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 αj. 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.

A class of generalized Lévy Laplacians in infinite dimensional calculus

A class of generalized Lévy Laplacians which contain as a special case the ordinary Lévy Laplacian are considered. Topics such as limit average of the second order functional derivative with respect to a certain equally dense (uniformly bounded) orthonormal base, the relations with Kuo’s Fourier transform and other infinite dimensional Laplacians are studied.

Generalized Markov branching processes

A generalized Markov Brnching Process (GMBP) is a Markov branching model where the infinitesimal branching rates are modified with an interaction index. It is proved that there always exists only one GMBP. An associated differential-integral equation is derived. The extinction probalility and the mean and conditional mean extinction times are obtained. Ergodicity and stability of GMBP with resurrection are also considered. Easy checking criteria are established for ordinary and strong ergodicty. The equilibrium distribution is given in an elegant closed form. The probability meaning of our results is clear and thus explained.

Uniqueness and extinction properties of generalised Markov branching processes

This paper focuses on the basic problems regarding uniqueness and extinction properties for generalised Markov branching processes. The uniqueness criterion is firstly established and a differential–integral equation satisfied by the transition functions of such processes is derived. The extinction probability is then obtained. A closed form is presented for both the mean extinction time and the conditional mean extinction time. It turns out that these important quantities are closely related to the elementary gamma function.

Ergodicity and stability of generalised Markov branching processes with resurrection

This paper concentrates on investigating ergodicity and stability for generalised Markov branching processes with resurrection. Easy checking criteria including several clear-cut corollaries are established for ordinary and strong ergodicity of such processes. The equilibrium distribution is given in an elegant closed form for the ergodic case. The probabilistic interpretation of the results is clear and thus explained.

The collision branching process

We consider a branching model, which we call the collision branching process (CBP), that accounts for the effect of collisions, or interactions, between particles or individuals. We establish that there is a unique CBP, and derive necessary and sufficient conditions for it to be nonexplosive. We review results on extinction probabilities, and obtain explicit expressions for the probability of explosion and the expected hitting times. The upwardly skip-free case is studied in some detail.

General Harris regularity criterion for non-linear Markov branching processes

We extend the Harris regularity condition for ordinary Markov branching process to a more general case of non-linear Markov branching process. A regularity criterion which is very easy to check is obtained. In particular, we prove that a super-linear Markov branching process is regular if and only if the per capita offspring mean is less than or equal to I while a sub-linear Markov branching process is regular if the per capita offspring mean is finite. The Harris regularity condition then becomes a special case of our criterion.

Probabilistic approach in weighted Markov branching processes

This note provides a new probabilistic approach in discussing the weighted Markov branching process (WMBP) which is a natural generalisation of the ordinary Markov branching process. Using this approach, some important characteristics regarding the hitting times of such processes can be easily obtained. In particular, the closed forms for the mean extinction time and conditional mean extinction time are presented. The explosion behaviour of the process is investigated and the mean explosion time is derived. The mean global holding time and the mean total survival time are also obtained. The close link between these newly developed processes and the well-known compound Poisson processes is investigated. It is revealed that any weighted Markov branching process (WMBP) is a random time change of a compound Poisson process.