The sector constants of continuous state branching processes with immigration (Q425729)

Continuous state branching processes with immigration are studied. The author is particularly concerned with the associated (non-symmetric) Dirichlet form. After observing that Gamma distributions are only reversible distributions for this class of models, it is proved that every generalized Gamma convolution (weak limits of finite convolutions of Gamma distributions) is a stationary distribution of the process with suitably chosen branching mechanism and with continuous immigration. For such non-reversible processes, the strong sector condition is discussed in terms of a characteristic called the Thorin measure. The strong sector condition is defined as follows. Given a Markov process with a stationary distribution \(\nu\) and generator \(L\), let us consider a bilinear form \(\mathcal{E}\) defined by \[ \mathcal{E}(f,g) = - \int Lf(x) g(x)\,\nu(\mathrm{d} x), \qquad f,g\in D(L), \] where \(D(L)\) denotes the domain of \(L\). We say that \(\mathcal{E}\) satisfies the strong sector condition if there exists a finite constant \(C\) such that \[ \mathcal{E}(f,g) \leq C \mathcal{E}(f,f)^{1/2} \mathcal{E}(g,g)^{1/2}, \qquad f,g\in D(L). \] Intuitively, the validity of this condition tells us that the process is a small perturbation from a symmetric one. The sector constant \(\mathrm{Sect}(\mathcal{E})\) of \(\mathcal{E}\) is defined as the infimum of \(C\)'s satisfying the inequality above if any, and set \(\mathrm{Sect}(\mathcal{E}):=\infty\), otherwise. Clearly, \(\mathrm{Sect}(\mathcal{E})\geq 1\), and if \(\mathcal{E}\) is symmetric, then \(\mathrm{Sect}(\mathcal{E})=1\). Further, it was shown that the converse holds true in general (see, Proposition 3.1). Hence, the difference \(\mathrm{Sect}(\mathcal{E}) - 1\) can be thought of as a `degree' of asymmetry of \(\mathcal{E}\) and of irreversibility of the process. The author's objective was to show such a property of \(\mathrm{Sect}(\mathcal{E})\) in an explicit way for some specific class of models. The author also pointed out some connections with notions from noncommutative probability theory through calculations involving Stieltjes transforms.