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.
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