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Some properties of stationary continuous state branching processes

Authors :
Abraham, Romain
Delmas, Jean-François
He, Hui
Publication Year :
2020

Abstract

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 sub-critical 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.<br />Comment: 31 pages, 1 figure

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2005.09924
Document Type :
Working Paper