arXiv · 1808.00073
Markov branching processes with disasters: extinction, survival and duality to p-jump processes
Abstract
A $p$-jump process is a piecewise deterministic Markov process with jumps by a factor of $p$. We prove a limit theorem for such processes on the unit interval. Via duality with respect to probability generating functions, we deduce limiting results for the survival probabilities of time-homogeneous branching processes with arbitrary offspring distributions, underlying binomial disasters. Extending this method, we obtain corresponding results for time-inhomogeneous birth-death processes underlying time-dependent binomial disasters and continuous state branching processes with $p$-jumps.
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F. Hermann, P. Pfaffelhuber. 2018-07-31. Markov branching processes with disasters: extinction, survival and duality to p-jump processes. https://doi.org/10.1016/j.spa.2019.07.011
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