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arXiv:1404.0636 [math.PR]AbstractReferencesReviewsResources

Moment formulas for multi-type continuous state and continuous time branching processes with immigration

Matyas Barczy, Zenghu Li, Gyula Pap

Published 2014-04-02, updated 2015-02-20Version 2

Recursions for moments of multi-type continuous state and continuous time branching process with immigration are derived. It turns out that the $k$-th (mixed) moments and the $k$-th (mixed) central moments are polynomials of the initial value of the process, and their degree are at most $k$ and $\lfloor k/2 \rfloor$, respectively.

Comments: 36 pages
Categories: math.PR
Subjects: 60J80, 60J75, 60H10
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