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2019 Continuous-state branching processes with competition: duality and reflection at infinity
Clément Foucart
Electron. J. Probab. 24: 1-38 (2019). DOI: 10.1214/19-EJP299

Abstract

The boundary behavior of continuous-state branching processes with quadratic competition is studied in whole generality. We first observe that despite competition, explosion can occur for certain branching mechanisms. We obtain a necessary and sufficient condition for $\infty $ to be accessible in terms of the branching mechanism and the competition parameter $c>0$. We show that when $\infty $ is inaccessible, it is always an entrance boundary. In the case where $\infty $ is accessible, explosion can occur either by a single jump to $\infty $ (the process at $z$ jumps to $\infty $ at rate $\lambda z$ for some $\lambda >0$) or by accumulation of large jumps over finite intervals. We construct a natural extension of the minimal process and show that when $\infty $ is accessible and $0\leq \frac{2\lambda } {c}<1$, the extended process is reflected at $\infty $. In the case $\frac{2\lambda } {c}\geq 1$, $\infty $ is an exit of the extended process. When the branching mechanism is not the Laplace exponent of a subordinator, we show that the process with reflection at $\infty $ gets extinct almost surely. Moreover absorption at $0$ is almost sure if and only if Grey’s condition is satisfied. When the branching mechanism is the Laplace exponent of a subordinator, necessary and sufficient conditions are given for a stationary distribution to exist. The Laplace transform of the latter is provided. The study is based on classical time-change arguments and on a new duality method relating logistic CSBPs with certain generalized Feller diffusions.

Citation

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Clément Foucart. "Continuous-state branching processes with competition: duality and reflection at infinity." Electron. J. Probab. 24 1 - 38, 2019. https://doi.org/10.1214/19-EJP299

Information

Received: 26 September 2018; Accepted: 24 March 2019; Published: 2019
First available in Project Euclid: 9 April 2019

zbMATH: 1412.60127
MathSciNet: MR3940763
Digital Object Identifier: 10.1214/19-EJP299

Subjects:
Primary: 60J70, 60J80, 92D25

JOURNAL ARTICLE
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Vol.24 • 2019
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