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The multitype branching diffusion

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  • Ivanoff, B. Gail

Abstract

The multitype branching diffusion (MBD) is considered. A review of the general theory of multitype point processes is given in Section 2, and spatial central limit theorems for homogeneous infinitely divisible processes are proven in Section 3. In Section 4, the MBD is defined, and equations for its first four factorial moment density functions are found. The behaviour of the mean and covariance functionals as time approaches infinity is studied. The MBD with immigration (MBDI) is introduced in Section 5. The existence of a steady state is proven, and spatial central limit theorems are developed for the MBDI.

Suggested Citation

  • Ivanoff, B. Gail, 1981. "The multitype branching diffusion," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 289-318, September.
    • Handle: RePEc:eee:jmvana:v:11:y:1981:i:3:p:289-318
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