Limit distributions of branching Markov chains

DOI10.1214/22-AIHP1344MaRDI QIDQ6147696zbMATH OpenFDO

Authors Vadim A. Kaimanovich, Wolfgang Woess

Publication date 16 January 2024

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2205.13615

zbMATH Keywords

boundarybranching Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Population dynamics (general) (92D25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Boundary theory for Markov processes (60J50) Discrete potential theory (31C20)

Abstract: We study branching Markov chains on a countable state space (space of types) $mathscrX$, with the focus on the qualitative aspects of the limit behaviour of the evolving empirical population distributions. No conditions are imposed on the multitype offspring distributions at the points of $mathscrX$ other than to have the same average and to satisfy a uniform $LlogL$ moment condition. We show that the arising population martingale is uniformly integrable. Convergence of population averages of the branching chain is then put in connection with stationary spaces of the associated ordinary Markov chain on $mathscrX$ (assumed to be irreducible and transient). This is applied, in particular, to the boundaries of appropriate compactifications of $mathscrX$. Final considerations consider the general interplay between the measure theoretic boundaries of the branching chain and the associated ordinary chain.

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Cited in

(1)

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