Existence, recurrence and equilibrium properties of Markov branching processes with instantaneous immigration
Attention has recently focussed on stochastic population processes that can undergo total annihilation followed by immigration into state j at rate [alpha]j. The investigation of such models, called Markov branching processes with instantaneous immigration (MBPII), involves the study of existence and recurrence properties. However, results developed to date are generally opaque, and so the primary motivation of this paper is to construct conditions that are far easier to apply in practice. These turn out to be identical to the conditions for positive recurrence, which are very easy to check. We obtain, as a consequence, the surprising result that any MBPII that exists is ergodic, and so must possess an equilibrium distribution. These results are then extended to more general MBPII, and we show how to construct the associated equilibrium distributions.
Year of publication: |
2000
|
---|---|
Authors: | Chen, Anyue ; Renshaw, Eric |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 88.2000, 2, p. 177-193
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Publisher: |
Elsevier |
Keywords: | Annihilation Catastrophe Equilibrium distribution Existence Markov branching process q-matrix Recurrence Resolvent State-dependent immigration |
Saved in:
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