On laws of large numbers in L-2 for supercritical branching Markov processes beyond lambda-positivity

Jonckheere, Matthieu

Abstract

We give necessary and sufficient conditions for laws of large numbers to hold in L-2 for the empirical measure of a large class of branching Markov processes, including lambda-positive systems but also some lambda-transient ones, such as the branching Brownian motion with drift and absorption at 0. This is a significant improvement over previous results on this matter, which had only dealt so far with A-positive systems. Our approach is purely probabilistic and is based on spinal decompositions and many-to-few lemmas In addition, we characterize when the limit in question is always strictly positive on the event of survival, and use this characterization to derive a simple method for simulating (quasi-)stationary distributions.

Más información

Título según WOS: ID WOS:000511476200009 Not found in local WOS DB
Título de la Revista: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
Volumen: 56
Número: 1
Editorial: INST MATHEMATICAL STATISTICS
Fecha de publicación: 2020
Página de inicio: 265
Página final: 295
DOI:

10.1214/19-AIHP961

Notas: ISI