English

The $\lambda$-invariant measures of subcritical Bienaym\'e--Galton--Watson processes

Probability 2018-06-20 v2

Abstract

A λ\lambda-invariant measure of a sub-Markov chain is a left eigenvector of its transition matrix of eigenvalue λ\lambda. In this article, we give an explicit integral representation of the λ\lambda-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 λ\lambda-Martin entrance boundary for all λ\lambda. 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.

Keywords

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

R2 v1 2026-06-22T10:26:20.193Z