Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct
نویسنده
چکیده
We consider continuous-state branching (CB) processes which become extinct (i.e., hit 0) with positive probability. We characterize all the quasi-stationary distributions (QSD) for the CB-process as a stochastically monotone family indexed by a real number. We prove that the minimal element of this family is the so-called Yaglom quasi-stationary distribution, that is, the limit of one-dimensional marginals conditioned on being nonzero. Next, we consider the branching process conditioned on not being extinct in the distant future, or Q-process, defined by means of Doob h-transforms. We show that the Q-process is distributed as the initial CB-process with independent immigration, and that under the L logL condition, it has a limiting law which is the size-biased Yaglom distribution (of the
منابع مشابه
Quasi-stationary distributions associated with explosive CSBP
We characterise all the quasi-stationary distributions and the Q-process associated with a continuous state branching process that explodes in finite time. We also provide a rescaling for the continuous state branching process conditioned on nonexplosion when the branching mechanism is regularly varying at 0.
متن کاملContinuous-state Branching Processes and Self-similarity
In this paper we study the α-stable continuous-state branching processes (for α ∈ (1, 2]) and the α-stable continuous-state branching processes conditioned never to become extinct in the light of positive self-similarity. Understanding the interaction of the Lamperti transformation for continuous-state branching processes and the Lamperti transformation for positive, self-similar Markov process...
متن کامل2 00 7 On continuous state branching processes : conditioning and self - similarity . December 10 , 2008
In this paper, for α ∈ (1, 2], we show that the α-stable continuous-state branching processes and the associated process conditioned never to become extinct are positive self-similar Markov processes. Understanding the interaction of the Lamperti transformation for continuous state branching processes and the Lamperti transformation for positive self-similar Markov processes permits access to a...
متن کاملQuasi-stationarity distributions and diffusion models in population dynamics
In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions, that is, existence of a quasi-stationary distribution, conditional convergence to such a distribution, construction of a Q-process (process conditioned to be never extinct). The main novelty here is that we allow the drift to go to −∞ at the origin, and the diffusion to have an entrance boundary at +∞. These ...
متن کاملTotal Variation Approximation for Quasi-stationary Distributions
Quasi-stationary distributions, as discussed in Darroch and Seneta (1965), have been used in biology to describe the steady state behaviour of population models which, while eventually certain to become extinct, nevertheless maintain an apparent stochastic equilibrium for long periods. These distributions have some drawbacks: they need not exist, nor be unique, and their calculation can present...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2007