The $\lambda$-invariant measures of subcritical Bienaym\'e--Galton--Watson processes
Abstract
A -invariant measure of a sub-Markov chain is a left eigenvector of its transition matrix of eigenvalue . In this article, we give an explicit integral representation of the -invariant measures of subcritical Bienaym\'e--Galton--Watson processes killed upon extinction, i.e.\ upon hitting the origin. In particular, this characterizes all quasi-stationary distributions of these processes. Our formula extends the Kesten--Spitzer formula for the (1-)invariant measures of such a process and can be interpreted as the identification of its minimal -Martin entrance boundary for all . In the particular case of quasi-stationary distributions, we also present an equivalent characterization in terms of semi-stable subordinators. Unlike Kesten and Spitzer's arguments, our proofs are elementary and do not rely on Martin boundary theory.
Cite
@article{arxiv.1508.00845,
title = {The $\lambda$-invariant measures of subcritical Bienaym\'e--Galton--Watson processes},
author = {Pascal Maillard},
journal= {arXiv preprint arXiv:1508.00845},
year = {2018}
}
Comments
16 pages. Title changed in v2. Some details added