Mathematics – Probability
Scientific paper
2005-05-13
Annals of Probability 2007, Vol. 35, No. 4, 1573-1592
Mathematics
Probability
Published at http://dx.doi.org/10.1214/009117906000001015 in the Annals of Probability (http://www.imstat.org/aop/) by the Ins
Scientific paper
10.1214/009117906000001015
We consider a multitype branching process with immigration in a random environment introduced by Key in [Ann. Probab. 15 (1987) 344--353]. It was shown by Key that, under the assumptions made in [Ann. Probab. 15 (1987) 344--353], the branching process is subcritical in the sense that it converges to a proper limit law. We complement this result by a strong law of large numbers and a central limit theorem for the partial sums of the process. In addition, we study the asymptotic behavior of oscillations of the branching process, that is, of the random segments between successive times when the extinction occurs and the process starts again with the next wave of the immigration.
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