English

Recurrence and transience of near-critical multivariate growth models: criteria and examples

Probability 2016-04-05 v1

Abstract

We discuss complementary recurrence and transience criteria for stochastic processes (Xn)n0(X_n)_{n \ge 0} with values in the dd-dimensional orthant R+d\mathbb R^d_+ fulfilling a non-linear stochastic equation of the form Xn+1=MXn+g(Xn)+ξnX_{n+1}=MX_n+g(X_n)+ \xi_n with a primitive matrix MM and random noise ξn\xi_n and obeying a weak Markov property. As examples we discuss bisexual Galton-Watson processes and multivariate Galton-Watson processes, which both may be population size dependent.

Keywords

Cite

@article{arxiv.1604.00864,
  title  = {Recurrence and transience of near-critical multivariate growth models: criteria and examples},
  author = {Götz Kersting},
  journal= {arXiv preprint arXiv:1604.00864},
  year   = {2016}
}

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11 pages