Geometric Growth for Stochastic Difference Equations with Application to Branching Populations
✍ Scribed by Miguel González, Manuel Molina and Inés M. Del Puerto
- Book ID
- 125584549
- Publisher
- Bernoulli Society for Mathematical Statistics and Probability
- Year
- 2006
- Tongue
- English
- Weight
- 850 KB
- Volume
- 12
- Category
- Article
- ISSN
- 1350-7265
- DOI
- 10.2307/25464844
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📜 SIMILAR VOLUMES
In this paper, we consider an asymptotic normality problem for a vector stochastic difference equation of the form where B is a stable matrix, and E n Ä n 0, a n is a positive real step size sequence with a n Ä n 0, n=1 a n = , and a &1 n+1 &a &1 n Ä n \* 0, u n is an infinite-term moving average p
A theorem is proved, concerning expected values of a multitype branching process in a varying environment. The consequence of the theorem is that the branching process can be treated (in the sense of expected values) as a dynamical system with control terms. This is of importance in situations where