English

Quasi-stationary distributions for subcritical branching Markov chains

Probability 2025-09-17 v1

Abstract

Consider a subcritical branching Markov chain. Let ZnZ_n denote the counting measure of particles of generation nn. Under some conditions, we give a probabilistic proof for the existence of the Yaglom limit of (Zn)nN(Z_n)_{n\in\mathbb{N}} by the moment method, based on the spinal decomposition and the many-to-few formula. As a result, we give explicit integral representations of all quasi-stationary distributions of (Zn)nN(Z_n)_{n\in\mathbb{N}}, whose proofs are direct and probabilistic, and don't rely on Martin boundary theory.

Keywords

Cite

@article{arxiv.2405.04284,
  title  = {Quasi-stationary distributions for subcritical branching Markov chains},
  author = {Wenming Hong and Dan Yao},
  journal= {arXiv preprint arXiv:2405.04284},
  year   = {2025}
}