On estimation of the convergence rate to invariant measures in Markov branching processes with possibly infinite variance and immigration
Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 14 (2021) no. 5, pp. 573-583
Voir la notice de l'article provenant de la source Math-Net.Ru
The continuous-time Markov Branching Process with Immigration is discussed in the paper. A critical case wherein the second moment of offspring law and the first moment of immigration law are possibly infinite is considered. Assuming that the non-linear parts of the appropriate generating functions are regularly varying in the sense of Karamata, theorems on convergence of transition functions of the process to invariant measures are proved. The rate of convergence is determined provided that slowly varying factors are with remainder.
Keywords:
Markov branching process, generating functions, transition functions, slowly varying function, invariant measures
Mots-clés : immigration, convergence rate.
Mots-clés : immigration, convergence rate.
@article{JSFU_2021_14_5_a3,
author = {Azam A. Imomov},
title = {On estimation of the convergence rate to invariant measures in {Markov} branching processes with possibly infinite variance and immigration},
journal = {\v{Z}urnal Sibirskogo federalʹnogo universiteta. Matematika i fizika},
pages = {573--583},
publisher = {mathdoc},
volume = {14},
number = {5},
year = {2021},
language = {en},
url = {http://geodesic.mathdoc.fr/item/JSFU_2021_14_5_a3/}
}
TY - JOUR AU - Azam A. Imomov TI - On estimation of the convergence rate to invariant measures in Markov branching processes with possibly infinite variance and immigration JO - Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika PY - 2021 SP - 573 EP - 583 VL - 14 IS - 5 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/JSFU_2021_14_5_a3/ LA - en ID - JSFU_2021_14_5_a3 ER -
%0 Journal Article %A Azam A. Imomov %T On estimation of the convergence rate to invariant measures in Markov branching processes with possibly infinite variance and immigration %J Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika %D 2021 %P 573-583 %V 14 %N 5 %I mathdoc %U http://geodesic.mathdoc.fr/item/JSFU_2021_14_5_a3/ %G en %F JSFU_2021_14_5_a3
Azam A. Imomov. On estimation of the convergence rate to invariant measures in Markov branching processes with possibly infinite variance and immigration. Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 14 (2021) no. 5, pp. 573-583. http://geodesic.mathdoc.fr/item/JSFU_2021_14_5_a3/