Economics at your fingertips  

Uniqueness and Extinction of Weighted Markov Branching Processes

Anyue Chen (), Junping Li () and N. I. Ramesh ()
Additional contact information
Anyue Chen: The University of Greenwich
Junping Li: The University of Greenwich
N. I. Ramesh: The University of Greenwich

Methodology and Computing in Applied Probability, 2005, vol. 7, issue 4, 489-516

Abstract: Abstract This paper focuses on discussing some basic properties of the weighted Markov branching process which is a natural generalisation of the ordinary Markov branching process. The regularity and uniqueness criteria, which are very easy to verify, are firstly established. Some important characteristics regarding the hitting times of such structure are 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 then the mean explosion time is derived. The mean global holding time and the mean total survival time are also obtained.

Keywords: Markov branching process; weighted Markov branching process; regularity and uniqueness; extinction; explosion (search for similar items in EconPapers)
Date: 2005
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

Downloads: (external link) Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This journal article can be ordered from

DOI: 10.1007/s11009-005-5005-y

Access Statistics for this article

Methodology and Computing in Applied Probability is currently edited by Joseph Glaz

More articles in Methodology and Computing in Applied Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Page updated 2022-05-12
Handle: RePEc:spr:metcap:v:7:y:2005:i:4:d:10.1007_s11009-005-5005-y