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Boundedness of one-dimensional branching Markov processes
- Source :
- Journal of Applied Mathematics and Stochastic Analysis, Vol 10, Iss 4, Pp 307-332 (1997)
- Publication Year :
- 2017
- Publisher :
- Hindawi Limited, 2017.
-
Abstract
- A general model of a branching Markov process on ℝ is considered. Sufficient and necessary conditions are given for the random variable M=supt≥0max1≤k≤N(t)Ξk(t) to be finite. Here Ξk(t) is the position of the kth particle, and N(t) is the size of the population at time t. For some classes of processes (smooth branching diffusions with Feller-type boundary points), this results in a criterion stated in terms of the linear ODEσ2(x)2f″(x)+a(x)f′(x)=λ(x)(1−k(x))f(x). Here σ(x) and a(x) are the diffusion coefficient and the drift of the one-particle diffusion, respectively, and λ(x) and k(x) the intensity of branching and the expected number of offspring at point x, respectively. Similarly, for branching jump Markov processes the conditions are expressed in terms of the relations between the integral μ(x)∫π(x,dy)(f(y)−f(x)) and the product λ(x)(1−k(x))f(x), where λ(x) and k(x) are as before, μ(x) is the intensity of jumping at point x, and π(x,dy) is the distribution of the jump from x to y.
- Subjects :
- Statistics and Probability
Discrete mathematics
education.field_of_study
lcsh:Mathematics
Applied Mathematics
Population
4901 Applied Mathematics
Boundary (topology)
Markov process
lcsh:QA1-939
Branching (linguistics)
symbols.namesake
Rare Diseases
Position (vector)
Modeling and Simulation
symbols
49 Mathematical Sciences
lcsh:Q
lcsh:Science
education
Random variable
Mathematics
Branching process
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Journal :
- Journal of Applied Mathematics and Stochastic Analysis, Vol 10, Iss 4, Pp 307-332 (1997)
- Accession number :
- edsair.doi.dedup.....1c684c732b53108009167d5eb9889308
- Full Text :
- https://doi.org/10.17863/cam.12966