Recurrence and transience of near-critical multivariate growth models: criteria and examples

Götz Kersting

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arXiv · 1604.00864

Recurrence and transience of near-critical multivariate growth models: criteria and examples

Götz Kersting

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Abstract

We discuss complementary recurrence and transience criteria for stochastic processes $(X_n)_{n \ge 0}$ with values in the $d$-dimensional orthant $\mathbb R^d_+$ fulfilling a non-linear stochastic equation of the form $X_{n+1}=MX_n+g(X_n)+ \xi_n$ with a primitive matrix $M$ and random noise $\xi_n$ and obeying a weak Markov property. As examples we discuss bisexual Galton-Watson processes and multivariate Galton-Watson processes, which both may be population size dependent.

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Götz Kersting. 2016-04-04. Recurrence and transience of near-critical multivariate growth models: criteria and examples. https://arxiv.org/abs/1604.00864

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