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Sojourn times in a finite set of states of Markov branching processes and the probabilities of extinction of a modified Galton–Watson process
B. A. Sevast'yanov
Abstract:
In a multi-type branching Galton–Watson process $\mathcal B$, we choose a finite set of states $S$.
It is well known that the number of particles $\mu(t)$ at time $t$ in any non-trivial branching process tends with probability one to zero or infinity as $t\to\infty$. Let $\nu_i$ be the number of moments $t$ of discrete time when $\mu(t)$ is equal to the $i$th state of the set $S$. In the first section we prove that the generating function of the multidimensional distribution of $\nu_1,\nu_2,\dots,\nu_r$ is rational. In the second section, for the degenerate Markov branching process $\mathcal B_c$ with particles of one type we find the Laplace transform of the sojourn times $\tau_1,\tau_2,\dots,\tau_r$, or the times of occupation of the states of
the set $S=\{1,2,\dots,r\}$. In the third section, we give a method to evaluate the extinction probabilities of a modification $\mathcal B^*$ of the branching process $\mathcal B$.
This research was supported by the Russian Foundation for Basic Research, grants 99–0100012, 00–15–96136, and by INTAS–RFBR, grant 99–01317.
Received: 01.11.2000
Citation:
B. A. Sevast'yanov, “Sojourn times in a finite set of states of Markov branching processes and the probabilities of extinction of a modified Galton–Watson process”, Diskr. Mat., 12:4 (2000), 39–45; Discrete Math. Appl., 10:6 (2000), 535–541
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https://www.mathnet.ru/eng/dm355https://doi.org/10.4213/dm355 https://www.mathnet.ru/eng/dm/v12/i4/p39
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Abstract page: | 416 | Full-text PDF : | 192 | References: | 59 | First page: | 3 |
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