Abstract:
We consider a continuous-time homogeneous Markov process on the state space
$\mathbf{Z}_+=\{0,1,2,\dots\}$. The process is interpreted as the motion of
a particle. A particle may transit only to neighboring points $\mathbf{Z}_+$,
i.e., for each single motion of the particle, its coordinate changes by 1.
The process is equipped with a branching mechanism. Branching sources may be
located at each point of $\mathbf{Z}_+$. At a moment of branching, new
particles appear at the branching point and then evolve independently of each
other (and of the other particles) by the same rules as the initial particle.
To such a branching Markov process there corresponds a Jacobi matrix. In
terms of orthogonal polynomials corresponding to this matrix, we obtain
formulas for the mean number of particles at an arbitrary fixed point
of $\mathbf{Z}_+$ at time $t>0$. The results obtained are applied to some
concrete models, an exact value for the mean number of particles in terms of
special functions is given, and an asymptotic formula for this quantity for
large time is found.
Keywords:Markov branching process, branching random walks, Jacobi matrix, orthogonal polynomial.
Citation:
A. V. Lyulintsev, “Markov branching random walks on $\mathbf{Z}_+$. Approach using orthogonal polynomials”, Teor. Veroyatnost. i Primenen., 69:1 (2024), 91–111; Theory Probab. Appl., 69:1 (2024), 71–87