Suppose that $X$ is a subcritical superprocess. Under some asymptotic conditions on the mean semigroup of $X$, we prove the Yaglom limit of $X$ exists and identify all quasi-stationary distributions of $X$.
We consider a class of subcritical superprocesses $(X_t)_{t\geq 0}$ with general spatial motions and general branching mechanisms. We study the asymptotic behaviors of $\mathbf Q_{t,r}$, the distribution of $X_t$ conditioned on $X_{t+r}$ not being a null measure. We first give the existence of $\lim_{t\to \infty}\mathbf Q_{t,r}$ and $\lim_{r\to \infty}\mathbf Q_{t,r}$, and then show that an $L\log L$-type condition is equivalent to the existence of the double limits: $\lim_{r\to \infty} \lim_{t\to\infty}\mathbf Q_{t, r}$ and $\lim_{t\to \infty} \lim_{r\to\infty}\mathbf Q_{t, r}$. Finally, when…
It is well understood that a supercritical superprocess is equal in law to a discrete Markov branching process whose genealogy is dressed in a Poissonian way with immigration which initiates subcritial superprocesses. The Markov branching process corresponds to the genealogical description of prolific individuals, that is individuals who produce eternal genealogical lines of decent, and is often referred to as the skeleton or backbone of the original superprocess. The Poissonian dressing along the skeleton may be considered to be the remaining non-prolific genealogical mass in the superprocess…
Let $ξ$ be a Dawson--Watanabe superprocess in $\mathbb{R}^d$ such that $ξ_t$ is a.s. locally finite for every $t\geq 0$. Then for $d\geq2$ and fixed $t>0$, the singular random measure $ξ_t$ can be a.s. approximated by suitably normalized restrictions of Lebesgue measure to the $\varepsilon$-neighborhoods of $\operatorname {supp}ξ_t$. When $d\geq3$, the local distributions of $ξ_t$ near a hitting point can be approximated in total variation by those of a stationary and self-similar pseudo-random measure $\tildeξ$. By contrast, the corresponding distributions for $d=2$ are locally invariant. Fur…
In this short note we obtain necessary and sufficient conditions for the existence of the moments of the stationary distribution of a subcritical multitype Galton-Watson process with immigration.
We show that the quasi-stationary distribution of the subcritical contact process on $\mathbb{Z}^d$ is unique. This is in contrast with other processes which also do not come down from infinity, like stable queues and Galton-Watson, and it seems to be the first such example.
Consider a locally finite Dawson-Watanabe superprocess $ξ=(ξ_t)$ in $\mathsf{R}^d$ with $d\geq2$. Our main results include some recursive formulas for the moment measures of $ξ$, with connections to the uniform Brownian tree, a Brownian snake representation of Palm measures, continuity properties of conditional moment densities, leading by duality to strongly continuous versions of the multivariate Palm distributions, and a local approximation of $ξ_t$ by a stationary cluster $\tildeη$ with nice continuity and scaling properties. This all leads up to an asymptotic description of the conditiona…
We show the existance of the stationary distributions of subcritical multitype Galton-Watson processes without any conditions on the mean matrix of the offspring distributions. Some additional properties of the stationary distribution are also proven.
The subcritical contact process seen from the rightmost infected site has no invariant measures. We prove that nevertheless it converges in distribution to a quasi-stationary measure supported on finite configurations.
A $λ$-invariant measure of a sub-Markov chain is a left eigenvector of its transition matrix of eigenvalue $λ$. In this article, we give an explicit integral representation of the $λ$-invariant measures of subcritical Bienaymé--Galton--Watson processes killed upon extinction, i.e.\ upon hitting the origin. In particular, this characterizes all quasi-stationary distributions of these processes. Our formula extends the Kesten--Spitzer formula for the (1-)invariant measures of such a process and can be interpreted as the identification of its minimal $λ$-Martin entrance boundary for all $λ$. In t…
We describe the asymptotic behavior of the conditional least squares estimator of the offspring mean for subcritical strongly stationary Galton--Watson processes with regularly varying immigration with tail index $α\in (1,2)$. The limit law is the ratio of two dependent stable random variables with indices $α/2$ and $2α/3$, respectively, and it has a continuously differentiable density function. We use point process technique in the proofs.
