English

Birth and death process with one-side bounded jumps in random environment

Probability 2014-07-15 v1

Abstract

Let ω=(ωi)iZ=(μiL,...,μi1,λi)iZ\omega=(\omega_i)_{i\in\mathbb Z}=(\mu^{L}_i,...,\mu^{1}_i,\lambda_i)_{i\in \mathbb Z}, which serves as the environment, be a sequence of i.i.d. random nonnegative vectors, with L1L\ge1 a positive integer. We study birth and death process NtN_t which, given the environment ω,\omega, waits at a state nn an exponentially distributed time with parameter λn+l=1Lμnl\lambda_n+\sum_{l=1}^L\mu^{l}_n and then jumps to nin-i with probability μni/(λn+l=1Lμnl),{\mu^i_n}/(\lambda_n+\sum_{l=1}^L\mu^{l}_n), i=1,...,Li=1,...,L or to n+1n+1 with probability λn/(λn+l=1Lμnl).{\lambda_n}/(\lambda_n+\sum_{l=1}^L\mu^{l}_n). A sufficient condition for the existence, a criterion for recurrence, and a law of large numbers of the process NtN_t are presented. We show that the first passage time T1=Dξ0,1+i1k=1Ui,1ξi,k+i1k=1Ui,1+...+Ui,Lξ~i+1,k,T_1\overset{\mathscr D}{=}\xi_{0,1}+\sum_{i\le -1}\sum_{k=1}^{U_{i,1}}\xi_{i,k}+\sum_{i\le -1}\sum_{k= 1}^{U_{i,1}+...+U_{i,L}}\tilde{\xi}_{i+1,k}, where (Ui,1,...,Ui,L)i0(U_{i,1},...,U_{i,L})_{i\le0} is an LL-type branching process in random environment and, given ω,\omega, ξi,k, ξ~i,k, i0, k1\xi_{i,k},\ \tilde\xi_{i,k},\ i\le 0,\ k\ge 1 are mutually independent random variables such that Pω(ξi,kt)=e(λi+l=1Lμil)t, t0.P_\omega(\xi_{i,k}\ge t)=e^{-(\lambda_i+\sum_{l=1}^L\mu^{l}_i)t},\ t\ge 0. This fact enables us to give an explicit velocity of the law of large numbers.

Keywords

Cite

@article{arxiv.1407.3385,
  title  = {Birth and death process with one-side bounded jumps in random environment},
  author = {Hua-Ming Wang},
  journal= {arXiv preprint arXiv:1407.3385},
  year   = {2014}
}

Comments

9 pages

R2 v1 2026-06-22T05:02:39.492Z