56 resultados para Branching Processes with Immigration


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AMS subject classification: 60J80, 60J15.

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2000 Mathematics Subject Classification: 60J80, 60F05

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The paper is a contribution to the theory of branching processes with discrete time and a general phase space in the sense of [2]. We characterize the class of regular, i.e. in a sense sufficiently random, branching processes (Φk) k∈Z by almost sure properties of their realizations without making any assumptions about stationarity or existence of moments. This enables us to classify the clans of (Φk) into the regular part and the completely non-regular part. It turns out that the completely non-regular branching processes are built up from single-line processes, whereas the regular ones are mixtures of left-tail trivial processes with a Poisson family structure.

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2000 Mathematics Subject Classification: 60J80

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2000 Mathematics Subject Classification: 60J80.

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2000 Mathematics Subject Classification: 60J80, 62M05

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2000 Mathematics Subject Classification: Primary 60J80, Secondary 62F12, 60G99.

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2000 Mathematics Subject Classification: 60J80, 60G70.

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This work is supported by Bulgarian NFSI, grant No. MM–704/97

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A computer code system for simulation and estimation of branching processes is proposed. Using the system, samples for some models with or without migration are generated. Over these samples we compare some properties of various estimators.

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2000 Mathematics Subject Classification: 60J80.

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2000 Mathematics Subject Classification: 60J80; 60G70.

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2000 Mathematics Subject Classification: 60J80, 60J10.

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2000 Mathematics Subject Classification: 60J80

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This study is focused on the comparison and modification of different estimates arising in the branching processes. Simulations of models with or without migration are put through. Due to the complexity of the computations the algorithms are designed with the language of technical computing MATLAB. Using the simulations, estimates of the o spring mean of the generated processes are calculated. It is well known in the literature that under certain conditions the asymptotic distribution of the estimates is proved to be normal. Using the asymptotic normality a modified method of maximum likelihood is proposed. The aim is to obtain trimmed maximum likelihood estimates based on several sample paths with the same number of generations. Thus in a natural way the observations, inconsistent with the aprior information about the asymptotic normality are excluded from the model. The computation of the standard error allows the comparison of different types of estimates.