A Differential Analog of the Main Lemma of the Theory of Markov Branching Processes and Its Applications (original) (raw)
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arXiv (Cornell University), 2020
Our principal aim is to observe the Markov discrete-time process of population growth with long-living trajectory. First we study asymptotical decay of generating function of Galton-Watson process for all cases as the Basic Lemma. Afterwards we get a Differential analogue of the Basic Lemma. This Lemma plays main role in our discussions throughout the paper. Hereupon we improve and supplement classical results concerning Galton-Watson process. Further we investigate properties of the population process so called Q-process. In particular we obtain a joint limit law of Q-process and its total state. And also we prove the analogue of Law of large numbers and the Central limit theorem for total state of Q-process.
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Journal of Siberian Federal University. Mathematics & Physics, 2017
We study the limiting probability function of continuous-time Markov Branching Processes conditioned to be never extinct. Hereupon we obtain a new stochastic population process called the Markov Q-Process. The principal aim is to investigate structural and asymptotic properties of the Markov Q-Process, also we study transition functions of this process and their convergence to stationary measures.
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Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense of Karamata. First we discuss limit properties of transition functions of the process. We prove local limit theorems and investigate ergodic properties of the process. Further we investigate limiting probability function conditioned to be never extinct. Hereupon we obtain a new stochastic population process as a continuous-time Markov chain called the Markov Q-Process. We study main properties of Markov Q-Process.
Limit theorems for time averages of continuous-state branching processes with immigration
Cornell University - arXiv, 2022
In this work we investigate limit theorems for the time-averaged process 1 t t 0 X x s ds t≥0 where X x is a subcritical continuous-state branching process with immigration starting in x ≥ 0. Under a second moment condition on the branching and immigration measures we first prove the law of large numbers in L 2 and afterward establish the central limit theorem. Assuming additionally that the big jumps of the branching and immigration measures have finite exponential moments of some order, we prove in our main result the large deviation principle and provide a semi-explicit expression for the good rate function in terms of the branching and immigration mechanisms. Our methods are deeply based on a detailed study of the corresponding generalized Riccati equation and related exponential moments of the time-averaged process.
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The Bulletin of the Malaysian Mathematical Society Series 2
A problem of the first exceedance of a given level by the family of independent branching processes with and without immigration is considered. Using limit theorems for large deviations for processes with and without immigration limit theorems for the index of the first process exceeding some fixed or increasing levels in critical, subcritical and supercritical cases are proved. Asymptotic formulas for the expectation of the index are also obtained.
Branching Processes - A General Concept
Latin American Journal of Probability and Mathematical Statistics, 2021
The paper has four goals. First, we want to generalize the classical concept of the branching property so that it becomes applicable for historical and genealogical processes (using the coding of genealogies by ($V$-marked) ultrametric measure spaces leading to state spaces mathbbU\mathbb{U}mathbbU resp. mathbbUV\mathbb{U}^VmathbbUV). The processes are defined by well-posed martingale problems. In particular we want to complement the corresponding concept of infinite divisibility developed in \cite{infdiv} for this context. Second one of the two main points, we want to find a corresponding characterization of the generators of branching processes more precisely their martingale problems which is both easy to apply and general enough to cover a wide range of state spaces. As a third goal we want to obtain the branching property of the mathbbU\mathbb{U}mathbbU-valued Feller diffusion respectively mathbbUV\mathbb{U}^VmathbbUV-valued super random walk and the historical process on countable geographic spaces the latter as two examples of...