孟维维, 奚成勋. 带移民和瞬态拯救的二次加权分枝过程的相关性质[J]. 应用概率统计, 2023, 39(5): 711-729. DOI: 10.3969/j.issn.1001-4268.2023.05.007
引用本文: 孟维维, 奚成勋. 带移民和瞬态拯救的二次加权分枝过程的相关性质[J]. 应用概率统计, 2023, 39(5): 711-729. DOI: 10.3969/j.issn.1001-4268.2023.05.007
MENG Weiwei, XI Chengxun. The Properties of Quadratic Weighted Markov Branching Processes with Immigration and Instantaneous Resurrection[J]. Chinese Journal of Applied Probability and Statistics, 2023, 39(5): 711-729. DOI: 10.3969/j.issn.1001-4268.2023.05.007
Citation: MENG Weiwei, XI Chengxun. The Properties of Quadratic Weighted Markov Branching Processes with Immigration and Instantaneous Resurrection[J]. Chinese Journal of Applied Probability and Statistics, 2023, 39(5): 711-729. DOI: 10.3969/j.issn.1001-4268.2023.05.007

带移民和瞬态拯救的二次加权分枝过程的相关性质

The Properties of Quadratic Weighted Markov Branching Processes with Immigration and Instantaneous Resurrection

  • 摘要: 本文考虑一类带有移民和瞬态拯救的二次加权分枝过程.在拯救速率可和的条件下, 证明了目标过程不存在.研究拯救速率不可和的情形, 得到了过程存在性判别准则与唯一性判别准则,并针对存在性给出了便于验证的等价条件. 对于满足存在性条件的q 矩阵Q,证明可以找出无穷多个Q过程, 其中不中断Q过程却是唯一的.讨论了不中断Q过程的构造方式, 证明了不中断Q过程是遍历的,且给出了平稳分布满足的二阶微分方程.

     

    Abstract: We consider quadratic weighted branching processes with immigration and instantaneous resurrection. Under the condition that the resurrection rate can be summed, we show that the target process does not exist. The existence and uniqueness criterion for the process are obtained under the assumption that the sum of the resurrection is infinite. Also, the equivalent conditions for the existence criterion are given for easy verification. It is proved that there exist infinitely many of Q processes. Among them, there exists a unique honest process and the corresponding construction method is then investigated. We prove that this honest process is always ergodic and the second-order differential equation of the equilibrium distribution is established.

     

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