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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 3, Pages 556–564 (Mi tvp3454)  

This article is cited in 2 scientific papers (total in 2 papers)

Extinction probabilities for branching processes bounded from below

B. A. Sevast'yanov

Steklov Mathematical Institute, Russian Academy of Sciences
Full-text PDF (439 kB) Citations (2)
Abstract: Galton–Watson branching processes bounded from below by a barrier $m$ are considered. These processes become extinct while hitting the states $r=0,1,2,\dots,m$. The extinction probabilities $q_{mr}^{(n)}(t)$, of such a process up to the moment $t$ at the point $r$, are presented in the form of some finite sums (2) provided this process starts from the state $n$. For the case $m=1$ and $r=0,1$ the extinction probabilities $q_{1r}^{(n)}=\lim_{t\to\infty}q_{1r}^{(n)} (t)$ are written as the sum of series (16). The asymptotic behavior of the probabilities $q_{1r}^{(n)} $ is studied as $n \to \infty $. It is shown that for the subcritical process the probabilities $q_{1r}^{(n)}$ are asymptotically periodic functions in $\log n$ as $n\to\infty$. In the critical case an example is considered in which $q_{1r}^{(n)}$ are given in the form of the series (27); it is shown that in this case $\lim_{n\to\infty}q_{1r}^{(n)}=q_{1r}>0$, $r=0,1$.
Keywords: branching processes, Galton–Watson processes, subcritical, critical, supercritical processes, branching process bounded from below, extinction probabilities.
Received: 02.12.1993
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 3, Pages 495–502
DOI: https://doi.org/10.1137/1140053
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: B. A. Sevast'yanov, “Extinction probabilities for branching processes bounded from below”, Teor. Veroyatnost. i Primenen., 40:3 (1995), 556–564; Theory Probab. Appl., 40:3 (1995), 495–502
Citation in format AMSBIB
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\by B.~A.~Sevast'yanov
\paper Extinction probabilities for branching processes bounded from below
\jour Teor. Veroyatnost. i Primenen.
\yr 1995
\vol 40
\issue 3
\pages 556--564
\mathnet{http://mi.mathnet.ru/tvp3454}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1401985}
\zmath{https://zbmath.org/?q=an:0859.60078}
\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 3
\pages 495--502
\crossref{https://doi.org/10.1137/1140053}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996VN31700008}
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  • https://www.mathnet.ru/eng/tvp/v40/i3/p556
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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