Open Access
November 2006 Harmonic continuous-time branching moments
Didier Piau
Ann. Appl. Probab. 16(4): 2078-2097 (November 2006). DOI: 10.1214/105051606000000493

Abstract

We show that the mean inverse populations of nondecreasing, square integrable, continuous-time branching processes decrease to zero like the inverse of their mean population if and only if the initial population k is greater than a first threshold m1≥1. If, furthermore, k is greater than a second threshold m2m1, the normalized mean inverse population is at most 1/(km2). We express m1 and m2 as explicit functionals of the reproducing distribution, we discuss some analogues for discrete time branching processes and link these results to the behavior of random products involving i.i.d. nonnegative sums.

Citation

Download Citation

Didier Piau. "Harmonic continuous-time branching moments." Ann. Appl. Probab. 16 (4) 2078 - 2097, November 2006. https://doi.org/10.1214/105051606000000493

Information

Published: November 2006
First available in Project Euclid: 17 January 2007

zbMATH: 1121.60087
MathSciNet: MR2288714
Digital Object Identifier: 10.1214/105051606000000493

Subjects:
Primary: 60J80

Keywords: branching processes , harmonic moments , inhomogeneous Markov processes , limit theorems

Rights: Copyright © 2006 Institute of Mathematical Statistics

Vol.16 • No. 4 • November 2006
Back to Top