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Immigration processes associated with branching particle systems

Published online by Cambridge University Press:  01 July 2016

Zeng-Hu Li*
Affiliation:
Beijing Normal University
*
Postal address: Department of Mathematics, Beijing Normal University, Beijing 100875, P. R. China. Email address: [email protected]

Abstract

The immigration processes associated with a given branching particle system are formulated by skew convolution semigroups. It is shown that every skew convolution semigroup corresponds uniquely to a locally integrable entrance law for the branching particle system. The immigration particle system may be constructed using a Poisson random measure based on a Markovian measure determined by the entrance law. In the special case where the underlying process is a minimal Brownian motion in a bounded domain, a general representation is given for locally integrable entrance laws for the branching particle system. The convergence of immigration particle systems to measure-valued immigration processes is also studied.

Type
General Applied Probability
Copyright
Copyright © Applied Probability Trust 1998 

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Footnotes

Research supported by the National Natural Science Foundation of China (Grant No. 19361060).

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