Moment Formulas for Multitype Continuous State and Continuous Time Branching Process with Immigration

Mátyás Barczy (), Zenghu Li () and Gyula Pap ()
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Mátyás Barczy: University of Debrecen
Zenghu Li: Beijing Normal University
Gyula Pap: University of Szeged

Journal of Theoretical Probability, 2016, vol. 29, issue 3, 958-995

Abstract: Abstract Recursions for moments of multitype continuous state and continuous time branching process with immigration are derived. It turns out that the $$k$$ k th (mixed) moments and the $$k$$ k th (mixed) central moments are polynomials of the initial value of the process, and their degree is at most $$k$$ k and $$\lfloor k/2 \rfloor $$ ⌊ k / 2 ⌋ , respectively.

Keywords: Multitype continuous state and continuous time branching process with immigration; Moments; Comparison theorem; Truncation; 60J80; 60J75; 60H10 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10959-015-0605-0

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