Wasserstein-type distances of two-type continuous-state branching processes in L\'{e}vy random environments
Probability
2022-02-14 v1
Abstract
Under natural conditions, we proved the exponential ergodicity in Wasserstein distance of two-type continuous-state branching processes in L\'evy random environments with immigration. Furthermore, we expressed accurately the parameters of the exponent. The coupling method and the conditioned branching property play an important role in the approach. Using the tool of superprocesses, the ergodicity in total variance distance is also proved.
Keywords
Cite
@article{arxiv.2202.05642,
title = {Wasserstein-type distances of two-type continuous-state branching processes in L\'{e}vy random environments},
author = {Shukai Chen and Rongjuan Fang and Xiangqi Zheng},
journal= {arXiv preprint arXiv:2202.05642},
year = {2022}
}