Barczy, Mátyás and Zenghu, Li and Pap, Gyula (2016) Moment formulas for multitype continuous state and continuous time branching processes with immigration. JOURNAL OF THEORETICAL PROBABILITY, 29 (3). pp. 958-995. ISSN 0894-9840
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Official URL: https://doi.org/10.1007/s10959-015-0605-0
Abstract
Recursions for moments of multitype continuous state and continuous time branching process with immigration are derived. It turns out that the kth (mixed) moments and the kth (mixed) central moments are polynomials of the initial value of the process, and their degree is at most k and ⌊k/2⌋, respectively.
| Item Type: | Article |
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| Subjects: | Q Science / természettudomány > Q1 Science (General) / természettudomány általában |
| SWORD Depositor: | MTMT SWORD |
| Depositing User: | MTMT SWORD |
| Date Deposited: | 12 Jun 2023 10:10 |
| Last Modified: | 12 Jun 2023 10:10 |
| URI: | http://real.mtak.hu/id/eprint/167376 |
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