Almost sure growth of supercritical multi-type continuous state branching process

Almost sure growth of supercritical multi-type continuous state branching process
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超临界多型连续态分支过程几乎肯定生长

DOI:
10.30757/alea.v15-17
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发表时间:
2017-07
期刊:
ALEA, Lat. Am. J. Probab. Math. Stat.
影响因子:
--
通讯作者:
Yan-Xia Ren
Yan-Xia Ren
中科院分区:
其他
文献类型:
--
作者:
Andreas E. Kyprianou;S;ra Pala;Yan-Xia Ren

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在Li(2011)的实例2.2中,多类型连续状态分支过程(MCSBP)的概念被引入到有限类型中,可数无限情形在Kyprianou和Palau(2017)中被提出。可以将这类过程看作是可数状态空间上的超马尔可夫链,它既有局部分支,也有非局部分支。在Kyprianou和Palau(2017)中,证明了对于MCSBPs,在温和的条件下,存在一个导本征值,它表征了与过程相关的线性半群的谱半径。此外,在定性意义上,此本征值的符号区分了局部灭绝和指数增长的情况。在本文中,我们继续这一脉络,并证明了,当类型的数量有限时,导数本征值给出了每种类型的精确的几乎必然的增长率。这一结果与多类型Galton-Watson过程的经典类似物完全匹配。
In Li (2011), Example 2.2, the notion of a multi-type continuous-state branching process (MCSBP) was introduced with a finite number of types, with the countably infinite case being proposed in Kyprianou and Palau (2017). One may consider such processes as a super-Markov chain on a countable state-space of types, which undertakes both local and non-local branching. In Kyprianou and Palau (2017) it was shown that, for MCSBPs, under mild conditions, there exists a lead eigenvalue which characterises the spectral radius of the linear semigroup associated to the process. Moreover, in a qualitative sense, the sign of this eigenvalue distinguishes between the cases where there is local extinction and exponential growth. In this paper, we continue in this vein and show that, when the number of types is finite, the lead eigenvalue gives the precise almost sure rate of growth of each type. This result matches perfectly classical analogues for multi-type Galton--Watson processes.
DOI: 10.1142/s0219493716500088
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