Abstract
In [6] it was shown that under standard conditions &/mn + V > 0 with probability one, where {XJ is a Galton-Watson process with immigration, and offspring mean m > 1. The authors obtain convergence-rate results under additional conditions for this asymptotic behavior in the form of analogues of the central limit theorem and the law of the iterated logarithm, and similar results for the estimator Xn+JXn, which for fixed r > 1 approaches mr with probability one.
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CITATION STYLE
Heyde, C. C., & Seneta, E. (2010). Analogues of Classical Limit Theorems for the Supercritical Galton-Watson Process with Immigration. In Selected Works of C.C. Heyde (pp. 170–180). Springer New York. https://doi.org/10.1007/978-1-4419-5823-5_27
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