English

Perron-Frobenius theory for kernels and Crump-Mode-Jagers processes with macro-individuals

Probability 2018-08-16 v2

Abstract

Perron-Frobenius theory developed for irreducible non-negative kernels deals with so-called RR-positive recurrent kernels. If kernel MM is RR-positive recurrent, then the main result determines the limit of the scaled kernel iterations RnMnR^nM^n as nn\to\infty. In the Nummelin's monograph this important result is proven using a regeneration method whose major focus is on MM having an atom. In the special case when M=PM=P is a stochastic kernel with an atom, the regeneration method has an elegant explaination in terms of an associated split chain. In this paper we give a new probabilistic interpretation of the general regeneration method in terms of multi-type Galton-Watson processes producing clusters of particles. Treating clusters as macro-individuals, we arrive at a single-type Crump-Mode-Jagers process with a naturally embedded renewal structure.

Keywords

Cite

@article{arxiv.1708.02636,
  title  = {Perron-Frobenius theory for kernels and Crump-Mode-Jagers processes with macro-individuals},
  author = {Serik Sagitov},
  journal= {arXiv preprint arXiv:1708.02636},
  year   = {2018}
}