Revisiting John Lamperti's maximal branching process

DOI10.1080/17442508.2021.1935949zbMATH Open1492.60238arXiv1911.07730OpenAlexW3168728281MaRDI QIDQ5086906FDOQ5086906

Authors: Servet Martínez, Thierry E. Huillet 

Publication date: 8 July 2022

Published in: Stochastics (Search for Journal in Brave)

Abstract: Lamperti's maximal branching process is revisited, with emphasis on the description of the shape of the invariant measures in both the recurrent and transient regimes. A truncated version of this chain is exhibited, preserving the monotonicity of the original Lamperti chain supported by the integers. The Brown theory of hitting times applies to the latter chain with finite state-space, including sharp strong time to stationarity. Additional information on these hitting time problems are drawn from the quasi-stationary point of view.

Full work available at URL: https://arxiv.org/abs/1911.07730

Recommendations

• Maximal Branching Processes with Nonnegative Values
• scientific article; zbMATH DE number 3862186
• Generalized maximal branching processes on bounded sets
• Lamperti transformation for continuous-state branching processes with competition and applications
• Generalized maximal branching processes in the case of random power tails

zbMATH Keywords

truncationgenerating functionstailsdiscrete probabilitymaximal branching processfailure rate monotonicityrecurrence/ transience transitionshape of invariant measuressharp strong time to stationarity

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

• Title not available (Why is that?)
• Singularity Analysis of Generating Functions
• Title not available (Why is that?)
• On the monotonic properties of discrete failure rates
• The censored Markov chain and the best augmentation
• Title not available (Why is that?)
• Quasi-stationary distributions. Markov chains, diffusions and dynamical systems.
• Generalized hypergeometric, digamma and trigamma distributions
• On the Stochastic Matrices Associated with Certain Queuing Processes
• Tail asymptotics for stationary distributions of maximal branching processes
• Generalized maximal branching processes in the case of random power tails
• Maximal Branching Processes with Nonnegative Values
• Maximal branching processes with several types of particles
• Double exponential law for maximal branching processes
• Maximal branching processes and ‘long-range percolation’
• Title not available (Why is that?)
• Equilibrium distribution of block-structured Markov chains with repeating rows
• Monotone matrices and monotone Markov processes
• Error bounds for exponential approximations of geometric convolutions
• Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes
• Transient Markov Chains with Stationary Measures
• Colored maximal branching process
• Remarks on Maximal Branching Processes

Cited In (1)

• Lamperti transformation for continuous-state branching processes with competition and applications

This page was built for publication: Revisiting John Lamperti's maximal branching process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5086906)