Linear competition processes and generalized Polya urns with removals

Abstract: A competition process is a continuous time Markov chain that can be interpreted as a system of interacting birth-and-death processes, the components of which evolve subject to a competitive interaction. This paper is devoted to the study of the long-term behaviour of such a competition process, where a component of the process increases with a linear birth rate and decreases with a rate given by a linear function of other components. A zero is an absorbing state for each component, that is, when a component becomes zero, it stays zero forever (and we say that this component becomes extinct). We show that, with probability one, eventually only a random subset of non-interacting components of the process survives. A similar result also holds for the relevant generalized Polya urn model with removals.