Author:
Li Yangrong,Pakes Anthony G.,Li Jia,Gu Anhui
Abstract
A dual Markov branching process (DMBP) is by definition a Siegmund's predual of some Markov branching process (MBP). Such a process does exist and is uniquely determined by the so-called dual-branching property. Its q-matrix
Q
is derived and proved to be regular and monotone. Several equivalent definitions for a DMBP are given. The criteria for transience, positive recurrence, strong ergodicity, and the Feller property are established. The invariant distributions are given by a clear formulation with a geometric limit law.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability