Spinal constructions for continuous type-space branching processes with interactions
Probability
2024-05-15 v2
Abstract
We consider branching processes describing structured, interacting populations in continuous time. Dynamics of each individuals characteristics and branching properties can be influenced by the entire population. We propose a Girsanov-type result based on a spinal construction, and establish a many-to-one formula. By combining this result with the spinal decomposition, we derive a generalized continuous-time version of the Kesten-Stigum theorem that incorporates interactions. Additionally, we propose an alternative approach of the spine construction for exact simulations of stochastic size-dependent populations.
Cite
@article{arxiv.2309.15449,
title = {Spinal constructions for continuous type-space branching processes with interactions},
author = {Charles Medous},
journal= {arXiv preprint arXiv:2309.15449},
year = {2024}
}
Comments
44 pages, 4 figures