More on the asymptotic behaviour of moments of branching Markov processes
Abstract
Consider a branching Markov process, X = (X(t), t 0), with non-local branching mechanism. Studying the asymptotic behaviour of the moments of X has recently received attention in the literature [6, 7] due to the importance of these results in understanding the underlying genealogical structure of X. In this article, we generalise the results of [7] to allow for a non-simple leading eigenvalue and to also study the higher order fluctuations of the moments of X. These results will be useful for proving central limit theorems and extending well-known LLN results.
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