English

Some harmonic functions for killed Markov branching processes with immigration and culling

Probability 2021-07-23 v5

Abstract

For a continuous-time Bienaym\'e-Galton-Watson process, XX, with immigration and culling, 00 as an absorbing state, call XqX^q the process that results from killing XX at rate q(0,)q\in (0,\infty), followed by stopping it on extinction or explosion. Then an explicit identification of the relevant harmonic functions of XqX^q allows to determine the Laplace transforms (at argument qq) of the first passage times downwards and of the explosion time for XX. Strictly speaking, this is accomplished only when the killing rate qq is sufficiently large (but always when the branching mechanism is not supercritical or if there is no culling). In particular, taking the limit q0q\downarrow 0 (whenever possible) yields the passage downwards and explosion probabilities for XX. A number of other consequences of these results are presented.

Keywords

Cite

@article{arxiv.1908.04714,
  title  = {Some harmonic functions for killed Markov branching processes with immigration and culling},
  author = {Matija Vidmar},
  journal= {arXiv preprint arXiv:1908.04714},
  year   = {2021}
}
R2 v1 2026-06-23T10:46:29.109Z