Birth and death processes on certain random trees: classification and stationary laws

被引:4
作者
Fayolle, G
Krikun, M
Lasgouttes, JM
机构
[1] Inst Natl Rech Informat & Automat, F-78153 Le Chesnay, France
[2] Moscow MV Lomonosov State Univ, Fac Math & Mech, LLRS, Moscow 119899, Russia
[3] EURANDOM, Eindhoven, Netherlands
关键词
random trees; ergodicity; transience; nonlinear differential equations; phase transition;
D O I
10.1007/s00440-003-0311-1
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The main substance of the paper concerns the growth rate and the classification (ergodicity, transience) of a family of random trees. In the basic model, new edges appear according to a Poisson process of parameter lambda and leaves can be deleted at a rate mu. The main results lay the stress on the famous number e. A complete classification of the process is given in terms of the intensity factor rho=lambda/mu: it is ergodic if rholess than or equal toe(-1), and transient if rho>e(-1). There is a phase transition phenomenon: the usual region of null recurrence (in the parameter space) here does not exist. This fact is rare for countable Markov chains with exponentially distributed jumps. Some basic stationary laws are computed, e.g. the number of vertices and the height. Various bounds, limit laws and ergodic-like theorems are obtained, both for the transient and ergodic regimes. In particular, when the system is transient, the height of the tree grows linearly as the time t-->infinity, at a rate which is explicitly computed. Some of the results are extended to the so-called multiclass model.
引用
收藏
页码:386 / 418
页数:33
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