Hostname: page-component-586b7cd67f-2plfb Total loading time: 0 Render date: 2024-11-28T04:01:11.889Z Has data issue: false hasContentIssue false

On supercritical branching processes with emigration

Published online by Cambridge University Press:  08 July 2022

Georg Braun*
Affiliation:
University of Tübingen
*
*Postal address: Mathematical Institute, University of Tübingen, Auf der Morgenstelle 10, 72076 Tübingen, Germany. Email address: [email protected]

Abstract

We study supercritical branching processes under the influence of an independent and identically distributed (i.i.d.) emigration component. We provide conditions under which the lifetime of the process is finite or has a finite expectation. A theorem of Kesten–Stigum type is obtained, and the extinction probability for a large initial population size is related to the tail behaviour of the emigration.

Type
Original Article
Copyright
© The Author(s), 2022. Published by Cambridge University Press on behalf of Applied Probability Trust

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Athreya, K. B. and Ney, P. E. (1972). Branching Processes. Springer, Berlin.10.1007/978-3-642-65371-1CrossRefGoogle Scholar
Boucheron, S., Labor, G. and Massart, P. (2013). Concentration Inequalities: A Nonasymptotic Theory of Independence. Oxford University Press.10.1093/acprof:oso/9780199535255.001.0001CrossRefGoogle Scholar
Buraczewski, D., Damek, E. and Mikosch, T. (2016). Stochastic Models with Power-Law Tails. Springer, Cham.10.1007/978-3-319-29679-1CrossRefGoogle Scholar
Dawson, D. A. (2017). Introductory lectures on stochastic population systems, Carleton University, Ottawa. Available at arXiv:1705.03781.Google Scholar
Denisov, D., Korshunov, D. and Wachtel, V. (2016). At the edge of criticality: Markov chains with asymptotically zero drift. Preprint.Google Scholar
Grey, D. R. (1988). Supercritical branching processes with density independent catastrophes. Math. Proc. Camb. Phil. Soc. 104, 413416.10.1017/S0305004100065579CrossRefGoogle Scholar
Grey, D. R. (1994). Regular variation in the tail behaviour of solutions of random difference equations. Ann. Appl. Prob. 4, 169183.10.1214/aoap/1177005205CrossRefGoogle Scholar
Grincevičius, A. K. (1975). One limit distribution for a random walk on the line. Lithuanian Math. J. 15, 580589.10.1007/BF00969789CrossRefGoogle Scholar
Gut, A. (2005). Probability: A Graduate Course. Springer, New York.Google Scholar
Harris, T. E. (1963). The Theory of Branching Processes. Springer, Berlin.10.1007/978-3-642-51866-9CrossRefGoogle Scholar
Heathcote, C. R. (1966). Corrections and comments on the paper ‘A branching process allowing immigration’. J. R. Statist. Soc. B [Statist. Methodology] 28, 213217.Google Scholar
Iksanov, A. (2016). Renewal Theory for Perturbed Random Walks and Similar. Birkhäuser, Cham.10.1007/978-3-319-49113-4CrossRefGoogle Scholar
Kaverin, S. V. (1990). Refinement of limit theorems for critical branching processes with emigration. Theory Prob. Appl. 35, 574580.10.1137/1135080CrossRefGoogle Scholar
Kellerer, H. G. (1992). Ergodic behaviour of affine recursions I, II, III. Preprints, University of Munich. Available at http://www.mathematik.uni-muenchen.de/126kellerer/ Google Scholar
Kellerer, H. G. (2006). Random dynamical systems on ordered topological spaces. Stoch. Dyn. 6, 255300.10.1142/S0219493706001797CrossRefGoogle Scholar
Kesten, H. (1973). Random difference equations and renewal theory for products of random matrices. Acta Math. 131, 207248.10.1007/BF02392040CrossRefGoogle Scholar
Kesten, H. and Stigum, B. P. (1966). A limit theorem for multidimensional Galton–Watson processes. Ann. Math. Stat. 37, 12111223.10.1214/aoms/1177699266CrossRefGoogle Scholar
