Asymptotic behavior of some strongly critical decomposable multi-type Galton-Watson processes with immigration

Abstract

We study the asymptotic behavior of a critical decomposable multi-type Galton-Watson process with immigration whose offspring mean matrix is triangular with diagonal entries 1. Under second-order moment conditions on the offspring and immigration distributions, we establish a functional limit theorem for the sequence of appropriately scaled processes, and describe the limit process as independent squared Bessel processes and some linear combinations of their iterated integral processes. Our work completes and extends some results of Foster and Ney (1978) for some strongly critical decomposable multi-type Galton-Watson processes with immigration.