Skip to main content
Log in

Sevastyanov branching processes with non-homogeneous Poisson immigration

  • Published:
Proceedings of the Steklov Institute of Mathematics Aims and scope Submit manuscript

Abstract

Sevastyanov age-dependent branching processes allowing an immigration component are considered in the case when the moments of immigration form a non-homogeneous Poisson process with intensity r(t). The asymptotic behavior of the expectation and of the probability of non-extinction is investigated in the critical case depending on the asymptotic rate of r(t). Corresponding limit theorems are also proved using different types of normalization. Among them we obtained limiting distributions similar to the classical ones of Yaglom (1947) and Sevastyanov (1957) and also discovered new phenomena due to the non-homogeneity.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. S. Asmussen and H. Hering, Branching Processes (Birkhäuser, Boston, 1983).

    Book  MATH  Google Scholar 

  2. K. B. Athreya and P. E. Ney, Branching Processes (Springer, Berlin, 1972).

    Book  MATH  Google Scholar 

  3. R. Bellman and T. E. Harris, “On the theory of age-dependent stochastic branching processes,” Proc. Natl. Acad. Sci. USA 34, 601–604 (1948).

    Article  MathSciNet  MATH  Google Scholar 

  4. R. Bellman and T. Harris, “On age-dependent binary branching processes,” Ann. Math., Ser. 2, 55, 280–295 (1952).

    Article  MathSciNet  MATH  Google Scholar 

  5. N. H. Bingham, C. M. Goldie, and J. L. Teugels, Regular Variation (Cambridge Univ. Press, Cambridge, 1987).

    Book  MATH  Google Scholar 

  6. J. H. Foster, “A limit theorem for a branching process with state-dependent immigration,” Ann. Math. Stat. 42, 1773–1776 (1971).

    Article  MathSciNet  MATH  Google Scholar 

  7. P. Haccou, P. Jagers, and V. A. Vatutin, Branching Processes: Variation, Growth and Extinction of Populations (Cambridge Univ. Press, Cambridge, 2005).

    Book  Google Scholar 

  8. T. E. Harris, The Theory of Branching Processes (Springer, Berlin, 1963).

    Book  MATH  Google Scholar 

  9. C. R. Heathcote, “A branching process allowing immigration,” J. R. Stat. Soc. B. 27, 138–143 (1965).

    MathSciNet  Google Scholar 

  10. C. R. Heathcote, “Corrections and comments on the paper ‘A branching process allowing immigration’,” J. R. Stat. Soc. B 28, 213–217 (1966).

    MathSciNet  Google Scholar 

  11. O. Hyrien and N. M. Yanev, “Age-dependent branching processes with non-homogeneous Poisson immigration as models of cell kinetics,” in Modeling and Inference in Biomedical Sciences: In Memory of Andrei Yakovlev, Ed. by D. Oakes, W.J. Hall, A. Almudevar (Beachwood, OH: Inst. Math. Stat), IMS Collections Ser. (in press).

  12. P. Jagers, “Age-dependent branching processes allowing immigration,” Teor. Veroyatn. Primen. 13(2), 230–242 (1968) [Theory Probab. Appl. 13, 225–236 (1968)].

    MathSciNet  MATH  Google Scholar 

  13. P. Jagers, Branching Processes with Biological Applications (J. Wiley & Sons, London, 1975).

    MATH  Google Scholar 

  14. N. Kaplan and A. G. Pakes, “Supercritical age-dependent branching processes with immigration,” Stoch. Processes Appl. 2, 371–389 (1974).

    Article  MathSciNet  MATH  Google Scholar 

  15. M. Kimmel and D. E. Axelrod, Branching Processes in Biology (Springer, New York, 2002).

    MATH  Google Scholar 

  16. A. N. Kolmogorov and N. A. Dmitriev, “Branching random processes,” Dokl. Akad. Nauk SSSR 56(1), 7–10 (1947).

    Google Scholar 

  17. A. N. Kolmogorov and B. A. Sevastyanov, “Calculation of final probabilities for branching random processes,” Dokl. Akad. Nauk SSSR 56(8), 783–786 (1947).

    MATH  Google Scholar 

  18. G. A. Korn and T. M. Korn, Mathematical Handbook for Scientists and Engineers (McGraw-Hill, New York, 1961).

    MATH  Google Scholar 

  19. K. V. Mitov, V. A. Vatutin, and N. M. Yanev, “Continuous-time branching processes with decreasing state-dependent immigration,” Adv. Appl. Probab. 16, 697–714 (1984).

    Article  MathSciNet  MATH  Google Scholar 

  20. K. V. Mitov and N. M. Yanev, “Critical Galton-Watson processes with decreasing state-dependent immigration,” J. Appl. Probab. 21, 22–39 (1984).

    Article  MathSciNet  MATH  Google Scholar 

  21. K. V. Mitov and N. M. Yanev, “Bellman-Harris branching processes with state-dependent immigration,” J. Appl. Probab. 22, 757–765 (1985).

