A maximum sequence in a critical multitype branching process

1991 ◽  
Vol 28 (4) ◽  
pp. 893-897 ◽  
Author(s):  
Aurel Spåtaru

Let (Zn) be a p-type positively regular and non-singular critical Galton–Watson process with finite second moments. Associated with the spectral radius 1 of the mean matrix of (Zn) consider the right eigenvector u = (u1, · ··, up) > 0, and set . It is shown that lim inf, lim sup whenever Z0 = i, where .

1991 ◽  
Vol 28 (04) ◽  
pp. 893-897
Author(s):  
Aurel Spåtaru

Let (Zn ) be a p-type positively regular and non-singular critical Galton–Watson process with finite second moments. Associated with the spectral radius 1 of the mean matrix of (Zn ) consider the right eigenvector u = (u 1, · ··, up ) > 0, and set . It is shown that lim inf, lim sup whenever Z 0 = i, where .


1976 ◽  
Vol 13 (02) ◽  
pp. 219-230 ◽  
Author(s):  
J. Gani ◽  
I. W. Saunders

This paper is concerned with the parity of a population of yeast cells, each of which may bud, not bud or die. Two multitype models are considered: a Galton-Watson process in discrete time, and its analogous birth-death process in continuous time. The mean number of cells with parity 0, 1, 2, … is obtained in both cases; some simple results are also derived for the second moments of the two processes.


1976 ◽  
Vol 13 (2) ◽  
pp. 219-230 ◽  
Author(s):  
J. Gani ◽  
I. W. Saunders

This paper is concerned with the parity of a population of yeast cells, each of which may bud, not bud or die. Two multitype models are considered: a Galton-Watson process in discrete time, and its analogous birth-death process in continuous time. The mean number of cells with parity 0, 1, 2, … is obtained in both cases; some simple results are also derived for the second moments of the two processes.


2019 ◽  
Vol 23 ◽  
pp. 797-802
Author(s):  
Raphaël Cerf ◽  
Joseba Dalmau

Let A be a primitive matrix and let λ be its Perron–Frobenius eigenvalue. We give formulas expressing the associated normalized Perron–Frobenius eigenvector as a simple functional of a multitype Galton–Watson process whose mean matrix is A, as well as of a multitype branching process with mean matrix e(A−I)t. These formulas are generalizations of the classical formula for the invariant probability measure of a Markov chain.


1975 ◽  
Vol 7 (03) ◽  
pp. 468-494
Author(s):  
H. Hering

We construct an immigration-branching process from an inhomogeneous Poisson process, a parameter-dependent probability distribution of populations and a Markov branching process with homogeneous transition function. The set of types is arbitrary, and the parameter is allowed to be discrete or continuous. Assuming a supercritical branching part with primitive first moments and finite second moments, we prove propositions on the mean square convergence and the almost sure convergence of normalized averaging processes associated with the immigration-branching process.


1974 ◽  
Vol 11 (4) ◽  
pp. 687-694 ◽  
Author(s):  
Jean-Pierre Dion

In this article, we consider maximum likelihood estimators of the initial probabilities and the mean of a supercritical Galton-Watson process; we find for these estimators, as well as for the Lotka-Nagaev estimator of the mean, the asymptotic distributions and deduce confidence intervals. As these results hold even if the independence between individuals of the same generation is not satisfied, application to living populations may be considered.


1989 ◽  
Vol 26 (3) ◽  
pp. 431-445 ◽  
Author(s):  
Fima C. Klebaner

We consider a multitype population-size-dependent branching process in discrete time. A process is considered to be near-critical if the mean matrices of offspring distributions approach the mean matrix of a critical process as the population size increases. We show that if the second moments of offspring distributions stabilize as the population size increases, and the limiting variances are not too large in comparison with the deviation of the means from criticality, then the extinction probability is less than 1 and the process grows arithmetically fast, in the sense that any linear combination which is not orthogonal to the left eigenvector of the limiting mean matrix grows linearly to a limit distribution. We identify cases when the limiting distribution is gamma. A result on transience of multidimensional Markov chains is also given.


1974 ◽  
Vol 6 (02) ◽  
pp. 291-308 ◽  
Author(s):  
Robert Fildes

In a branching process with variable lifetime, introduced by Fildes (1972) define Yjk (t) as the number of particles alive in generation k at time t when the initial particle is born in generation j. A limit law similar to that derived in the Bellman-Harris process is proved where it is shown that Yjk (t) suitably normalised converges in mean square to a random variable which is the limit random variable of Znm–n in the Galton-Watson process (m is the mean number of particles born).


1974 ◽  
Vol 6 (2) ◽  
pp. 291-308 ◽  
Author(s):  
Robert Fildes

In a branching process with variable lifetime, introduced by Fildes (1972) define Yjk(t) as the number of particles alive in generation k at time t when the initial particle is born in generation j. A limit law similar to that derived in the Bellman-Harris process is proved where it is shown that Yjk(t) suitably normalised converges in mean square to a random variable which is the limit random variable of Znm–n in the Galton-Watson process (m is the mean number of particles born).


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