Extinction behavior and recurrence of n-type Markov branching–immigration processes

Abstract

Abstract In this paper, we consider n-type Markov branching–immigration processes. The uniqueness criterion is first established. Then, we construct a related system of differential equations based on the branching property. Furthermore, the explicit expression of extinction probability and the mean extinction time are successfully obtained in the absorbing case by using the unique solution of the related system of differential equations and Kolmogorov forward equations. Finally, the recurrence and ergodicity criteria are given if the zero state 0 is not absorbing.

Keywords

• System of differential equations
• Kolmogorov forward equation
• n-type Markov branching–immigration process
• Extinction Probability
• Recurrence