期刊文献+

Markov branching processes with immigration-migration and resurrection 被引量:6

Markov branching processes with immigration-migration and resurrection
原文传递
导出
摘要 We consider a modified Markov branching process incorporating with both state-independent immigration-migration and resurrection. The effect of state-independent immigration-migration is firstly in- vestigated in detail. The explicit expressions for the extinction probabilities and mean extinction times are presented. The ergodicity and stability properties of the process incorporating with resurrection structure are then investigated. The conditions for recurrence, ergodicity and exponential ergodicity are obtained. An explicit expression for the equilibrium distribution is also presented. As a preparation, the criteria for regularity and uniqueness for such structure are firstly established. We consider a modified Markov branching process incorporating with both state-independent immigration-migration and resurrection. The effect of state-independent immigration-migration is firstly in- vestigated in detail. The explicit expressions for the extinction probabilities and mean extinction times are presented. The ergodicity and stability properties of the process incorporating with resurrection structure are then investigated. The conditions for recurrence, ergodicity and exponential ergodicity are obtained. An explicit expression for the equilibrium distribution is also presented. As a preparation, the criteria for regularity and uniqueness for such structure are firstly established.
出处 《Science China Mathematics》 SCIE 2011年第5期1043-1062,共20页 中国科学:数学(英文版)
基金 supported by National Natural Science Foundations of China (Grant Nos. 10771216 and 11071259)
关键词 Markov branching process immigration migration resurrection regularity extinction recurrence ergodicity收藏本站首页期刊全文库学位论文库会议论文库吾喜杂志注册|登录|我的账户基础科学|工程科技I辑|工程科技II辑|医药卫生科技|信息科技|农业科技|哲学与人文科学|社会科学I辑|社会科学II辑|经济管理高级搜索: 用" Markov branching process immigration "到知网平台检索 点击这里搜索更多...《Science China(Mathematics)》 2011年05期 加入收藏 获取最新 Markov branching processes with immigration-migration and resurrection【摘要】: We consider a modified Markov branching process incorporating with both state-independent immigration-migration and resurrection. The effect of state-independent immigration-migration is firstly in- vestigated in detail. The explicit expressions for the extinction probabilities and mean extinction times are presented. The ergodicity and stability properties of the process incorporating with resurrection structure are then investigated. The conditions for recurrence ergodicity and exponential ergodicity are obtained. An explicit expression for the equilibrium distribution is also presented. As a preparation the criteria for regularity and uniqueness for such structure are firstly established.【关键词】 Markov branching process IMMIGRATION MIGRATION RESURRECTION REGULARITY EXTINCTION recur- rence ergodicity Keywords Markov branching process immigration migration resurrection regularity extinction recur-rence ergodicity 分支过程 马尔可夫 复活 迁移 移民 灭绝概率 结构规律 遍历性
  • 相关文献

参考文献1

二级参考文献5

共引文献6

同被引文献32

  • 1XI Fubao & ZHAO Liqin Department of Mathematics, Beijing Institute of Technology, Beijing 100081, China,School of Mathematical Sciences, Beijing Normal University, Beijing 100875, China.On the stability of diffusion processes with state-dependent switching[J].Science China Mathematics,2006,49(9):1258-1274. 被引量:5
  • 2Bachelier L. Théorie de la spéculation. Ann Sci école Norm Sup, 1900, 17: 21-86.
  • 3Bachelier L. Théorie mathématique du jue. Ann Sci école Norm Sup, 1901, 18: 143-210.
  • 4Bass R F. Stochastic differential equations driven by symmetric stable processes. Séminaire de Probabilités, XXXVI. Lecture Notes in Math, 1801. Berlin: Springer, 2003, 302-313.
  • 5Bass R F, Burdzy K, Chen Z Q. Stochastic differential equations driven by stable processes for which pathwise uniqueness fails. Stochastic Process Appl, 2004, 111: 1-15.
  • 6BertoinJ.Lévy Processes. Cambridge: Cambridge University Press, 1996.
  • 7Blackwell D, Dubins L E. An extension of Skorohod's almost sure representation theorem. Proc Amer Math Soc, 1983,89: 691-692.
  • 8Dawson D A. Measure-Valued Markov Processes. Lecture Notes in Math, 1541. Berlin: Springer-Verlag, 1993.
  • 9Donnelly P, Kurtz T. A countable representation of the Fleming-Viot measure-valued diffusion. Ann Probab, 1996,24: 698-742.
  • 10Donnelly P. Modelling genes: mathematical and statistical challenges in genomics. In: Proceedings of ICM 2006 Madrid, vol. III. Helsinki: European Mathematical Society, 2006, 559-574.

引证文献6

二级引证文献2

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部