scholarly journals On the extinction times of varying and random environment branching processes

1975 ◽  
Vol 12 (01) ◽  
pp. 39-46 ◽  
Author(s):  
Alan Agresti
Keyword(s):  
Random Environment ◽  
Branching Process ◽  
Branching Processes ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Extinction Time ◽  
Probability Of Extinction ◽  
Stochastically Bounded ◽  
Necessary And Sufficient ◽  
Varying Environment

Bounds are derived for the probability of extinction by the nth generation for a branching process in a varying environment. From these bounds, necessary and sufficient conditions are established for such a process to become extinct with probability one. The extinction time of a random environment branching process in which the environmental random variables are independent but not necessarily identically distributed is stochastically bounded by the extinction times of two varying environment processes.

scholarly journals On the extinction times of varying and random environment branching processes

1975 ◽  
Vol 12 (1) ◽  
pp. 39-46 ◽  
Author(s):  
Alan Agresti
Keyword(s):  
Random Environment ◽  
Branching Process ◽  
Branching Processes ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Extinction Time ◽  
Probability Of Extinction ◽  
Stochastically Bounded ◽  
Necessary And Sufficient ◽  
Varying Environment

Bounds are derived for the probability of extinction by the nth generation for a branching process in a varying environment. From these bounds, necessary and sufficient conditions are established for such a process to become extinct with probability one. The extinction time of a random environment branching process in which the environmental random variables are independent but not necessarily identically distributed is stochastically bounded by the extinction times of two varying environment processes.

scholarly journals Multitype branching processes in random environments

1971 ◽  
Vol 8 (1) ◽  
pp. 17-31 ◽  
Author(s):  
Edward W. Weissner
Keyword(s):  
Random Environment ◽  
Branching Process ◽  
Branching Processes ◽  
Sufficient Conditions ◽  
Random Environments ◽  
Restrictive Assumption ◽  
Multitype Branching Processes ◽  
Watson Process ◽  
Necessary And Sufficient

Consider the classical Galton-Watson process described by Harris ((1963), Chapter 1). Recently this model has been generalized in Smith (1968), Smith and Wilkinson (1969), and Wilkinson (1967). They removed the restrictive assumption that the particles always divide in accordance with the same p.g.f. Instead, they assumed that at each unit of time, Nature be allowed to choose a p.g.f. from a class of p.g.f.'s, independently of the population, past and present, and the previously selected p.g.f.'s, which would then be assigned to the present population. Each particle of the present population would then split, independently of the others, in accordance with the selected p.g.f. This process, called a branching process in a random environment (BPRE), is clearly more applicable than the Galton-Watson process. Moreover, Smith and Wilkinson have found necessary and sufficient conditions for almost certain extinction of the BPRE which are almost as easy to verify as those for the Galton-Watson process.

scholarly journals Multitype branching processes in random environments

1971 ◽  
Vol 8 (01) ◽  
pp. 17-31 ◽  
Author(s):  
Edward W. Weissner
Keyword(s):  
Random Environment ◽  
Branching Process ◽  
Branching Processes ◽  
Sufficient Conditions ◽  
Random Environments ◽  
Restrictive Assumption ◽  
Multitype Branching Processes ◽  
Watson Process ◽  
Necessary And Sufficient

Consider the classical Galton-Watson process described by Harris ((1963), Chapter 1). Recently this model has been generalized in Smith (1968), Smith and Wilkinson (1969), and Wilkinson (1967). They removed the restrictive assumption that the particles always divide in accordance with the same p.g.f. Instead, they assumed that at each unit of time, Nature be allowed to choose a p.g.f. from a class of p.g.f.'s, independently of the population, past and present, and the previously selected p.g.f.'s, which would then be assigned to the present population. Each particle of the present population would then split, independently of the others, in accordance with the selected p.g.f. This process, called a branching process in a random environment (BPRE), is clearly more applicable than the Galton-Watson process. Moreover, Smith and Wilkinson have found necessary and sufficient conditions for almost certain extinction of the BPRE which are almost as easy to verify as those for the Galton-Watson process.

On the extinction time distribution of a branching process in varying environments

1980 ◽  
Vol 12 (2) ◽  
pp. 350-366 ◽  
Author(s):  
Tetsuo Fujimagari
Keyword(s):  
Generating Functions ◽  
Branching Process ◽  
Branching Processes ◽  
Sufficient Conditions ◽  
Tail Probability ◽  
Upper Bounds ◽  
Upper And Lower Bounds ◽  
Extinction Time ◽  
Asymptotic Formulae ◽  
Varying Environments

The extinction time distributions of a class of branching processes in varying environments are considered. We obtain (i) sufficient conditions for the extinction probability q = 1 or q < 1; (ii) asymptotic formulae for the tail probability of the extinction time if q = 1; and (iii) upper bounds for 1 – q if q < 1. To derive these results, we give upper and lower bounds for the tail probability of the extinction time. For the proofs, we use a method that compares probability generating functions with fractional linear generating functions.

