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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2024 Volume 69, Issue 3, Pages 439–458 (Mi tvp5688)

This article is cited in 1 paper

Markov branching random walks on $\mathbf{Z}_+$. Approach using orthogonal polynomials. II

A. V. Lyulintsev

St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences

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.

Keywords: Markov branching process, branching random walk, Jacobi matrix, orthogonal polynomial, unbounded spectrum.

Received: 30.10.2023

DOI: 10.4213/tvp5688


 English version:
Theory of Probability and its Applications, 2024, 69:3, 346–360

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© Steklov Math. Inst. of RAS, 2025