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arXiv · 1404.0636

Moment formulas for multi-type continuous state and continuous time branching processes with immigration

Matyas Barczy·Zenghu Li·Gyula Pap
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Abstract

Recursions for moments of multi-type continuous state and continuous time branching process with immigration are derived. It turns out that the $k$-th (mixed) moments and the $k$-th (mixed) central moments are polynomials of the initial value of the process, and their degree are at most $k$ and $\lfloor k/2 \rfloor$, respectively.

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Matyas Barczy, Zenghu Li, Gyula Pap. 2014-04-02. Moment formulas for multi-type continuous state and continuous time branching processes with immigration. https://arxiv.org/abs/1404.0636

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