Continuous-state branching processes with competition: duality and reflection at infinity

DOI10.1214/19-EJP299zbMATH Open1412.60127arXiv1711.06827WikidataQ114060542 ScholiaQ114060542MaRDI QIDQ2631859FDOQ2631859

Authors: Clément Foucart 

Publication date: 16 May 2019

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

Abstract: The boundary behavior of continuous-state branching processes with quadratic competition is studied in whole generality. We first observe that despite competition, explosion can occur for certain branching mechanisms. We obtain a necessary and sufficient condition for $infty$ to be accessible in terms of the branching mechanism and the competition parameter $c>0$. We show that when $infty$ is inaccessible, it is always an entrance boundary. In the case where $infty$ is accessible, explosion can occur either by a single jump to $infty$ (the process at $z$ jumps to $infty$ at rate $lambdaz$ for some $lambda>0$) or by accumulation of large jumps over finite intervals. We construct a natural extension of the minimal process and show that when $infty$ is accessible and $0leqfrac2lambdac<1$, the extended process is reflected at $infty$. In the case $frac2lambdacgeq1$, $infty$ is an exit of the extended process. When the branching mechanism is not the Laplace exponent of a subordinator, we show that the process with reflection at $infty$ get extinct almost-surely. Moreover absorption at $0$ is almost-sure if and only if Grey's condition is satisfied. When the branching mechanism is the Laplace exponent of a subordinator, necessary and sufficient conditions are given for a stationary distribution to exist. The Laplace transform of the latter is provided. The study is based on classical time-change arguments and on a new duality method relating logistic CSBPs with certain generalized Feller diffusions.

Full work available at URL: https://arxiv.org/abs/1711.06827

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zbMATH Keywords

dualityexplosionentrance boundaryreflecting boundarycontinuous-state branching processcoming down from infinitygeneralized Feller diffusionbranching process with interactionLamperti's time change

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Population dynamics (general) (92D25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited In (12)

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• On the extinction of continuous state branching processes with competition
• A phase transition in the coming down from infinity of simple exchangeable fragmentation-coagulation processes
• On the explosion of the number of fragments in simple exchangeable fragmentation-coagulation processes
• Branching processes with interactions: subcritical cooperative regime
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• Explosion of continuous-state branching processes with competition in a Lévy environment
• On the boundary classification of \(\Lambda\)-Wright-Fisher processes with frequency-dependent selection
• Extinction time and the total mass of the continuous-state branching processes with competition

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