{"title":"有竞争的连续状态分支过程的准稳态分布","authors":"Pei-Sen Li , Jian Wang , Xiaowen Zhou","doi":"10.1016/j.spa.2024.104457","DOIUrl":null,"url":null,"abstract":"<div><p>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 <span><math><mrow><mo>+</mo><mi>∞</mi></mrow></math></span>, then there is a unique quasi-stationary distribution, which attracts all initial distributions with exponential rates.</p></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"177 ","pages":"Article 104457"},"PeriodicalIF":1.1000,"publicationDate":"2024-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0304414924001637/pdfft?md5=ffd3f0035eb671aff4c82552317f4008&pid=1-s2.0-S0304414924001637-main.pdf","citationCount":"0","resultStr":"{\"title\":\"Quasi-stationary distribution for continuous-state branching processes with competition\",\"authors\":\"Pei-Sen Li , Jian Wang , Xiaowen Zhou\",\"doi\":\"10.1016/j.spa.2024.104457\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>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 <span><math><mrow><mo>+</mo><mi>∞</mi></mrow></math></span>, then there is a unique quasi-stationary distribution, which attracts all initial distributions with exponential rates.</p></div>\",\"PeriodicalId\":51160,\"journal\":{\"name\":\"Stochastic Processes and their Applications\",\"volume\":\"177 \",\"pages\":\"Article 104457\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2024-08-13\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://www.sciencedirect.com/science/article/pii/S0304414924001637/pdfft?md5=ffd3f0035eb671aff4c82552317f4008&pid=1-s2.0-S0304414924001637-main.pdf\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Processes and their Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0304414924001637\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414924001637","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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.
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.