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A New Class of Branching Processes

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Branching Processes

Part of the book series: Lecture Notes in Statistics ((LNS,volume 99))

Abstract

A unified formulation to generate branching processes with continuous or discrete state space is provided. It includes processes with immigration and in varying environments. It also expands the known class of non-Gaussian Markov time series for non-negative variates. The finite time and asymptotic properties of the processes introduced in the paper are investigated.

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References

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Author information

Authors and Affiliations

  1. Department, of Statistics, University of Poona, Pune, 411 007, India

    S. R. Adke

  2. Division of Community Medicine and Department of Mathematics and Statistics, Memorial University of Newfoundland, St. John’s, Newfoundland, A1B 3V6, Canada

    V. G. Gadag

Authors
  1. S. R. Adke
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  2. V. G. Gadag
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Editor information

Editors and Affiliations

  1. Stochastic Analysis Group, CMA, Australian National University, Canberra, ACT, 0200, Australia

    C. C. Heyde

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© 1995 Springer-Verlag New York, Inc.

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Adke, S.R., Gadag, V.G. (1995). A New Class of Branching Processes. In: Heyde, C.C. (eds) Branching Processes. Lecture Notes in Statistics, vol 99. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2558-4_10

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  • DOI: https://doi.org/10.1007/978-1-4612-2558-4_10

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-97989-2

  • Online ISBN: 978-1-4612-2558-4

  • eBook Packages: Springer Book Archive

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