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Exponential ergodicity of CBIRE-processes with competition and catastrophes

Author

Listed:
  • Chen, Shukai
  • Fang, Rongjuan
  • Ji, Lina
  • Wang, Jian

Abstract

We establish the exponential ergodicity in a weighted total variation distance of continuous-state branching processes with immigration in random environments with competition and catastrophes, under a Lyapunov-type condition and other mild assumptions. The proof is based on a Markov coupling process along with some delicate estimates for the associated coupling generator. In particular, the main result indicates whether and how the competition mechanism, the random environment and the catastrophe could balance the branching mechanism respectively to guarantee the exponential ergodicity of the processes.

Suggested Citation

  • Chen, Shukai & Fang, Rongjuan & Ji, Lina & Wang, Jian, 2026. "Exponential ergodicity of CBIRE-processes with competition and catastrophes," Stochastic Processes and their Applications, Elsevier, vol. 192(C).
    • Handle: RePEc:eee:spapps:v:192:y:2026:i:c:s0304414925002510
    DOI: 10.1016/j.spa.2025.104807
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    References listed on IDEAS

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