Asymptotic behaviour of critical decomposable 2-type Galton–Watson processes with immigration

Mátyás Barczy, Dániel Bezdány and Gyula Pap

Stochastic Processes and their Applications, 2023, vol. 160, issue C, 318-350

Abstract: In this paper the asymptotic behaviour of a critical 2-type Galton–Watson process with immigration is described when its offspring mean matrix is reducible, in other words, when the process is decomposable. It is proved that, under second or fourth order moment assumptions on the offspring and immigration distributions, a sequence of appropriately scaled random step processes formed from a critical decomposable 2-type Galton–Watson process with immigration converges weakly. The limit process can be described using one or two independent squared Bessel processes and possibly the unique stationary distribution of an appropriate single-type subcritical Galton–Watson process with immigration. Our results complete and extend the results of Foster and Ney (1978) for some strongly critical decomposable 2-type Galton–Watson processes with immigration.

Keywords: Multi-type Galton–Watson process with immigration; Critical; Decomposable; Asymptotic behaviour; Squared Bessel process; Stationary distribution (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:160:y:2023:i:c:p:318-350

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DOI: 10.1016/j.spa.2023.03.003

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