On the explosion of a class of continuous-state nonlinear branching processes

DOI10.1214/21-EJP715MaRDI QIDQ2076603zbMATH OpenFDO

Authors Bo Li, Xiaowen Zhou

Publication date 22 February 2022

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.05914

zbMATH Keywords

continuous-state branching processexplosionLamperti transformspectrally positive Lévy process

Mathematics Subject Classification ID

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

Abstract: In this paper, we consider a class of generalized continuous-state branching processes obtained by Lamperti type time changes of spectrally positive L'evy processes using different rate functions. When explosion occurs to such a process, we show that the process converges to infinity in finite time asymptotically along a deterministic curve, and identify the speed of explosion for rate function in different regimes. To prove the main theorems, we also establish a new asymptotic result for scale function of spectrally positive L'evy process.

Review text

In this paper, the authors study a class of continuous-state nonlinear branching processes (i.e., nonnegative real-valued Markov processes satisfying the branching property) obtained by Lamperti time changes of spectrally positive Lévy processes. After establishing that a fairly standard characterizations of the extinction and the explosion hold for this general class of processes, they focus on the study of the explosion. They establish a hierarchy of the conditions (mainly related to the rate function), termed conditions \(H\), centered around the explosion condition. They emphasize two aspects of rate functions, perturbations of power functions (slow regime of rate functions) and perturbations of exponential functions (fast regime of rate functions), and prove the explosion results in both cases. Interestingly enough, for rate functions in both regimes the explosion occurs in an asymptotically deterministic fashion. In the fast regime the speed of explosion is asymptotically proportional to \(- \log (t)\) as time \(t\) tends to zero. Their class of processes required also a somewhat different approach to the proofs involving the properties of regularly varying functions.

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Cited in

(12)

• Exponential ergodicity for general continuous-state nonlinear branching processes
• Long time behaviour of continuous-state nonlinear branching processes with catastrophes
• Boundary behaviors for a class of continuous-state nonlinear branching processes in critical cases
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