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Boundedness of one-dimensional branching Markov processes

Authors :
F. I. Karpelevich
Yu. M. Suhov
Apollo - University of Cambridge Repository
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.

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