Extinction times of multitype continuous-state branching processes

DOI10.1214/22-AIHP1279MaRDI QIDQ6100141zbMATH OpenOpenAlexFDO

Authors Loïc Chaumont, Marine Marolleau

Publication date 21 June 2023

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2109.02912

zbMATH Keywords

extinction timeLamperti representationmultitype continuous-state branching processspectrally positive additive Lévy field

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: A multitype continuous-state branching process (MCSBP) $mZ=({mZ}_t{)}_{tgeq0}$, is a Markov process with values in $[0,infty{)}^d$ that satisfies the branching property. Its distribution is characterised by its branching mechanism, that is the data of $d$ Laplace exponents of $mathbb{R}^d$-valued spectrally positive L'evy processes, each one having $d-1$ increasing components. We give an expression of the probability for a MCSBP to tend to 0 at infinity in term of its branching mechanism. Then we prove that this extinction holds at a finite time if and only if some condition bearing on the branching mechanism holds. This condition extends Grey's condition that is well known for $d=1$. Our arguments bear on elements of fluctuation theory for spectrally positive additive L'evy fields recently obtained in cite{cma1} and an extension of the Lamperti representation in higher dimension proved in cite{cpgub}.

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Cited in

(13)

• Moments and order statistics of extinction times in multitype branching processes and their relation to random selection models
• Multitype branching processes with disasters. II: Total sojourn time and number of deaths
• Extinction properties of multi-type continuous-state branching processes
• Fluctuation theory for spectrally positive additive Lévy fields
• Breadth first search coding of multitype forests with application to Lamperti representation
• On Two-Type Decomposable Branching Processes in Continuous Time and Time to Escape Extinction
• scientific article; zbMATH DE number 60273 (Why is no real title available?)
• The probabilities of extinction of bounded from below subcritical multitype branching processes
• Almost sure growth of supercritical multi-type continuous-state branching process
• Sojourn times for Markov branching processes and the probabilities of extinction of a modified Galton-Watson process
• scientific article; zbMATH DE number 1453166 (Why is no real title available?)
• Extinction time and the total mass of the continuous-state branching processes with competition
• Wasserstein-type distances of two-type continuous-state branching processes in Lévy random environments

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