Branching Collision Processes with Immigration

We consider the regularity and ergodic properties of the Branching Collision Process with Immigration (BCIP) in this paper. We establish an easy checking sufficient condition under which the Feller minimal BCIP is honest. We provide some good conditions under which the Feller minimal BCIP is positiv...

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Veröffentlicht in:Methodology and computing in applied probability 2020-09, Vol.22 (3), p.1063-1088
Hauptverfasser: Chen, Anyue, Li, Junping, Zhang, Jing
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider the regularity and ergodic properties of the Branching Collision Process with Immigration (BCIP) in this paper. We establish an easy checking sufficient condition under which the Feller minimal BCIP is honest. We provide some good conditions under which the Feller minimal BCIP is positive recurrent and then establish an analytic form of the generating function of the stationary distribution. The closely associated expected hitting times are also considered. Examples and numerical calculations are provided to illustrate our results.
ISSN:1387-5841
1573-7713
DOI:10.1007/s11009-019-09745-1