有竞争的连续状态分支过程的准稳态分布

IF 1.1 2区 数学 Q3 STATISTICS & PROBABILITY Stochastic Processes and their Applications Pub Date : 2024-08-13 DOI:10.1016/j.spa.2024.104457
Pei-Sen Li , Jian Wang , Xiaowen Zhou
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引用次数: 0

摘要

我们研究 Berestycki 等人(2018)引入的具有竞争的连续状态分支过程的准稳态分布。该过程被定义为带跳跃的随机积分方程的唯一强解。一个重要的例子是 Lambert(2005)提出的逻辑分支过程。我们分别建立了强费勒性质、轨迹费勒性质、Lyapunov 条件、弱费勒性质和不可还原性。通过这些性质,我们可以证明,如果在 +∞ 附近的竞争足够激烈,那么存在一个唯一的准稳态分布,它能以指数速度吸引所有的初始分布。
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Quasi-stationary distribution for continuous-state branching processes with competition

We study quasi-stationary distribution of the continuous-state branching process with competition introduced by Berestycki et al. (2018). This process is defined as the unique strong solution to a stochastic integral equation with jumps. An important example is the logistic branching process proposed by Lambert (2005). We establish the strong Feller property, trajectory Feller property, Lyapunov condition, weak Feller property and irreducibility, respectively. These properties together allow us to prove that if the competition is strong enough near +, then there is a unique quasi-stationary distribution, which attracts all initial distributions with exponential rates.

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来源期刊
Stochastic Processes and their Applications
Stochastic Processes and their Applications 数学-统计学与概率论
CiteScore
2.90
自引率
7.10%
发文量
180
审稿时长
23.6 weeks
期刊介绍: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.
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