A $\lambda$-invariant measure of a sub-Markov chain is a left eigenvector of its transition matrix of eigenvalue $\lambda$. In this article, we give an explicit integral representation of the $\lambda$-invariant measures of subcritical Bienaymé–Galton–Watson processes killed upon extinction, that is, upon hitting the origin. In particular, this characterizes all quasi-stationary distributions of these processes. Our formula extends the Kesten–Spitzer formula for the (1-)invariant measures of such a process and can be interpreted as the identification of its minimal $\lambda$-Martin entrance boundary for all $\lambda$. In the particular case of quasi-stationary distributions, we also present an equivalent characterization in terms of semi-stable subordinators.
Unlike Kesten and Spitzer’s arguments, our proofs are elementary and do not rely on Martin boundary theory.
"The $\lambda$-invariant measures of subcritical Bienaymé–Galton–Watson processes." Bernoulli 24 (1) 297 - 315, February 2018. https://doi.org/10.3150/16-BEJ877