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Quasi-stationary distribution for continuous-state branching processes with competition

Author

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  • Li, Pei-Sen
  • Wang, Jian
  • Zhou, Xiaowen

Abstract

We study quasi-stationary distribution of the continuous-state branching process with competition introduced by Berestycki et al. (2018). This process is defined as the unique strong solution to a stochastic integral equation with jumps. An important example is the logistic branching process proposed by Lambert (2005). We establish the strong Feller property, trajectory Feller property, Lyapunov condition, weak Feller property and irreducibility, respectively. These properties together allow us to prove that if the competition is strong enough near +∞, then there is a unique quasi-stationary distribution, which attracts all initial distributions with exponential rates.

Suggested Citation

  • Li, Pei-Sen & Wang, Jian & Zhou, Xiaowen, 2024. "Quasi-stationary distribution for continuous-state branching processes with competition," Stochastic Processes and their Applications, Elsevier, vol. 177(C).
    • Handle: RePEc:eee:spapps:v:177:y:2024:i:c:s0304414924001637
    DOI: 10.1016/j.spa.2024.104457
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    References listed on IDEAS

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    1. Champagnat, Nicolas & Villemonais, Denis, 2021. "Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 135(C), pages 51-74.
    2. Luo, Dejun & Wang, Jian, 2019. "Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3129-3173.
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