English

On laws of large numbers in $L^2$ for supercritical branching Markov processes beyond $\lambda$-positivity

Probability 2017-11-16 v1

Abstract

We give necessary and sufficient conditions for laws of large numbers to hold in L2L^2 for the empirical measure of a large class of branching Markov processes, including λ\lambda-positive systems but also some λ\lambda-transient ones, such as the branching Brownian motion with drift and absorption at 00. This is a significant improvement over previous results on this matter, which had only dealt so far with λ\lambda-positive systems. Our approach is purely probabilistic and is based on spinal decompositions and many-to-few lemmas. In addition, we characterize when the limit in question is always strictly positive on the event of survival, and use this characterization to derive a simple method for simulating (quasi-)stationary distributions.

Keywords

Cite

@article{arxiv.1711.05674,
  title  = {On laws of large numbers in $L^2$ for supercritical branching Markov processes beyond $\lambda$-positivity},
  author = {Matthieu Jonckheere and Santiago Saglietti},
  journal= {arXiv preprint arXiv:1711.05674},
  year   = {2017}
}

Comments

37 pages, 0 figures. This is a shortened version of the preprint arXiv:1701.07634 with a slightly different approach