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math.PR2026
Expected loss of quasi-arithmetic means of exchangeable random variables
Matyas Barczy, Zsolt Páles
The purpose of this paper is to establish certain relationships between the theories of means (aggregation functions) and loss functions. Namely, we derive sufficient conditions un…
math.PR2026
Asymptotic behavior of some strongly critical decomposable 3-type Galton--Watson processes with immigration
Matyas Barczy, Dániel Bezdány
We study the asymptotic behavior of a critical decomposable 3-type Galton-Watson process with immigration when its offspring mean matrix is triangular with diagonal entries 1. It i…
math.PR2025
Distributional properties of first jump times of CBI processes with jump sizes in given Borel sets
Matyas Barczy, Sandra Palau, Yao Xue
We derive an expression for the joint distribution function of the first jump times of a continuous state and continuous time branching process with immigration (CBI process) with…