In the first part of this paper we consider a general stationary subcritical cluster model in $\mathbb{R}^d$. The associated pair-connectedness function can be defined in terms of two-point Palm probabilities of the underlying point process. Using Palm calculus and Fourier theory we solve the Ornstein-Zernike equation (OZE) under quite general distributional assumptions. In the second part of the paper we discuss the analytic and combinatorial properties of the OZE-solution in the special case of a Poisson driven random connection model.
Consider N particles moving independently, each one according to a subcritical continuous-time Galton-Watson process unless it hits 0, at which time it jumps instantaneously to the position of one of the other particles chosen uniformly at random. The resulting dynamics is called Fleming-Viot process. We show that for each N there exists a unique invariant measure for the Fleming-Viot process, and that its stationary empirical distribution converges, as N goes to infinity, to the minimal quasi-stationary distribution of the Galton-Watson process conditioned on non-extinction.
Consider the population model with infinite size associated to subcritical continuous-state branching processes (CSBP). Individuals reproduce independently according to the same subcritical offspring distribution. We study the long-term behaviour of the ancestral lineages as time goes to the past and show that the flow of ancestral lineages, properly renormalized, converges almost surely to the inverse of a drift-free subordinator whose Laplace exponent is explicit in terms of the branching mechanism. We provide an interpretation in terms of the genealogy of the population. In particular, we s…
We consider the connected component of the partial duplication model for a random graph, a model which was introduced by Bhan, Galas and Dewey as a model for gene expression networks. The most rigorous results are due to Hermann and Pfaffelhuber, who show a phase transition between a subcritical case where in the limit almost all vertices are isolated and a supercritical case where the proportion of the vertices which are connected is bounded away from zero. We study the connected component in the subcritical case, and show that, when the duplication parameter $p<e^{-1}$, the degree distributi…
Motivated by the study of the metastable stochastic Ising model at subcritical temperature and in the limit of a vanishing magnetic field, we extend the notion of ($κ$, $λ$)-capacities between sets, as well as the associated notion of soft-measures, to the case of overlapping sets. We recover their essential properties, sometimes in a stronger form or in a simpler way, relying on weaker hypotheses. These properties allow to write the main quantities associated with reversible metastable dynamics, e.g. asymptotic transition and relaxation times, in terms of objects that are associated with two-…
We study the long-time behavior of affine processes on positive self-adjoiont Hilbert-Schmidt operators which are of pure-jump type, conservative and have finite second moment. For subcritical processes we prove the existence of a unique limit distribution and construct the corresponding stationary affine process. Moreover, we obtain an explicit convergence rate of the underlying transition kernels to the limit distribution in the Wasserstein distance of order $p\in [1, 2]$ and provide explicit formulas for the first two moments of the limit distribution. We apply our results to the study of i…
On the uniqueness of quasi-stationary distributions for population models with spatial structure
University of Buenos Aires(布宜诺斯艾利斯大学);Instituto de Investigaciones Matemáticas Luis A. Santaló(路易斯·A·桑塔洛数学研究所);University of São Paulo(圣保罗大学);Federal University of Minas Gerais(米纳斯吉拉斯联邦大学)
The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions conditioned on non-extinction. Pedagogical derivations are given for known results that the limiting distributions for supercritical and critical processes are found to collapse onto rays aligned with stationary eigenvectors of the mutation rate matrix, in agreement with discrete multi-type branching processes. For the sub-critical process the previously uns…
We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a strongly stationary sequence to the corresponding finite dimensional distributions of a non-Gaussian stable process instead of weak convergence of the partial sums themselves to a non-Gaussian stable distribution. As an application, we describe the asymptotic behaviour of finite dimensional distributions of aggregation of independent copies of a strongly sta…
We study a stationary Gibbs particle process with deterministically bounded particles on Euclidean space defined in terms of an activity parameter and non-negative interaction potentials of finite range. Using disagreement percolation we prove exponential decay of the correlation functions, provided a dominating Boolean model is subcritical. We also prove this property for the weighted moments of a U-statistic of the process. Under the assumption of a suitable lower bound on the variance, this implies a central limit theorem for such U-statistics of the Gibbs particle process. A byproduct of o…
The stochastic Kuramoto model defined on a sequence of graphs is analyzed: the emphasis is posed on the relationship between the mean field limit, the connectivity of the underlying graph and the long time behavior. We give an explicit deterministic condition on the sequence of graphs such that, for any finite time and any initial condition, even dependent on the network, the empirical measure of the system stays close to the solution of the McKean-Vlasov equation associated to the classical mean field limit. Under this condition, we study the long time behavior in the subcritical and in the s…