arXiv Open Access 2019

Some harmonic functions for killed Markov branching processes with immigration and culling

Matija Vidmar
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Abstrak

For a continuous-time Bienaymé-Galton-Watson process, $X$, with immigration and culling, $0$ as an absorbing state, call $X^q$ the process that results from killing $X$ at rate $q\in (0,\infty)$, followed by stopping it on extinction or explosion. Then an explicit identification of the relevant harmonic functions of $X^q$ allows to determine the Laplace transforms (at argument $q$) of the first passage times downwards and of the explosion time for $X$. Strictly speaking, this is accomplished only when the killing rate $q$ is sufficiently large (but always when the branching mechanism is not supercritical or if there is no culling). In particular, taking the limit $q\downarrow 0$ (whenever possible) yields the passage downwards and explosion probabilities for $X$. A number of other consequences of these results are presented.

Topik & Kata Kunci

Penulis (1)

M

Matija Vidmar

Format Sitasi

Vidmar, M. (2019). Some harmonic functions for killed Markov branching processes with immigration and culling. https://arxiv.org/abs/1908.04714

Akses Cepat

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Informasi Jurnal
Tahun Terbit
2019
Bahasa
en
Sumber Database
arXiv
Akses
Open Access ✓