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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 相似文献
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We consider Markov processes built from pasting together pieces of strong Markov processes which are killed at a position
dependent rate and connected via a transition kernel. We give necessary and sufficient conditions for local absolute continuity
of probability laws for such processes on a suitable path space and derive an explicit formula for the corresponding likelihood
ratio process. The main tool is the consideration of the process between successive jumps – what we call ‘elementary experiments’
– and criteria for absolute continuity of laws of the process there. We apply our results to systems of branching diffusions
with interactions and immigrations.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
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Occupation Time Fluctuations in Branching Systems 总被引:3,自引:0,他引:3
We consider particle systems in locally compact Abelian groups with particles moving according to a process with symmetric stationary independent increments and undergoing one and two levels of critical branching. We obtain long time fluctuation limits for the occupation time process of the one- and two-level systems. We give complete results for the case of finite variance branching, where the fluctuation limits are Gaussian random fields, and partial results for an example of infinite variance branching, where the fluctuation limits are stable random fields. The asymptotics of the occupation time fluctuations are determined by the Green potential operator G of the individual particle motion and its powers G
2,G
3, and by the growth as t of the operator
and its powers, where T
t
is the semigroup of the motion. The results are illustrated with two examples of motions: the symmetric -stable Lévy process in
, and the so called c-hierarchical random walk in the hierarchical group of order N (0<c<N). We show that the two motions have analogous asymptotics of G
t
and its powers that depend on an order parameter for their transience/recurrence behavior. This parameter is =d/–1 for the -stable motion, and =log c/log(N/c) for the c-hierarchical random walk. As a consequence of these analogies, the asymptotics of the occupation time fluctuations of the corresponding branching particle systems are also analogous. In the case of the c-hierarchical random walk, however, the growth of G
t
and its powers is modulated by oscillations on a logarithmic time scale. 相似文献
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本文研究了随机环境中的多物种分枝游动于时刻k,位置x的质点密度矩阵序列{M~(k)(x)}k>1的极限分布。我们在证明了M~(k)(x),k>1,x∈Z是k个独立同分布的矩阵值随机元的乘积的基础上,主要证明了随机序列{logM_(ij)~(k)(x)}k>1依某种意义规范后是渐近正态的。 相似文献
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A notion of semi-selfsimilarity of R
d
-valued stochastic processes is introduced as a natural extension of the selfsimilarity. Several topics on semi-selfsimilar processes are studied: the existence of the exponent for semi-selfsimilar processes; characterization of semi-selfsimilar processes as scaling limits; relationship between semi-selfsimilar processes with independent increments and semi-selfdecomposable distributions, and examples; construction of semi-selfsimilar processes with stationary increments; and extension of the Lamperti transformation. Semi-stable processes where all joint distributions are multivariate semi-stable are also discussed in connection with semi-selfsimilar processes. A wide-sense semi-selfsimilarity is defined and shown to be reducible to semi-selfsimilarity. 相似文献
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Arindam Sengupta 《Journal of Theoretical Probability》2000,13(4):951-976
A time-space harmonic polynomial for a stochastic process M=(M
t) is a polynomial P in two variables such that P(t, M
t) is a martingale. In this paper, we investigate conditions for the existence of such polynomials of each degree in the second, space, argument. We also describe various properties a sequence of time-space harmonic polynomials may possess and the interaction of these properties with distributional properties of the underlying process. Thus, continuous-time conterparts to the results of Goswami and Sengupta,(2) where the analoguous problem in discrete time was considered, are derived. A few additional properties are also considered. The resulting properties of the process include independent increments, stationary independent increments and semi-stability. Finally, a generalization to a measure proposed by Hochberg(3) on path space is obtained. 相似文献
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Let Z(t) be the population at time t of a critical age-dependent branching process. Suppose that the offspring distribution has a generating function of the form f(s) = s + (1 ? s)1+αL(1 ? s) where α ∈ (0, 1) and L(x) varies slowly as x → 0+. Then we find, as t → ∞, (P{Z(t)> 0})αL(P{Z(t)>0})~ μ/αt where μ is the mean lifetime of each particle. Furthermore, if we condition the process on non-extinction at time t, the random variable P{Z(t)>0}Z(t) converges in law to a random variable with Laplace-Stieltjes transform 1 - u(1 + uα)?1/α for u ?/ 0. Moment conditions on the lifetime distribution required for the above results are discussed. 相似文献
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Abstract In this paper, we introduce the population size dependent generalized multitype branching process. This is a Markovian model that allows us to study homogeneous multitype branching processes in a unified way. The basic properties for this model, transitions between its states, as well as the existence of a stationary limiting distribution, are investigated. Finally, we apply the obtained results to a new controlled multitype branching process. 相似文献
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研究了时间指标为一般更新过程的随机指标分枝过程.在每个粒子至少有两个分枝(Bottcher情形)以及更新分布满足Cramer条件的情况下,得到了更新随机指标分枝过程的大偏差原理. 相似文献
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首先, 当$Q$是一个拟单调的q矩阵的时候,
我们找出最小的$Q$函数是一个Feller的转移函数的准则.
然后我们把这个结论应用于生成分支q矩阵并得到相应的生成分支过程的Feller准则.
特别地, 设$\theta$是分支q矩阵中的非线性数,
总是存在一个分点$\theta_0$满足$1\leq\theta_0\leq2$或$\theta_0<+\infty$使得
生成分支过程是否是Feller的要依据$\theta<\theta_0$或者$\theta>\theta_0$. 相似文献
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In this paper, we investigate the asymptotic behaviors of the critical branching process with immigration {Z_n, n ≥ 0}. First we get some estimation for the probability generating function of Zn. Based on it, we get a large deviation for Z_(n+1)/Z_n. Lower and upper deviations for Zn are also studied. As a by-product, an upper deviation for max_(1≤i≤n) Z_i is obtained. 相似文献
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We consider the asymptotic behavior of semi-stable Markov processes valued in ]0,[ when the starting point tends to 0. The entrance distribution is expressed in terms of the exponential functional of the underlying Lévy process which appears in Lamperti's representation of a semi-stable Markov process. 相似文献
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本文在独立同分布的随机环境下,建立带有移民的两性分枝过程{Zn}n≥0,且移民人口数依赖当前人口数,证得{Zn}n≥0和{(Fn,Mn)}n≥1是随机环境中的马氏链,并得到第n代每个配对单元平均增长率{rk}k≥0的极限性质,从而推广了经典两性分枝过程的相关理论. 相似文献