Uniqueness,Extinction and Explosivity of Generalised Markov Branching Processes with Pairwise Interaction

We examine basic properties regarding uniqueness, extinction, and explosivity for the generalised Markov branching processes with pairwise interaction. First we establish uniqueness criteria, proving that in the essentially-explosive case the process is honest if and only if the mean death rate is greater than or equal to the mean birth rate, while in the sub-explosive case the process is dishonest only in exceptional circumstances. Explicit expressions are then obtained for the extinction probabilities, the mean extinction times and the conditional mean extinction times. Explosivity is also investigated and an explicit expression for mean explosion time is established.     

Markovian bulk-arrival and bulk-service queues with general state-dependent control

We study a modified Markovian bulk-arrival and bulk-service queue incorporating general state-dependent control. The stopped bulk-arrival and bulk-service queue is first investigated, and the relationship between this stopped queue and the full queueing model is examined and exploited. Using this relationship, the equilibrium behaviour for the full queueing process is studied and the probability generating function of the equilibrium distribution is obtained. Queue length behaviour is also examined, and the Laplace transform of the queue length distribution is presented. The important questions regarding hitting times and busy period distributions are answered in detail, and the Laplace transforms of these distributions are presented. Further properties regarding the busy period distributions including expectation and conditional expectation of busy periods are also explored.

     

Existence and uniqueness criteria for conservative uni-instantaneous denumerable Markov processes

Summary Until now, denumerable Markov processes with instantaneous states have not been extensively considered, and so in this paper we present a detailed examination of the conservative uni-instantaneous (CUI) case. We determine criteria for the existence and uniqueness of a specific CUI pregenerator, and consider the general problem of constructing CUI processes.     

Uniqueness and Extinction of Weighted Markov Branching Processes

This paper focuses on discussing some basic properties of the weighted Markov branching process which is a natural generalisation of the ordinary Markov branching process. The regularity and uniqueness criteria, which are very easy to verify, are firstly established. Some important characteristics regarding the hitting times of such structure are obtained. In particular, the closed forms for the mean extinction time and conditional mean extinction time are presented. The explosion behaviour of the process is investigated and then the mean explosion time is derived. The mean global holding time and the mean total survival time are also obtained. AMS 2000 Subject Classification Primary 60 J27; Secondary 60 J80     

Generalized Markov interacting branching processes

We consider a very general interacting branching process which includes most of the important interacting branching models considered so far. After obtaining some key preliminary results, we first obtain some elegant conditions regarding regularity and uniqueness. Then the extinction vector is obtained which is very easy to be calculated. The mean extinction time and the conditional mean extinction time are revealed. The mean explosion time and the total mean life time of the processes are also investigated and resolved.     

Decay properties and quasi-stationary distributions for stopped Markovian bulk-arrival and bulk-service queues

We consider decay properties including the decay parameter, invariant measures and quasi-stationary distributions for a Markovian bulk-arrival and bulk-service queue which stops when the waiting line is empty. Investigating such a model is crucial for understanding the busy period and other related properties of the Markovian bulk-arrival and bulk-service queuing processes. The exact value of the decay parameter λ _C is first obtained. We show that the decay parameter can be easily expressed explicitly. The invariant measures and quasi-distributions are then revealed. We show that there exists a family of invariant measures indexed by λ∈[0,λ _C ]. We then show that under some mild conditions there exists a family of quasi-stationary distributions also indexed by λ∈[0,λ _C ]. The generating functions of these invariant measures and quasi-stationary distributions are presented. We further show that this stopped Markovian bulk-arrival and bulk-service queueing model is always λ _C -transient. Some deep properties regarding λ _C -transience are examined and revealed. The clear geometric interpretation of the decay parameter is explained. A few examples are then provided to illustrate the results obtained in this paper.     

Markovian bulk-arrival and bulk-service queues with state-dependent control

We study a modified Markovian bulk-arrival and bulk-service queue incorporating state-dependent control. The stopped bulk-arrival and bulk-service queue is first investigated and the relationship with our queueing model is examined and exploited. Equilibrium behaviour is studied and the probability generating function of the equilibrium distribution is obtained. Queue length behaviour is also examined and the Laplace transform of the queue length distribution is presented. The important questions regarding hitting time and busy period distributions are answered in detail and the Laplace transforms of these distributions are presented. Further properties including expectations of hitting times and busy period are also explored.     

Asymptotic Properties of the Markov Branching Process with Immigration

We consider the Markov branching process with immigration allowing the possibility of infinite numbers of offspring and/or immigrants. Our focus is on the construction and uniqueness of the minimal transition function and on its asymptotic behavior. Conditional limit theorems for the population size are given in cases for which the transition function is dishonest.     

A new approach in analyzing extinction probability of Markov branching process with immigration and migration

We use a new approach to consider the extinction properties of the Markov branching process with immigration and migration recently discussed by Li and Liu [Sci. China Math., 2011, 54: 1043–1062]. Some much better explicit expressions are obtained for the extinction probabilities of the subtle super-interacting case.