Long-time behavior for subcritical measure-valued branching processes with immigration

DOI10.1007/S11118-021-09983-4MaRDI QIDQ6170113zbMATH OpenFDO

Authors Martin Friesen

Publication date 15 August 2023

Published in Potential Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1903.05546

zbMATH Keywords

branchingDawson-Watanabe superprocessergodicityimmigrationinvariant measuremeasure-valued Markov process

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Superprocesses (60J68) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: In this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumptions on the spatial motion, the branching and immigration mechanisms, we prove the existence and uniqueness of an invariant measure for the corresponding Markov transition semigroup. Moreover, we show that it converges with exponential rate to the unique invariant measure in the Wasserstein distance as well as in a distance defined in terms of Laplace transforms. Finally, we consider an application of our results to super-L'evy processes as well as branching particle systems on the lattice with noncompact spins.

Recommendations

• Asymptotic behavior of the measure-valued branching process with immigration
• Long time behaviour for Markovian branching-immigration systems
• Measure-valued branching processes with immigration
• Spectral properties for a class of continuous state branching processes with immigration.
• On estimation of the convergence rate to invariant measures in Markov branching processes with possibly infinite variance and immigration

Cites work

• A limit theorem of branching processes and continuous state branching processes
• A numerical algorithm for a class of BSDEs via the branching process
• A quasispecies continuous contact model in a critical regime
• A stochastic equation based on a Poisson system for a class of measure- valued diffusion processes
• A weighted occupation time for a class of measure-valued branching processes
• An Introduction to Branching Measure-Valued Processes
• Asymptotic Behaviour of Measure-Valued Critical Branching Processes
• Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
• Continuous state branching semigroups
• CORRELATION FUNCTIONS AND INVARIANT MEASURES IN CONTINUOUS CONTACT MODEL
• Ergodicities and Exponential Ergodicities of Dawson--Watanabe Type Processes
• Ergodicity of critical spatial branching processes in low dimensions
• Existence of limiting distribution for affine processes
• Extinction properties of multi-type continuous-state branching processes
• Geometric ergodicity of affine processes on cones
• scientific article; zbMATH DE number 431853 (Why is no real title available?)
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 1344715 (Why is no real title available?)
• scientific article; zbMATH DE number 1529498 (Why is no real title available?)
• scientific article; zbMATH DE number 3383360 (Why is no real title available?)
• scientific article; zbMATH DE number 3069600 (Why is no real title available?)
• Invariant measures of critical spatial branching processes in high dimensions
• Lattice birth-and-death processes
• Measure-valued branching Markov processes
• On the limit distributions of continuous-state branching processes with immigration
• On transition semigroups of \((A,\mathbf\Psi)\)-superprocesses with immigration
• One dimensional stochastic partial differential equations and the branching measure diffusion
• One-Parameter Semigroups for Linear Evolution Equations
• Optimal Transport
• Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration
• Remarks on ergodicity and invariant occupation measure in branching diffusions with immigra\-tion
• Spectral properties for a class of continuous state branching processes with immigration.
• Stochastic averaging principle for spatial birth-and-death evolutions in the continuum
• Stochastic branching processes with continuous state space
• Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration
• Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
• Stochastic equations of super-Lévy processes with general branching mechanism
• Stochastic equations, flows and measure-valued processes
• Stochastic partial differential equations for some measure-valued diffusions
• Super-Brownian motion as the unique strong solution to an SPDE
• The critical measure diffusion process
• Well-posedness of the martingale problem for superprocess with interaction

Cited in

(5)

• Spectral properties for a class of continuous state branching processes with immigration.
• Stationary covariance regime for affine stochastic covariance models in Hilbert spaces
• On the large-time behaviour of affine Volterra processes
• Asymptotic behavior of the measure-valued branching process with immigration
• Exponential ergodicity of branching processes with immigration and competition

This page was built for publication: Long-time behavior for subcritical measure-valued branching processes with immigration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6170113)