Exponential Ergodicity of CBIRE-Processes with Competition and Catastrophes
Fuente:
arXiv
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866910316684640256 |
|---|---|
| author | Chen, Shukai Fang, Rongjuan Ji, Lina Wang, Jian |
| author_facet | Chen, Shukai Fang, Rongjuan Ji, Lina Wang, Jian |
| contents | We establish the exponential ergodic property in a weighted total variation distance of continuous-state branching processes with immigration in random environments with competition and catastrophes, under a Lyapunov-type condition and other mild assumptions. The proof is based on a Markov coupling process along with some delicate estimates for the associated coupling generator. In particular, the main result indicates whether and how the competition mechanism, the environment and the catastrophe could balance the branching mechanism respectively to guarantee the exponential ergodicity of the process. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_01449 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Exponential Ergodicity of CBIRE-Processes with Competition and Catastrophes Chen, Shukai Fang, Rongjuan Ji, Lina Wang, Jian Probability We establish the exponential ergodic property in a weighted total variation distance of continuous-state branching processes with immigration in random environments with competition and catastrophes, under a Lyapunov-type condition and other mild assumptions. The proof is based on a Markov coupling process along with some delicate estimates for the associated coupling generator. In particular, the main result indicates whether and how the competition mechanism, the environment and the catastrophe could balance the branching mechanism respectively to guarantee the exponential ergodicity of the process. |
| title | Exponential Ergodicity of CBIRE-Processes with Competition and Catastrophes |
| topic | Probability |
| url | https://arxiv.org/abs/2402.01449 |