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Spinal constructions for continuous type-space branching processes with interactions (2309.15449v2)

Published 27 Sep 2023 in math.PR

Abstract: We consider branching processes describing structured, interacting populations in continuous time. Dynamics of each individuals characteristics and branching properties can be influenced by the entire population. We propose a Girsanov-type result based on a spinal construction, and establish a many-to-one formula. By combining this result with the spinal decomposition, we derive a generalized continuous-time version of the Kesten-Stigum theorem that incorporates interactions. Additionally, we propose an alternative approach of the spine construction for exact simulations of stochastic size-dependent populations.

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Authors (1)

  1. Charles Medous
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