Moment formulas for multi-type continuous state and continuous time branching processes with immigration
classification
🧮 math.PR
keywords
continuousmomentsbranchingimmigrationmixedmulti-typeprocessstate
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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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