General Harris regularity criterion for non-linear Markov branching processes

DOI10.1016/J.SPL.2005.08.014MaRDI QIDQ2489811zbMATH OpenOpenAlexFDO

Authors Anyue Chen, N. I. Ramesh, Junping Li

Publication date 28 April 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.08.014

Markov branching process Non-linear Markov branching process regularity

Continuous-time Markov processes on discrete state spaces (60J27) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

Let \(a>0\) and \(\{p_j\); \(j\geq 0\}\) be a probability distribution defined on \(Z_+\) and such that \(p_0\times\sum_{j=2}^{\infty}p_j>0\). A matrix \(Q=\{q_{ij}\); \(i,j\in Z_+\}\) is called a nonlinear branching \(q\)-matrix with parameter \(\theta >0\) if \(q_{ij}=ai^{\theta}p_{j-i+1}\) for \(j\geq i-1,j\neq i,\) \(q_{ii}=-ai^{\theta}(1-p_1),\) and \(q_{ij}=0\) for \(j<i-1\). A nonlinear Markov branching process is a \(Z_+\)-valued continuous time Markov chain whose transition function \(P(t)=\{p_{ij}(t)\); \(i,j\in Z_+\}\) satisfies the Kolmogorov forward equations \(P^{\prime}(t)=P(t)Q\). The authors give a criterion for the nonlinear Markov branching process to be regular.

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