Changing the branching mechanism of a continuous state branching process using immigration

DOI10.1214/07-AIHP165MaRDI QIDQ838314zbMATH OpenOpenAlexFDO

Authors Romain Abraham, Jean-François Delmas

Publication date 24 August 2009

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/math/0609518, https://eudml.org/doc/78017

zbMATH Keywords

continuous state branching processesimmigration processmultitype populations

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Continuous-time Markov processes on general state spaces (60J25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Applications of branching processes (60J85)

Abstract: We construct a continuous state branching process with immigration (CBI) whose immigration depends on the CBI itself and we recover a continuous state branching process (CB). This provides a dual construction of the pruning at nodes of CB introduced by the authors in a previous paper. This construction is a natural way to model neutral mutation. Using exponential formula, we compute the probability of extinction of the original type population in a critical or sub-critical quadratic branching, conditionally on the non extinction of the total population.

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Cited in

(8)

• Williams' decomposition of the Lévy continuum random tree and simultaneous extinction probability for populations with neutral mutations
• Smoothness of continuous state branching with immigration semigroups
• Some properties of stationary continuous state branching processes
• A Lamperti-type representation of continuous-state branching processes with immigration
• A continuum-tree-valued Markov process
• Local extinction in continuous-state branching processes with immigration
• The relative frequency between two continuous-state branching processes with immigration and their genealogy
• A population model with non-neutral mutations using branching processes with immigration

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