一类随机环境中多维分枝过程的极限理论

王伟刚, 高振龙

数学学报 ›› 2018, Vol. 61 ›› Issue (3) : 457-468.

PDF(456 KB)
PDF(456 KB)
数学学报 ›› 2018, Vol. 61 ›› Issue (3) : 457-468. DOI: 10.12386/A2018sxxb0039
论文

一类随机环境中多维分枝过程的极限理论

    王伟刚1, 高振龙2
作者信息 +

The Limit Theory of One Kind of Multi-branching Process in Random Environment

    Wei Gang WANG1, Zhen Long GAO2
Author information +
文章历史 +

摘要

本文根据粒子的适应度定义了一类随机环境中的多维分枝过程,研究了它的母函数,给出了母函数的递推关系式.同时计算了过程的期望和方差,类似Galton—Watson过程,讨论了它的灭绝概率,构造了一个非负鞅Wn,并在子孙分布一阶矩和二阶矩有界的情况下证明了WnL2收敛.

Abstract

We defined a multi-branching process in varying environment by it's fitness. We studied the properties of its generating function and gave the recurrence relation of the generating function. We calculated the expectation and variance of the process, just like Galton-Watson process, we studied its extinction probability and constructed a nonnegative martingale, in the case that the first and second order moments of offspring are bounded, we also proved that this martingale converged in L2.

关键词

随机环境 / 多维分枝过程 / 母函数 / 极限

Key words

random environment / multi-branching / generating function / limit

引用本文

导出引用
王伟刚, 高振龙. 一类随机环境中多维分枝过程的极限理论. 数学学报, 2018, 61(3): 457-468 https://doi.org/10.12386/A2018sxxb0039
Wei Gang WANG, Zhen Long GAO. The Limit Theory of One Kind of Multi-branching Process in Random Environment. Acta Mathematica Sinica, Chinese Series, 2018, 61(3): 457-468 https://doi.org/10.12386/A2018sxxb0039

参考文献

[1] Athreya K. B., Karlin S., On branching processes with random environments I, Ⅱ, Ann. Math. Statist, 1971, 42:1499-1520, 1843-1858.
[2] Cohn H., On the growth of the multitype supercritical branching process in a random environment, Ann. Prob., 1989, 17(3):1118-1123.
[3] Cohn H., Wang Q., Multitype branching limit behavior, Ann. Appl. Prob., 2003, 13(2):490-500.
[4] Jones O. D., On the convergence of multitype branching processes with varying environments, Ann. Appl. Prob., 1997, 7(3):772-801.
[5] Smith W. L., Wilkinson W. E., On branching processes in a random environments, Ann. Math. Statist, 1969, 40:814-827.
[6] Tanny D., Limit theorems for branching processes in a random environment, Ann. Prob., 1977, 5(1):100-116.
[7] Tanny D., On Multitype Branching processes in a random environment, Adv. Appl. Prob., 1981, 13:464-497.
[8] Weissner E. W., Multitype branching processes in random environments, J. Appl. Prob., 1971, 8:17-31.

基金

国家自然科学基金资助项目(11371321,11601260);山东省中青年科学家奖励基金(ZR2016AB01);浙江工商大学人文社科统计学基地资助项目

PDF(456 KB)

270

Accesses

0

Citation

Detail

段落导航
相关文章

/