English

Markov branching processes with disasters: extinction, survival and duality to p-jump processes

Probability 2024-07-02 v2

Abstract

A pp-jump process is a piecewise deterministic Markov process with jumps by a factor of pp. We prove a limit theorem for such processes on the unit interval. Via duality with respect to probability generating functions, we deduce limiting results for the survival probabilities of time-homogeneous branching processes with arbitrary offspring distributions, underlying binomial disasters. Extending this method, we obtain corresponding results for time-inhomogeneous birth-death processes underlying time-dependent binomial disasters and continuous state branching processes with pp-jumps.

Keywords

Cite

@article{arxiv.1808.00073,
  title  = {Markov branching processes with disasters: extinction, survival and duality to p-jump processes},
  author = {F. Hermann and P. Pfaffelhuber},
  journal= {arXiv preprint arXiv:1808.00073},
  year   = {2024}
}

Comments

27 pages; restructured Section 2