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Occupation times of subcritical branching immigration systems with Markov motions

Piotr Milos

Stochastic Processes and their Applications, 2009, vol. 119, issue 10, 3211-3237

Abstract: We consider a branching system consisting of particles moving according to a Markov family in and undergoing subcritical branching with a constant rate V>0. New particles immigrate to the system according to a homogeneous space-time Poisson random field. The process of the fluctuations of the rescaled occupation time is studied with very mild assumptions on the Markov family. In this general setting a functional central limit theorem is proved. The subcriticality of the branching law is crucial for the limit behaviour and in a sense overwhelms the properties of the particles' motion. It is for this reason that the limit is the same for all dimensions and can be obtained for a wide class of Markov processes. Another consequence is the form of the limit --an -valued Wiener process with a simple temporal structure and a complicated spatial one. This behaviour contrasts sharply with the case of critical branching systems.

Keywords: Functional; central; limit; theorem; Occupation; time; fluctuations; Branching; particles; systems; with; immigration; Subcritical; branching; law (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (1)

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