Probabilistic approach in weighted Markov branching processes

Anyue Chen, Junping Li and N.I. Ramesh

Statistics & Probability Letters, 2008, vol. 78, issue 6, 771-779

Abstract: This note provides a new probabilistic approach in discussing the weighted Markov branching process (WMBP) which is a natural generalisation of the ordinary Markov branching process. Using this approach, some important characteristics regarding the hitting times of such processes can be easily obtained. In particular, the closed forms for the mean extinction time and conditional mean extinction time are presented. The explosion behaviour of the process is investigated and the mean explosion time is derived. The mean global holding time and the mean total survival time are also obtained. The close link between these newly developed processes and the well-known compound Poisson processes is investigated. It is revealed that any weighted Markov branching process (WMBP) is a random time change of a compound Poisson process.

Keywords: Compound; Poisson; process; Hitting; times; Markov; branching; process; Random; time; change; Uniqueness; Weighted; Markov; branching; process (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (1)

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