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arXiv · 1711.05674

On laws of large numbers in $L^2$ for supercritical branching Markov processes beyond $λ$-positivity

Matthieu Jonckheere·Santiago Saglietti
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Abstract

We give necessary and sufficient conditions for laws of large numbers to hold in $L^2$ for the empirical measure of a large class of branching Markov processes, including $λ$-positive systems but also some $λ$-transient ones, such as the branching Brownian motion with drift and absorption at $0$. This is a significant improvement over previous results on this matter, which had only dealt so far with $λ$-positive systems. Our approach is purely probabilistic and is based on spinal decompositions and many-to-few lemmas. In addition, we characterize when the limit in question is always strictly positive on the event of survival, and use this characterization to derive a simple method for simulating (quasi-)stationary distributions.

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Matthieu Jonckheere, Santiago Saglietti. 2017-11-15. On laws of large numbers in $L^2$ for supercritical branching Markov processes beyond $λ$-positivity. https://arxiv.org/abs/1711.05674

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