Mikosch, T. (1999). Regular variation, subexponentiality and their applications in probability theory. Eurandom Report 99013.Google Scholar
Nagaev, S. V. and Khan, L. V. (1980). Limit theorems for a critical Galton–Watson process with migration. Theory Prob. Appl. 25, 514525.10.1137/1125063CrossRefGoogle Scholar
Pakes, A. G. (1971). A branching process with a state dependent immigration component. Adv. Appl. Prob. 3, 301314.10.2307/1426173CrossRefGoogle Scholar
Pakes, A. G. (1986). The Markov branching-catastrophe process. Stoch. Process. Appl. 23, 133.10.1016/0304-4149(86)90014-1CrossRefGoogle Scholar
Pakes, A. G. (1988). The Markov branching process with density-independent catastrophes, I: Behaviour of extinction probabilities. Math. Proc. Camb. Phil. Soc. 103, 351366.10.1017/S0305004100064938CrossRefGoogle Scholar
Pakes, A. G. (1989). The Markov branching process with density-independent catastrophes, II: The subcritical and critical cases. Math. Proc. Camb. Phil. Soc. 106, 369383.10.1017/S0305004100078178CrossRefGoogle Scholar
Pakes, A. G. (1989). Asymptotic results for the extinction time of Markov branching processes allowing emigration, I: Random walk decrements. Adv. Appl. Prob. 21, 243269.10.2307/1427159CrossRefGoogle Scholar
Pakes, A. G. (1990). The Markov branching process with density-independent catastrophes, III: The supercritical case. Math. Proc. Camb. Phil. Soc. 107, 177192.10.1017/S0305004100068444CrossRefGoogle Scholar
Quine, M. P. (1970). The multi-type Galton–Watson process with immigration. J. Appl. Prob. 7, 411422.10.2307/3211974CrossRefGoogle Scholar
Seneta, E. (1970). On the supercritical Galton–Watson process with immigration. Math. Biosci. 7, 914.10.1016/0025-5564(70)90038-6CrossRefGoogle Scholar
Sevastyanov, B. A. (1974). Verzweigungsprozesse. Akademie, Berlin.Google Scholar
Sevastyanov, B. A. and Zubkov, A. M. (1974). Controlled branching processes. Theory Prob. Appl. 19, 1424.10.1137/1119002CrossRefGoogle Scholar
Siegmund, D. (1976). The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes. Ann. Prob. 4, 914924.10.1214/aop/1176995936CrossRefGoogle Scholar
Vatutin, V. A. (1978). A critical Galton–Watson branching process with emigration. Theory Prob. Appl. 22, 465481.10.1137/1122058CrossRefGoogle Scholar
Velasco, M. G., del Puerto, I. and Yanev, G. P. (2017). Controlled Branching Processes. Wiley.Google Scholar
Vervaat, W. (1979). On a stochastic difference equation and a representation of nonnegative infinitely divisible random variables. Adv. Appl. Prob. 11, 750783.10.2307/1426858CrossRefGoogle Scholar
Vinokurov, G. V. (1987). On a critical Galton–Watson branching process with emigration. Theory Prob. Appl. 32, 350353.10.1137/1132048CrossRefGoogle Scholar
Yanev, N. M. (1976). Conditions for the degeneracy of $\varphi$ -branching processes with random $\varphi$ . Theory Prob. Appl. 20, 421428.10.1137/1120052CrossRefGoogle Scholar
Yanev, N. M. and Mitov, K. V. (1985). Critical branching processes with nonhomogeneous migration. Ann. Prob. 13, 923933.10.1214/aop/1176992914CrossRefGoogle Scholar
Yanev, G. P. and Yanev, N. M. (1995). Critical branching processes with random migration. In Branching Processes (Lecture Notes Statist. 99), ed. C. C. Heyde, pp. 3646. Springer, New York.10.1007/978-1-4612-2558-4_5CrossRefGoogle Scholar
Zerner, M. P. W. (2018). Recurrence and transience of contractive autoregressive processes and related Markov chains. Electron. J. Prob. 23, 124.10.1214/18-EJP152CrossRefGoogle Scholar
Zubkov, A. M. (1970). A condition for the extinction of a bounded branching process. Math. Notes 8, 472477.10.1007/BF01093437CrossRefGoogle Scholar
Zubkov, A. M. (1974). Analogues between Galton–Watson processes and $\varphi$ -branching processes. Theory Prob. Appl. 19, 319339.Google Scholar