Hostname: page-component-78c5997874-j824f Total loading time: 0 Render date: 2024-11-10T12:56:19.797Z Has data issue: false hasContentIssue false

The Limit Behavior of Dual Markov Branching Processes

Published online by Cambridge University Press:  14 July 2016

Yangrong Li*
Affiliation:
Southwest China University and Institute of Applied Physics and Computational Mathematics, Beijing
Anthony G. Pakes*
Affiliation:
University of Western Australia
Jia Li*
Affiliation:
Southwest China University
Anhui Gu*
Affiliation:
Southwest China University
*
Postal address: School of Mathematics and Statistics, Southwest China University, Chongqing, 400715, People's Republic of China.
∗∗∗Postal address: School of Mathematics and Statistics, University of Western Australia, 35 Stirling Highway, Crawley, WA 6009, Australia. Email address: pakes@maths.uwa.edu.au
Postal address: School of Mathematics and Statistics, Southwest China University, Chongqing, 400715, People's Republic of China.
Postal address: School of Mathematics and Statistics, Southwest China University, Chongqing, 400715, People's Republic of China.
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

A dual Markov branching process (DMBP) is by definition a Siegmund's predual of some Markov branching process (MBP). Such a process does exist and is uniquely determined by the so-called dual-branching property. Its q-matrix Q is derived and proved to be regular and monotone. Several equivalent definitions for a DMBP are given. The criteria for transience, positive recurrence, strong ergodicity, and the Feller property are established. The invariant distributions are given by a clear formulation with a geometric limit law.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 2008 

References

[1] Anderson, W. J. (1991). Continuous Time Markov Chains. Springer, New York.CrossRefGoogle Scholar
[2] Asmussen, S. and Hering, H. (1983). Branching Processes. Birkhäuser, Boston, MA.Google Scholar
[3] Athreya, K. B. and Ney, P. E. (1972). Branching Processes. Springer, Berlin.Google Scholar
[4] Brockwell, P. J., Gani, J. and Resnick, S. I. (1982). Birth, immigration and catastrophe processes. Adv. Appl. Prob. 14, 709731.Google Scholar
[5] Chen, A. Y. (2001). Applications of Feller–Reuter–Riley transition functions. J. Math. Anal. Appl. 260, 439456.Google Scholar
[6] Chen, A. Y. (2002). Ergodicity and stability of generalized Markov branching processes with resurrection. J. Appl. Prob. 39, 786803.Google Scholar
[7] Chen, A. Y. (2002). Uniqueness and extinction properties of generalized Markov branching processes. J. Math. Anal. Appl. 274, 482494.Google Scholar
[8] Chen, A. Y., Pollett, P., Zhang, H. J. and Cairns, B. (2005). Uniqueness criteria for continuous-time Markov chains with general transition structures. Adv. Appl. Prob. 37, 10561074.CrossRefGoogle Scholar
[9] Chen, R. R. (1997). An extended class of time-continuous branching processes. J. Appl. Prob. 34, 1423.CrossRefGoogle Scholar
[10] Li, Y. R. (2003). Contraction integrated semigroups and their application to continuous-time Markov chains. Acta Math. Sinica English Ser. 19, 605618.Google Scholar
[11] Li, Y. R. (2006). Dual and Feller–Reuter–Riley transition functions. J. Math. Anal. Appl. 313, 461474.Google Scholar
[12] Li, Y. R. (2007). Strongly monotone transition functions and a note on strong ergodicity of monotone q-functions. Statist. Prob. Lett. 77, 396400.Google Scholar
[13] Pakes, A. G. (1981). The limit behaviour of a Markov chain related to the simple branching process allowing immigration. J. Math. Phys. Sci. 15, 159171.Google Scholar
[14] Pakes, A. G. (1993). Explosive Markov branching processes: entrance laws and limiting behavior. Adv. Appl. Prob. 25, 737756.Google Scholar
[15] Reuter, G. E. H. and Riley, P. W. (1972). The Feller property for Markov semigroups on a countable state space. J. Lond. Math. Soc. 5, 267275.Google Scholar
[16] Siegmund, D. (1976). The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes. Ann. Prob. 41, 914924.Google Scholar
[17] Zhang, H. J. and Chen, A. Y. (1999). Stochastic comparability and dual q-functions. J. Math. Anal. Appl. 234, 482499.Google Scholar
[18] Zhang, H. J., Chen, A. Y., Lin, X. and Hou, Z. (2001). Strong ergodicity of monotone transition functions. Statist. Prob. Lett. 55, 6369.Google Scholar