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2000 Mathematics Subject Classification: 47B47, 47B10, 47A30.

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In memory of Professor D. Doitchinov ∗ This paper was written while the first author was supported by the Swiss National Science Foundation under grants 21–30585.91 and 2000-041745.94/1 and by the Spanish Ministry of Education and Sciences under DGES grant SAB94-0120. The second author was supported under DGES grant PB95-0737. During her stay at the University of Berne the third author was supported by the first author’s grant 2000-041745.94/1 from the Swiss National Science Foundation.

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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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If a regenerative process is represented as semi-regenerative, we derive formulae enabling us to calculate basic characteristics associated with the first occurrence time starting from corresponding characteristics for the semi-regenerative process. Recursive equations, integral equations, and Monte-Carlo algorithms are proposed for practical solving of the problem.

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2000 Mathematics Subject Classification: 62F25, 62F03.

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2000 Mathematics Subject Classification: 60J65.

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2002 Mathematics Subject Classification: 35S15, 35J70, 35J40, 38J40