    Article  MathSciNet  MATH  Google Scholar 

  22. K. V. Mitov and N. M. Yanev, “Bellman-Harris branching processes with a special type of state-dependent immigration,” Adv. Appl. Probab. 21, 270–283 (1989).

    Article  MathSciNet  MATH  Google Scholar 

  23. K. V. Mitov and N. M. Yanev, “Critical Bellman-Harris branching processes with infinite variance allowing state-dependent immigration,” Stoch. Models 18, 281–300 (2002).

    Article  MathSciNet  MATH  Google Scholar 

  24. A. G. Pakes, “A branching process with a state dependent immigration component,” Adv. Appl. Probab. 3, 301–314 (1971).

    Article  MathSciNet  MATH  Google Scholar 

  25. A. G. Pakes, “Limit theorems for an age-dependent branching process with immigration,” Math. Biosci. 14, 221–234 (1972).

    Article  MathSciNet  MATH  Google Scholar 

  26. A. G. Pakes and N. Kaplan, “On the subcritical Bellman-Harris process with immigration,” J. Appl. Probab. 11, 652–668 (1974).

    Article  MathSciNet  MATH  Google Scholar 

  27. J. Radcliffe, “The convergence of a super-critical age-dependent branching processes allowing immigration at the epochs of a renewal process,” Math. Biosci. 14, 37–44 (1972).

    Article  MathSciNet  MATH  Google Scholar 

  28. I. Rahimov, Random Sums and Branching Stochastic Processes (Springer, New York, 1995).

    Book  MATH  Google Scholar 

  29. B. A. Sevastyanov, “Limit theorems for branching stochastic processes of special form,” Teor. Veroyatn. Primen. 2(3), 339–348 (1957) [Theory Probab. Appl. 2, 321–331 (1957)].

    MathSciNet  Google Scholar 

  30. B. A. Sevastyanov, “Age-dependent branching processes,” Teor. Veroyatn. Primen. 9(4), 577–594 (1964) [Theory Probab. Appl. 9, 521–537 (1964)]; “Addendum,” Teor. Veroyatn. Primen. 11 (2), 363–364 (1966) [Theory Probab. Appl. 11, 321–322 (1966)].

    MathSciNet  Google Scholar 

  31. B. A. Sevastyanov, “Renewal equations and moments of branching processes,” Mat. Zametki 3(1), 3–14 (1968) [Math. Notes 3, 3–10 (1968)].

    MathSciNet  Google Scholar 

  32. B. A. Sevastyanov, “Limit theorems for age-dependent branching processes,” Teor. Veroyatn. Primen. 13(2), 243–265 (1968) [Theory Probab. Appl. 13, 237–259 (1968)].

    Google Scholar 

  33. B. A. Sevastyanov, Branching Processes (Nauka, Moscow, 1971) [in Russian].

    Google Scholar 

  34. V. A. Vatutin, “Branching processes with infinite variance,” in Proc. 4th Int. Summer School on Probability Theory and Mathematical Statistics, Varna (Bulgaria), 1982 (Publ. House Bulg. Acad. Sci., Sofia, 1983), pp. 9–38.

    Google Scholar 

  35. A. M. Yaglom, “Some limit theorems of the theory of branching random processes,” Dokl. Akad. Nauk SSSR 56(8), 795–798 (1947).

    MathSciNet  MATH  Google Scholar 

  36. A. Yu. Yakovlev and N. M. Yanev, Transient Processes in Cell Proliferation Kinetics (Springer, Berlin, 1989).

    Book  MATH  Google Scholar 

  37. A. Yakovlev and N. Yanev, “Branching stochastic processes with immigration in analysis of renewing cell populations,” Math. Biosci. 203, 37–63 (2006).

    Article  MathSciNet  MATH  Google Scholar 

  38. A. Yu. Yakovlev and N. M. Yanev, “Age and residual lifetime distributions for branching processes,” Stat. Probab. Lett. 77, 503–513 (2007).

    Article  MathSciNet  MATH  Google Scholar 

  39. N. M. Yanev, “Branching stochastic processes with immigration,” Bull. Inst. Math. Acad. Bulg. Sci. 15, 71–88 (1972).

    Google Scholar 

  40. N. M. Yanev, “On a class of decomposable age-dependent branching processes,” Math. Balk. 2, 58–75 (1972).

    Google Scholar 

  41. N. M. Yanev and K. V. Mitov, “Critical branching processes with nonhomogeneous migration,” Ann. Probab. 13, 923–933 (1985).

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Kosto V. Mitov.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mitov, K.V., Yanev, N.M. Sevastyanov branching processes with non-homogeneous Poisson immigration. Proc. Steklov Inst. Math. 282, 172–185 (2013). https://doi.org/10.1134/S0081543813060151

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1134/S0081543813060151

Keywords

Navigation