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Teoriya Veroyatnostei i ee Primeneniya, 2024, Volume 69, Issue 3, Pages 439–458
DOI: https://doi.org/10.4213/tvp5688
(Mi tvp5688)
 

This article is cited in 1 scientific paper (total in 1 paper)

Markov branching random walks on $\mathbf{Z}_+$. Approach using orthogonal polynomials. II

A. V. Lyulintsev

St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
References:
Abstract: We consider a continuous-time homogeneous Markov process on the state space $\mathbf{Z}_+=\{0,1,2,\dots\}$. This process is interpreted as the motion of a particle. A particle may transit only to neighboring points of $\mathbf{Z}_+$, i.e., for each single motion of the particle, its coordinate changes by 1. The sojourn time of the particle at a point depends on its coordinate. The process is equipped with a branching mechanism. Branching sources may be located at each point of $\mathbf{Z}_+$. We do not assume that the intensities are uniformly bounded. At a moment of branching, new particles appear at the branching point and then evolve independently of one another (and of the other particles) by the same rules as the original particle. To such a branching Markov process there corresponds a Jacobi matrix. In terms of orthogonal polynomials corresponding to this matrix, we obtain formulas for the mean number of particles at an arbitrary fixed point of $\mathbf{Z}_+$ at time $t>0$. The results obtained are applied to some concrete models, an exact value for the mean number of particles in terms of special functions is given, and an asymptotic formula for this quantity for large time is presented.
Keywords: Markov branching process, branching random walk, Jacobi matrix, orthogonal polynomial, unbounded spectrum.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 075-15-2022-289
Received: 30.10.2023
English version:
Theory of Probability and its Applications, 2024, Volume 69, Issue 3, Pages 346–360
DOI: https://doi.org/10.1137/S0040585X97T991970
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. V. Lyulintsev, “Markov branching random walks on $\mathbf{Z}_+$. Approach using orthogonal polynomials. II”, Teor. Veroyatnost. i Primenen., 69:3 (2024), 439–458; Theory Probab. Appl., 69:3 (2024), 346–360
Citation in format AMSBIB
\Bibitem{Lyu24}
\by A.~V.~Lyulintsev
\paper Markov branching random walks on $\mathbf{Z}_+$. Approach using orthogonal polynomials. II
\jour Teor. Veroyatnost. i Primenen.
\yr 2024
\vol 69
\issue 3
\pages 439--458
\mathnet{http://mi.mathnet.ru/tvp5688}
\crossref{https://doi.org/10.4213/tvp5688}
\transl
\jour Theory Probab. Appl.
\yr 2024
\vol 69
\issue 3
\pages 346--360
\crossref{https://doi.org/10.1137/S0040585X97T991970}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85208967686}
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  • https://www.mathnet.ru/eng/tvp5688
  • https://doi.org/10.4213/tvp5688
  • https://www.mathnet.ru/eng/tvp/v69/i3/p439
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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