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Abstract
We consider the classical Yaglom limit theorem for a branching Markov process X = (X t, t ≥ 0), with nonlocal branching mechanism in the setting that the mean semigroup is critical, that is, its leading eigenvalue is zero. In particular, we show that there exists a constant c(f ) such that (Formula Presented) where e c(f ) is an exponential random variable with rate c(f ) and the convergence is in distribution. As part of the proof, we also show that the probability of survival decays inversely proportionally to time. Although Yaglom limit theorems have recently been handled in the setting of branching Brownian motion in a bounded domain and superprocesses, (Probab. Theory Related Fields 173 (2019) 999–1062; Electron. Commun. Probab. 23 (2018) 42), these results do not allow for nonlocal branching which complicates the analysis. Our approach and the main novelty of this work is based around a precise result for the scaled asymptotics for the kth martingale moments of X (rather than the Yaglom limit itself).
Original language | English |
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Pages (from-to) | 2373–2408 |
Number of pages | 36 |
Journal | Annals of Probability |
Volume | 50 |
Issue number | 6 |
Early online date | 23 Oct 2022 |
DOIs | |
Publication status | Published - 30 Nov 2022 |
Bibliographical note
The SCH, AEK and MW were supported by EPSRC grant EP/P009220/1.Keywords
- Branching markov process
- Neutron transport equation
- Perron– frobenius decomposition
- Quasi-stationary limit
- Semigroup theory
- Yaglom limit
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
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Mathematical Theory of Radiation Transport: Nuclear Technology Frontiers (MATHRAD):
Pryer, T. (PI), Cox, A. (CoI), Kyprianou, A. (CoI) & Hattam, L. (Researcher)
Engineering and Physical Sciences Research Council
1/01/23 → 30/11/27
Project: Research council
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Stochastic Analysis of the Neutron Transport Equation and Applications to Nuclear Safety
Kyprianou, A. (PI), Cox, A. (CoI) & Harris, S. (CoI)
Engineering and Physical Sciences Research Council
16/05/17 → 31/12/21
Project: Research council