Remarks on ergodicity and invariant occupation measure in branching diffusions with immigra\-tion
type: Item
instance of: scholarly article
title: Remarks on ergodicity and invariant occupation measure in branching diffusions with immigra\-tion
zbMATH Open document ID: 1080.60082
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2005-11-22T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77877
review text: Let \(\{\eta_s\}\) be a spatially subcritical branching diffusion with immigration on \(\mathbb{R}^d\), constructed from the solution of a SDE, a space-dependent branching occurrence density, a space-dependent, local offspring law, a constant immigration occurrence density, and a constant immigration distribution. Denote by \(S\) the configuration space, by \(\Delta\) the void configuration, by \(x(A)\) the number of components of configuration \(x\) in \(A\), and by \(R\) the first jump time leading into \(\Delta\). Define the measures \(m(F)= {\mathbf E}_\Delta\int^R_0 1_F(\eta_s)\,ds\) on \(S\) and \(\overline m(A)= \int_S x(A)m(dx)\) on \(\mathbb{R}^d\). The authors give conditions in terms of model parameters, under which \(\eta_s\) does not explode in finite time, is Harris recurrent, admitting \(\Delta\) as a recurrent state, and such that both \(m\) and \(\overline m\) are finite. The invariant occupation measure \(\overline m\) is studied in detail, giving, in particular, conditions for the existence and smoothness of a Lebesgue density.
Mathematics Subject Classification ID: 60J80
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 62M30
zbMATH DE Number: 2231406
zbMATH Keywords: spatial subcriticality
zbMATH Keywords: invariant occupation density
author: R. Höpfner
author: E. Löcherbach
reviewed by: Heinrich Hering
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2034554837
DOI: 10.1016/J.ANIHPB.2004.09.001
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description: scientific article; zbMATH DE number 2231406