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Exponential ergodicity of branching processes with immigration and competition

Authors :
Li, Pei-Sen
Li, Zenghu
Wang, Jian
Zhou, Xiaowen
Publication Year :
2022

Abstract

We study the ergodic property of a continuous-state branching process with immigration and competition. The exponential ergodicity in a weighted total variation distance is proved under natural assumptions. The main theorem applies to subcritical, critical and supercritical branching mechanisms, including all those of stable types. The proof is based on the construction of a Markov coupling process and the choice of a nonsymmetric control function for the distance. Those are designed to identify and to take the advantage of the dominating factor from the branching, immigration and competition mechanisms in different parts of the state space. The approach provides a way of finding a lower bound of the ergodicity rate.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2205.15499
Document Type :
Working Paper