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Branching processes with immigration in a random environment—The Grincevičius–Grey setup

Péter Kevei

Statistics & Probability Letters, 2024, vol. 214, issue C

Abstract: We determine the tail asymptotics of the stationary distribution of a branching process with immigration in a random environment, when the immigration distribution dominates the offspring distribution. The assumptions are the same as in the Grincevičius–Grey theorem for the stochastic recurrence equation.

Keywords: Branching process in a random environment; Regularly varying stationary sequences; Stochastic recurrence equation (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2024.110199

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