4.3 Article

Some properties of stationary continuous state branching processes

Journal

STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 141, Issue -, Pages 309-343

Publisher

ELSEVIER
DOI: 10.1016/j.spa.2021.07.011

Keywords

Continuous state branching process with immigration; Quasi-stationary distribution; Genealogical tree; Ancestral process

Funding

  1. National Key R&D Program of China [2020YFA0712900]
  2. NSFC, PR China [11671041, 11531001]

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The study examines the genealogical tree of a stationary continuous state branching process with immigration, establishing distributions under various stable branching mechanisms and analyzing the number of individuals in the extant population who will produce descendants in the future. The transition rates of the associated Markov processes were computed to determine their characteristics.
We consider the genealogical tree of a stationary continuous state branching process with immigration. For a sub-critical stable branching mechanism, we consider the genealogical tree of the extant population at some fixed time and prove that, up to a deterministic time-change, it is distributed as a continuous-time Galton-Watson process with immigration. We obtain similar results for a critical stable branching mechanism when only looking at immigrants arriving in some fixed time-interval. For a general subcritical branching mechanism, we consider the number of individuals that give descendants in the extant population. The associated processes (forward or backward in time) are pure-death or pure-birth Markov processes, for which we compute the transition rates. (C) 2021 Elsevier B.V. All rights reserved.

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