Comparisons for measure valued processes with interactions
نویسندگان
چکیده
منابع مشابه
Comparisons for Measure Valued Processes with Interactions
This paper considers some measure-valued processes {Xt : t ∈ [0, T ]} based on an underlying critical branching particle structure with random branching rates. In the case of constant branching these processes are Dawson-Watanabe processes. Sufficient conditions on functionals Φ of the process are given that imply that the expectations E(Φ(XT )) are comparable to the constant branching case. Ap...
متن کاملRandom Measures and Measure-Valued Processes
The question of “levels of selection” has received a great deal of attention and controversy in the biological literature but relatively little attention in the mathematical literature. In this lecture we brie y review some background and formulate some models of multitype populations undergoing mutation and selection including multilevel selection. The main tool is a related dual processes whi...
متن کاملLimit Theorems for Some Branching Measure-valued Processes
We consider a particle system in continuous time, discrete population, with spatial motion and nonlocal branching. The offspring’s weights and their number may depend on the mother’s weight. Our setting captures, for instance, the processes indexed by a Galton-Watson tree. Using a size-biased auxiliary process for the empirical measure, we determine this asymptotic behaviour. We also obtain a l...
متن کاملMeasure-Valued Differentiation for Stochastic Processes: The Finite Horizon Case
This paper addresses the problem of sensitivity analysis for finite horizon performance measures of general Markov chains. We derive closed form expressions and associated unbiased gradient estimators for derivatives of finite products of Markov kernels by measure-valued differentiation (MVD). In the MVD setting, derivatives of Markov kernels, called D-derivatives, are defined with respect to a...
متن کاملThe Compact Support Property for Measure-valued Processes
The purpose of this article is to give a rather thorough understanding of the compact support property for measure-valued processes corresponding to semi-linear equations of the form ut = Lu+ βu− αu p in R × (0,∞), p ∈ (1, 2]; u(x, 0) = f(x) in R; u(x, t) ≥ 0 in R × [0,∞). In particular, we shall investigate how the interplay between the underlying motion (the diffusion process corresponding to...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2003
ISSN: 0091-1798
DOI: 10.1214/aop/1055425794