The asymptotic behaviour of the non-extinction probability of a bounded from below continuous time Markov critical branching process with infinite variance

2006 ◽  
Vol 16 (1) ◽  
pp. 1-5 ◽  
Author(s):  
B. A. Sevastyanov
Mathematics ◽  
2021 ◽  
Vol 9 (8) ◽  
pp. 868
Author(s):  
Khrystyna Prysyazhnyk ◽  
Iryna Bazylevych ◽  
Ludmila Mitkova ◽  
Iryna Ivanochko

The homogeneous branching process with migration and continuous time is considered. We investigated the distribution of the period-life τ, i.e., the length of the time interval between the moment when the process is initiated by a positive number of particles and the moment when there are no individuals in the population for the first time. The probability generating function of the random process, which describes the behavior of the process within the period-life, was obtained. The boundary theorem for the period-life of the subcritical or critical branching process with migration was found.


1993 ◽  
Vol 25 (02) ◽  
pp. 263-289
Author(s):  
D. R. Grey ◽  
Lu Zhunwei

Under some regularity conditions, in the supercritical Smith–Wilkinson branching process it is shown that as k, the starting population size, tends to infinity, the rate of convergence of qk, the corresponding extinction probability, to zero is similar to that of: k–θ, if there exists at least one subcritical state in the random environment space; xkk–α , if there exist only supercritical states in the random environment space; exp , if there exists at least one critical state and the others are supercritical in the random environment space. Here θ, x, α and c are positive constants determined by the process.


1993 ◽  
Vol 25 (2) ◽  
pp. 263-289 ◽  
Author(s):  
D. R. Grey ◽  
Lu Zhunwei

Under some regularity conditions, in the supercritical Smith–Wilkinson branching process it is shown that as k, the starting population size, tends to infinity, the rate of convergence of qk, the corresponding extinction probability, to zero is similar to that of:k–θ, if there exists at least one subcritical state in the random environment space; xkk–α, if there exist only supercritical states in the random environment space; exp , if there exists at least one critical state and the others are supercritical in the random environment space.Here θ, x, α and c are positive constants determined by the process.


2011 ◽  
Vol 48 (02) ◽  
pp. 576-582 ◽  
Author(s):  
Jean Bertoin

We investigate the maximal number M k of offspring amongst all individuals in a critical Galton-Watson process started with k ancestors. We show that when the reproduction law has a regularly varying tail with index -α for 1 < α < 2, then k -1 M k converges in distribution to a Frechet law with shape parameter 1 and scale parameter depending only on α.


Author(s):  
Anastasiya Rytova ◽  
Elena Yarovaya

We study a continuous-time branching random walk (BRW) on the lattice ℤ d , d ∈ ℕ, with a single source of branching, that is the lattice point where the birth and death of particles can occur. The random walk is assumed to be spatially homogeneous, symmetric and irreducible but, in contrast to the majority of previous investigations, the random walk transition intensities a(x, y) decrease as |y − x|−(d+α) for |y − x| → ∞, where α ∈ (0, 2), that leads to an infinite variance of the random walk jumps. The mechanism of the birth and death of particles at the source is governed by a continuous-time Markov branching process. The source intensity is characterized by a certain parameter β. We calculate the long-time asymptotic behaviour for all integer moments for the number of particles at each lattice point and for the total population size. With respect to the parameter β, a non-trivial critical point β c  > 0 is found for every d ≥ 1. In particular, if β > β c the evolutionary operator generated a behaviour of the first moment for the number of particles has a positive eigenvalue. The existence of a positive eigenvalue yields an exponential growth in t of the particle numbers in the case β > β c called supercritical. Classification of the BRW treated as subcritical (β < β c ) or critical (β = β c ) for the heavy-tailed random walk jumps is more complicated than for a random walk with a finite variance of jumps. We study the asymptotic behaviour of all integer moments of a number of particles at any point y ∈ ℤ d and of the particle population on ℤ d according to the ratio d/α.


2011 ◽  
Vol 48 (2) ◽  
pp. 576-582 ◽  
Author(s):  
Jean Bertoin

We investigate the maximal number Mk of offspring amongst all individuals in a critical Galton-Watson process started with k ancestors. We show that when the reproduction law has a regularly varying tail with index -α for 1 < α < 2, then k-1Mk converges in distribution to a Frechet law with shape parameter 1 and scale parameter depending only on α.


Author(s):  
Azam A. Imomov ◽  

The paper discusses the continuous-time Markov Branching Process allowing Immigration. We are considering a critical case for which the second moment of offspring law and the first moment of immigration law are possibly infinite. Assuming that the nonlinear parts of the appropriate generating functions are regularly varying in the sense of Karamata, we prove theorems on convergence of transition functions of the process to invariant measures. We deduce the speed rate of these convergence providing that slowly varying factors are with remainder


1973 ◽  
Vol 10 (02) ◽  
pp. 447-450 ◽  
Author(s):  
Y. S. Yang

The asymptotic properties of the unique stationary measure of a Markov branching process will be given. In the critical case with finite variance, the result can be deduced from a result for discrete time processes of Kesten, Ney and Spitzer (1966) where the proof makes use of a stronger assumption than the finiteness of variance. For the continuous time case where the stationary measure has an explicit form, we can use the discrete renewal theorem which takes care of the infinite variance case as well.


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