Matija Vidmar: Some harmonic functions for killed Markov branching processes with immigration and culling

V četrtek, 24. oktobra 2019, ob 14:15 bo v predavalnici 2.03 Fakultete za matematiko in fiziko Univerze v Ljubljani na Jadranski ulici 21 v Ljubljani potekalo predavanje Matije Vidmarja z naslovom  Some harmonic functions for killed Markov branching processes with immigration and culling.

Povzetek: For a continuous-time Bienaymé-Galton-Watson process, X, with immigration and culling, 0 as an absorbing state, call X^q the process that results from killing X at rate q>0, followed by stopping it on extinction or explosion. Then an explicit identification of the relevant harmonic functions of X^q allows to determine the Laplace transforms (at argument q) of the first passage times downwards and of the explosion time for X. Strictly speaking, this is accomplished only when the killing rate q is sufficiently large (but always when the branching mechanism is not supercritical or if there is no culling). In particular, taking the limit in q at 0+ (whenever possible) yields the passage downwards and explosion probabilities for X. A number of other consequences of these results are presented. As an application, an optimal population control problem is explicitly solved.