Moment properties for two-type continuous-state branching processes in random environments

We first derive the recurisions for integer moments of two-type continuous-state branching processes in L\'{e}vy random environments. Result shows that the \(n\)th moment of the process is a polynomial of the initial value of the process with at most \(n\) degree. Under some natural condition,...

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Bibliographic Details
Published inarXiv.org
Main Authors Chen, Shukai, Zheng, Xiangqi
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 04.08.2022
Subjects
Polynomials
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Summary:We first derive the recurisions for integer moments of two-type continuous-state branching processes in L\'{e}vy random environments. Result shows that the \(n\)th moment of the process is a polynomial of the initial value of the process with at most \(n\) degree. Under some natural condition, the criteria for the existence of \(f\)-moment of the process are also proved.
ISSN:2331-8422