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arXiv 2510.02004math.PR
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带移民的重尾临界Galton--Watson过程

Heavy-tailed critical Galton--Watson processes with immigration

Peter Kevei, Kata Kubatovics

AI总结:

针对后代分布属(1+α)-稳定律吸引域、移民分布满足两类条件的带移民临界Galton--Watson过程,证明其平稳分布尾部正则变化,确定尾部过程,建立部分和的稳定中心极限定理,且过程极值指数为0。

摘要:

考虑一类带移民的临界Galton--Watson分支过程,其中后代分布属于参数为α∈(0,1)的(1+α)-稳定律的吸引域,移民分布满足以下两种情形之一:(i)具有有限均值,或(ii)属于参数为β∈(α,1)的β-稳定律的吸引域。我们证明该过程平稳分布的尾部是正则变化的。我们分析了该平稳过程,确定了其尾部过程,并建立了部分和的稳定中心极限定理,其中的规范化序列与平稳分布尾部对应的规范化序列不同。特别地,该过程的极值指数为0。

英文摘要:

Consider a critical Galton--Watson branching process with immigration, where the offspring distribution belongs to the domain of attraction of a $(1 + α)$-stable law with $α\in (0,1)$, and the immigration distribution either (i) has finite mean, or (ii) belongs to the domain of attraction of a $β$-stable law with $β\in (α, 1)$. We show that the tail of the stationary distribution is regularly varying. We analyze the stationary process, determine its tail process, and establish a stable central limit theorem for the partial sums. The norming sequence is different from the one corresponding to the tail of the stationary law. In particular, the extremal index of the process is $0$.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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