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Zbl 0642.92012
Pakes, Anthony G.
Limit theorems for the population size of a birth and death process allowing catastrophes.
(English)
[J] J. Math. Biol. 25, 307-325 (1987). ISSN 0303-6812; ISSN 1432-1416/e

A quite general linear birth and death process with catastrophes $X\sb t(BDCP)$, which is a continuous-time right-continuous random walk on $\{$ 0,1,2,...$\}$ with instantaneous jump rates proportional to $X\sb t$, is considered. {\it I. I. Ezhov} and {\it V. N. Reshetnyak} [Ukr. Mat. Zh. 35, No.1, 31-36 (1983; Zbl 0531.60081); English translation in Ukr. Math. J. 35, 28-33 (1983)] formulated that process and studied the tail behaviour of the extinction time T, obtaining, in the way, an identity relating $P(T>t\vert X\sb 0=1)$ to a similar quantity for a certain Markov branching process (MBP) $\hat X\sb t$. The connection is shown to be deeper, the transition probabilities of the two processes also being closely related. \par Such a relation is used to obtain new properties of the BDCP or similar properties to those obtained by Ezhov and Reshetnyak under weaker conditions. In particular, $E(X\sb t\vert X\sb 0=i)$, $P(X\sb t>0\vert X\sb 0=i)$ are studied, along with their asymptotic behaviour as $t\to \infty$. The limiting distribution of $X\sb t$ is obtained, in some cases conditioned on non-extinction. A Q-process corresponding to the BDCP is shown to exist under mild regularity assumptions and its limiting behaviour is studied.
[C.A.Braumann]
MSC 2000:
*92D25 Population dynamics
60J27 Markov chains with continuous parameter
60J80 Branching processes

Keywords: population model; limit theorems; general linear birth and death process with catastrophes; continuous-time right-continuous random walk; limiting distribution; Q-process

Citations: Zbl 0531.60081

Cited in: Zbl 0693.60061 Zbl 0721.60093

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Scientific prize winners of the ICM 2010
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Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

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