Transients for branching processes with an arbitrary number of types and discrete time

1982 ◽  
Vol 34 (2) ◽  
pp. 160-165
Author(s):  
Ya. I. Eleiko
Keyword(s):  
Discrete Time ◽  
Arbitrary Number ◽  
Branching Processes

scholarly journals Two-Sex Branching Processes with Offspring and Mating in a Random Environment

2009 ◽  
Vol 46 (04) ◽  
pp. 993-1004
Author(s):  
S. Ma ◽  
M. Molina
Keyword(s):  
Mathematical Model ◽  
Probability Distribution ◽  
Discrete Time ◽  
Random Environment ◽  
Generating Functions ◽  
Branching Processes ◽  
Random Vectors ◽  
Environmental Process ◽  
Mating Function ◽  
The Mathematical Model

We introduce a class of discrete-time two-sex branching processes where the offspring probability distribution and the mating function are governed by an environmental process. It is assumed that the environmental process is formed by independent but not necessarily identically distributed random vectors. For such a class, we determine some relationships among the probability generating functions involved in the mathematical model and derive expressions for the main moments. Also, by considering different probabilistic approaches we establish several results concerning the extinction probability. A simulated example is presented as an illustration.

scholarly journals A Limit Theorem for Discrete Galton-Watson Branching Processes with Immigration

2006 ◽  
Vol 43 (01) ◽  
pp. 289-295 ◽  
Author(s):  
Zenghu Li
Keyword(s):  
Limit Theorem ◽  
Weak Convergence ◽  
Discrete Time ◽  
Continuous Time ◽  
Branching Processes ◽  
Sufficient Conditions ◽  
Discrete State ◽  
Simple Set ◽  
Continuous State

We provide a simple set of sufficient conditions for the weak convergence of discrete-time, discrete-state Galton-Watson branching processes with immigration to continuous-time, continuous-state branching processes with immigration.

Asymptotic behavior of near-critical multitype branching processes

1991 ◽  
Vol 28 (03) ◽  
pp. 512-519 ◽  
Author(s):  
Fima C. Klebaner
Keyword(s):  
Asymptotic Behavior ◽  
Population Size ◽  
Discrete Time ◽  
Growth Rates ◽  
Branching Processes ◽  
Sufficient Conditions ◽  
Limiting Distribution ◽  
Size Dependent ◽  
Generalized Gamma ◽  
Multitype Branching Processes

Sufficient conditions for survival and extinction of multitype population-size-dependent branching processes in discrete time are obtained. Growth rates are determined on the set of divergence to infinity. The limiting distribution of a properly normalized process can be generalized gamma, normal or degenerate.

scholarly journals Trajectory Based Market Models for Two Stocks

2021 ◽  
Author(s):  
Dario R. Crisci
Keyword(s):  
Convex Hull ◽  
Discrete Time ◽  
Arbitrary Number ◽  
Financial Data ◽  
Explicit Calculation ◽  
Market Models ◽  
Arbitrary Choice ◽  
Trajectory Models ◽  
Convex Hull Algorithm

This paper studies the explicit calculation of the set of superhedging (and underhedging) portfolios where one asset is used to superhedge another in a discrete time setting. A general operational framework is proposed and trajectory models are defined based on a class of investors characterized by how they operate on financial data leading to potential portfolio rebalances. Trajectory market models will be specified by a trajectory set and a set of portfolios. Beginning with observing charts in an operationally prescribed manner, our trajectory sets will be constructed by moving forward recursively, while our superhedging portfolios are computed through a backwards recursion process involving a convex hull algorithm. The models proposed in this thesis allow for an arbitrary number of stocks and arbitrary choice of numeraire. Although price bounds, V 0 (X0, X2 ,M) ≤ V 0(X0, X2 ,M), will never yield a market misprice, our models will allow an investor to determine the amount of risk associated with an initial investment v.

A branching-process solution of the polydisperse coagulation equation

1984 ◽  
Vol 16 (01) ◽  
pp. 56-69 ◽  
Author(s):  
John L. Spouge
Keyword(s):  
Discrete Time ◽  
Branching Process ◽  
Branching Processes ◽  
Critical Time ◽  
Coagulation Equation ◽  
Multitype Branching Processes ◽  
Irreversible Aggregation ◽  
Image Position ◽  
Supercritical Branching Processes ◽  
Critical Branching Process

The polydisperse coagulation equation models irreversible aggregation of particles with varying masses. This paper uses a one-parameter family of discrete-time continuous multitype branching processes to solve the polydisperse coagulation equation when The critical time tc when diverges corresponds to a critical branching process, while post-critical times t> tc correspond to supercritical branching processes.

Asymptotic behaviour of continuous time, continuous state-space branching processes

1974 ◽  
Vol 11 (04) ◽  
pp. 669-677 ◽  
Author(s):  
D. R. Grey
Keyword(s):  
Asymptotic Behaviour ◽  
State Space ◽  
Discrete Time ◽  
Continuous Time ◽  
Branching Processes ◽  
Discrete State ◽  
Space And Time ◽  
Continuous State Space ◽  
Continuous State ◽  
Discrete State Space

Results on the behaviour of Markov branching processes as time goes to infinity, hitherto obtained for models which assume a discrete state-space or discrete time or both, are here generalised to a model with both state-space and time continuous. The results are similar but the methods not always so.

A theorem on discrete time branching processes allowing immigration

1970 ◽  
Vol 7 (02) ◽  
pp. 446-450 ◽  
Author(s):  
John F. Reynolds
Keyword(s):  
Population Size ◽  
Generating Function ◽  
Discrete Time ◽  
Branching Processes ◽  
Probability Generating Function ◽  
Image Position

We consider a population which evolves at discrete points in time by branching and immigration, and in which each member reproduces independently of all others. Let Fn (x) denote the probability generating function (P.G.F.) of the number of offspring produced by each member of the nth generation, Bn– 1(x) the P.G.F. of the number of immigrants joining the nth generation and Zn the population size in the nth generation. We write

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