stationary subcritical Galton-Watson branching process with regularly varying immigration having index $\alpha \in (0, 2)$. Limits of finite dimensional distributions of appropriately centered and scaled aggregated partial sum processes are shown to exist when first taking the limit as $N \to \infty$ and then the time scale $n \to \infty$. The limit process is an $\alpha$-stable process if $\alpha \in (0, 1) \cup (1, 2)$, and a deterministic line with slope $1$ if $\alpha = 1$.
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