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Existence,uniqueness and ergodicity of Markov branching processes with immigration and instantaneous resurrection

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【Author】 LI JunPing1 & CHEN AnYue2,3 1 School of Mathematical Science and Computing Technology,Central South University,Changsha410075,China;2 Department of Mathematical Sciences,The University of Liverpool,Liverpool,L69 7ZL,UK;3 Department of Statistics and Actuarial Science,University of Hong Kong,Pokfulam Road,Hong Kong,China

【摘要】 We consider a modified Markov branching process incorporating with both state-independent immigration and instantaneous resurrection.The existence criterion of the process is firstly considered.We prove that if the sum of the resurrection rates is finite,then there does not exist any process.An existence criterion is then established when the sum of the resurrection rates is infinite.Some equivalent criteria,possessing the advantage of being easily checked,are obtained for the latter case.The uniqueness criterion for such process is also investigated.We prove that although there exist infinitely many of them,there always exists a unique honest process for a given q-matrix.This unique honest process is then constructed.The ergodicity property of this honest process is analysed in detail.We prove that this honest process is always ergodic and the explicit expression for the equilibrium distribution is established.

【Abstract】 We consider a modified Markov branching process incorporating with both state-independent immigration and instantaneous resurrection.The existence criterion of the process is firstly considered.We prove that if the sum of the resurrection rates is finite,then there does not exist any process.An existence criterion is then established when the sum of the resurrection rates is infinite.Some equivalent criteria,possessing the advantage of being easily checked,are obtained for the latter case.The uniqueness criterion for such process is also investigated.We prove that although there exist infinitely many of them,there always exists a unique honest process for a given q-matrix.This unique honest process is then constructed.The ergodicity property of this honest process is analysed in detail.We prove that this honest process is always ergodic and the explicit expression for the equilibrium distribution is established.

【基金】 partially supported by the National Natural Science Foundation of China (Grant No. 10771216);Research Grants Council of Hong Kong (Grant No. HKU 7010/06P);Project-sponsored by SRF for ROCS,SEM
  • 【文献出处】 Science in China(Series A:Mathematics) ,中国科学(A辑:数学)(英文版) , 编辑部邮箱 ,2008年07期
  • 【分类号】O175.12
  • 【被引频次】1
  • 【下载频次】36
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