Large deviations of branching process in a random environment

2021 ◽  
Vol 31 (4) ◽  
pp. 281-291
Author(s):  
Aleksandr V. Shklyaev
Keyword(s):  
Difference Equation ◽  
Large Deviations ◽  
Random Environment ◽  
Branching Process ◽  
Branching Processes ◽  
Random Variables ◽  
Asymptotic Formulas ◽  
Random Difference Equation ◽  
Random Difference ◽  
Independent Identically Distributed

Abstract In this first part of the paper we find the asymptotic formulas for the probabilities of large deviations of the sequence defined by the random difference equation Y n+1=A n Y n + B n , where A 1, A 2, … are independent identically distributed random variables and B n may depend on { ( A k , B k ) , 0 ⩽ k < n } $ \{(A_k,B_k),0\leqslant k \lt n\} $ for any n≥1. In the second part of the paper this results are applied to the large deviations of branching processes in a random environment.

On the extinction time distribution of a branching process in varying environments

1980 ◽  
Vol 12 (02) ◽  
pp. 350-366 ◽  
Author(s):  
Tetsuo Fujimagari
Keyword(s):  
Generating Functions ◽  
Branching Process ◽  
Branching Processes ◽  
Sufficient Conditions ◽  
Tail Probability ◽  
Upper Bounds ◽  
Upper And Lower Bounds ◽  
Extinction Time ◽  
Asymptotic Formulae ◽  
Varying Environments

The extinction time distributions of a class of branching processes in varying environments are considered. We obtain (i) sufficient conditions for the extinction probability q = 1 or q &lt; 1; (ii) asymptotic formulae for the tail probability of the extinction time if q = 1; and (iii) upper bounds for 1 – q if q &lt; 1. To derive these results, we give upper and lower bounds for the tail probability of the extinction time. For the proofs, we use a method that compares probability generating functions with fractional linear generating functions.

Sums of i.i.d. random variables and an application to the explosion criterion for markov branching processes

1982 ◽  
Vol 19 (01) ◽  
pp. 29-38 ◽  
Author(s):  
H.-J. Schuh
Keyword(s):  
Continuous Time ◽  
Branching Processes ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Necessary And Sufficient Conditions ◽  
Probabilistic Proof ◽  
Necessary And Sufficient

We give necessary and sufficient conditions for in terms of , where Sn is the sum of n i.i.d. random variables with values in]0, ∞[, and A ≧ 0. We use these results to give a probabilistic proof of the ‘explosion criterion' for continuous-time Markov branching processes, which is usually shown analytically.

Sums of i.i.d. random variables and an application to the explosion criterion for markov branching processes

1982 ◽  
Vol 19 (1) ◽  
pp. 29-38 ◽  
Author(s):  
H.-J. Schuh
Keyword(s):  
Continuous Time ◽  
Branching Processes ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Necessary And Sufficient Conditions ◽  
Probabilistic Proof ◽  
Necessary And Sufficient

We give necessary and sufficient conditions for in terms of , where Sn is the sum of n i.i.d. random variables with values in]0, ∞[, and A ≧ 0. We use these results to give a probabilistic proof of the ‘explosion criterion' for continuous-time Markov branching processes, which is usually shown analytically.

Some Contributions to the Theory of Near-Critical Bisexual Branching Processes

2007 ◽  
Vol 44 (02) ◽  
pp. 492-505
Author(s):  
M. Molina ◽  
M. Mota ◽  
A. Ramos
Keyword(s):  
Branching Process ◽  
Branching Processes ◽  
Sufficient Conditions ◽  
Positive Probability ◽  
Limit Laws ◽  
Bisexual Branching Processes ◽  
Probabilistic Evolution

We investigate the probabilistic evolution of a near-critical bisexual branching process with mating depending on the number of couples in the population. We determine sufficient conditions which guarantee either the almost sure extinction of such a process or its survival with positive probability. We also establish some limiting results concerning the sequences of couples, females, and males, suitably normalized. In particular, gamma, normal, and degenerate distributions are proved to be limit laws. The results also hold for bisexual Bienaymé–Galton–Watson processes, and can be adapted to other classes of near-critical bisexual branching processes.

The extinction time of a general birth and death process with catastrophes

1986 ◽  
Vol 23 (04) ◽  
pp. 851-858 ◽  
Author(s):  
P. J. Brockwell
Keyword(s):  
Laplace Transform ◽  
Size Distribution ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Death Process ◽  
Extinction Time ◽  
Birth And Death Process ◽  
Different Types ◽  
The Laplace Transform ◽  
Necessary And Sufficient

The Laplace transform of the extinction time is determined for a general birth and death process with arbitrary catastrophe rate and catastrophe size distribution. It is assumed only that the birth rates satisfyλ0= 0,λj&gt; 0 for eachj&gt; 0, and. Necessary and sufficient conditions for certain extinction of the population are derived. The results are applied to the linear birth and death process (λj=jλ, µj=jμ) with catastrophes of several different types.

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