On convergence properties of infinitesimal generators of scaled multitype CBI processes

Barczy, Mátyás and Pap, Gyula (2016) On convergence properties of infinitesimal generators of scaled multitype CBI processes. LITHUANIAN MATHEMATICAL JOURNAL, 56 (1). pp. 1-15. ISSN 0363-1672

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Abstract

It is a common method for proving the weak convergence of a sequence of time-homogeneous Markov processes toward a time-homogeneous Markov process first to show the convergence of the corresponding infinitesimal generators and then to check some additional conditions. The aim of the present paper is to investigate convergence properties of discrete infinitesimal generators of appropriately scaled random step functions formed from a multitype continuous state and continuous time branching process with immigration. We also present a convergence result for usual infinitesimal generators of the branching processes in question appropriately normalized.

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