{ "id": "1906.00373", "version": "v1", "published": "2019-06-02T09:23:18.000Z", "updated": "2019-06-02T09:23:18.000Z", "title": "On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration", "authors": [ "Matyas Barczy", "Fanni K. Nedényi", "Gyula Pap" ], "comment": "42 pages", "categories": [ "math.PR" ], "abstract": "We study an iterated temporal and contemporaneous aggregation of $N$ independent copies of a strongly stationary subcritical Galton-Watson branching process with regularly varying immigration having index $\\alpha \\in (0, 2)$. Limits of finite dimensional distributions of appropriately centered and scaled aggregated partial sum processes are shown to exist when first taking the limit as $N \\to \\infty$ and then the time scale $n \\to \\infty$. The limit process is an $\\alpha$-stable process if $\\alpha \\in (0, 1) \\cup (1, 2)$, and a deterministic line with slope $1$ if $\\alpha = 1$.", "revisions": [ { "version": "v1", "updated": "2019-06-02T09:23:18.000Z" } ], "analyses": { "subjects": [ "60J80", "60F05", "60G10", "60G52", "60G70" ], "keywords": [ "regularly varying immigration", "aggregation", "scaled aggregated partial sum processes", "stationary subcritical galton-watson branching process" ], "note": { "typesetting": "TeX", "pages": 42, "language": "en", "license": "arXiv", "status": "editable" } } }