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

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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)

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