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Asymptotic moments of spatial branching processes

Authors :
Isaac Gonzalez
Emma Horton
Andreas E. Kyprianou
Department of Mathematical Sciences [Bath]
University of Bath [Bath]
Méthodes avancées d’apprentissage statistique et de contrôle (ASTRAL)
Institut de Mathématiques de Bordeaux (IMB)
Université Bordeaux Segalen - Bordeaux 2-Université Sciences et Technologies - Bordeaux 1-Université de Bordeaux (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS)-Université Bordeaux Segalen - Bordeaux 2-Université Sciences et Technologies - Bordeaux 1-Université de Bordeaux (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS)-Inria Bordeaux - Sud-Ouest
Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Naval Group
Université Bordeaux Segalen - Bordeaux 2-Université Sciences et Technologies - Bordeaux 1 (UB)-Université de Bordeaux (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS)-Université Bordeaux Segalen - Bordeaux 2-Université Sciences et Technologies - Bordeaux 1 (UB)-Université de Bordeaux (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS)-Inria Bordeaux - Sud-Ouest
Source :
Probability Theory and Related Fields, Probability Theory and Related Fields, 2022, 184, pp.805-858. ⟨10.1007/s00440-022-01131-2⟩
Publication Year :
2021
Publisher :
HAL CCSD, 2021.

Abstract

Suppose that $$X =(X_t, t\ge 0)$$ X = ( X t , t ≥ 0 ) is either a superprocess or a branching Markov process on a general space E, with non-local branching mechanism and probabilities $${\mathbb {P}}_{\delta _x}$$ P δ x , when issued from a unit mass at $$x\in E$$ x ∈ E . For a general setting in which the first moment semigroup of X displays a Perron–Frobenius type behaviour, we show that, for $$k\ge 2$$ k ≥ 2 and any positive bounded measurable function f on E, $$\begin{aligned} \lim _{t\rightarrow \infty } g_k(t){\mathbb {E}}_{\delta _x}[\langle f, X_t\rangle ^k] = C_k(x, f), \end{aligned}$$ lim t → ∞ g k ( t ) E δ x [ ⟨ f , X t ⟩ k ] = C k ( x , f ) , where the constant $$C_k(x, f)$$ C k ( x , f ) can be identified in terms of the principal right eigenfunction and left eigenmeasure and $$g_k(t)$$ g k ( t ) is an appropriate deterministic normalisation, which can be identified explicitly as either polynomial in t or exponential in t, depending on whether X is a critical, supercritical or subcritical process. The method we employ is extremely robust and we are able to extract similarly precise results that additionally give us the moment growth with time of $$\int _0^t \langle f, X_t \rangle \mathrm{d}s$$ ∫ 0 t ⟨ f , X t ⟩ d s , for bounded measurable f on E.

Details

Language :
English
ISSN :
01788051 and 14322064
Database :
OpenAIRE
Journal :
Probability Theory and Related Fields, Probability Theory and Related Fields, 2022, 184, pp.805-858. ⟨10.1007/s00440-022-01131-2⟩
Accession number :
edsair.doi.dedup.....12a103af5c925f77d68146b2bf52f64a
Full Text :
https://doi.org/10.1007/s00440-022-01131-2⟩