September 2014 Uniqueness and decay properties of Markov branching processes with disasters
Anyue Chen, Kai Wang Ng, Hanjun Zhang
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J. Appl. Probab. 51(3): 613-624 (September 2014). DOI: 10.1239/jap/1409932662

Abstract

In this paper we discuss the decay properties of Markov branching processes with disasters, including the decay parameter, invariant measures, and quasistationary distributions. After showing that the corresponding q-matrix Q is always regular and, thus, that the Feller minimal Q-process is honest, we obtain the exact value of the decay parameter λC. We show that the decay parameter can be easily expressed explicitly. We further show that the Markov branching process with disaster is always λC-positive. The invariant vectors, the invariant measures, and the quasidistributions are given explicitly.

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Anyue Chen. Kai Wang Ng. Hanjun Zhang. "Uniqueness and decay properties of Markov branching processes with disasters." J. Appl. Probab. 51 (3) 613 - 624, September 2014. https://doi.org/10.1239/jap/1409932662

Information

Published: September 2014
First available in Project Euclid: 5 September 2014

zbMATH: 1305.60084
MathSciNet: MR3256215
Digital Object Identifier: 10.1239/jap/1409932662

Subjects:
Primary: 60J27
Secondary: 60J35 , 60J80

Keywords: decay parameter , disaster , invariant measure , invariant vector , Markov branching process , quasistationary distribution

Rights: Copyright © 2014 Applied Probability Trust

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Vol.51 • No. 3 • September 2014
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