Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 1961, Volume 6, Issue 1, Pages 31–46 (Mi tvp4746)  

This article is cited in 4 scientific papers (total in 4 papers)

Transient Phenomena in Branching Stochastic Processes

V. P. Chistyakov

Moscow
Abstract: Let $\mu _k (t)=\{\mu _{k_1}(t),\dots,\mu _{kn}(t)\} $ be a branching process with $n$ types of particles and let
$$\mathbf P\left\{\mu _{kj}(t)=\omega_j,j=1,\dots,n\right\}=\delta_k^\omega+p_k^\omega t+o(t),\quad k=1, \dots,n,$$
when $t\to 0$. Here $\omega=\{\omega_1,\dots,\omega_n\},\delta_k^\omega=1$ for $\omega_k=1,\omega_j=0, j\ne k$, and $\delta_k^\omega=0$ in other cases. We define the generating functions by $f_k\left({x_1, \dots x_n}\right)=\sum {p_k^\omega x_1^{\omega_1}\dots x_n^{\omega_n}},k=1,\dots,n,$ and denote factorial moments by
$$a_{kj}=\frac{\partial f_k}{\partial x_j}\biggr|_{x=1},\quad b_{ij}^k=\frac{\partial^2f_k}{\partial x_i\partial x_j}\biggr|_{x=1},\quad c_{ijl}^{(k)}= \frac{\partial^3f_k}{\partial x_i\partial x_j\partial x_l}\biggr|_{x=1}.$$
Let $\mathfrak{A}$ be the compact set of an undecomposable matrix $a=\|{a_{kj}}\|,k,j=1,\dots,n,\lambda=\max_{1\leq i\leq n}(\operatorname{Re} \lambda_i)$, where the numbers $\lambda _i$ satisfy the equality $|{a-\lambda_i E}|=0$ (Ebeing the unity matrix) and let $v=\left\{v_i\right\}_{i=1}^n,u=\left\{u_i\right\}_{i=1}^n$ satisfy the equalities
$$au= \lambda u,\quad va=\lambda v,\quad\sum\limits_{k=1}^n{v_k^2=1,}\quad\sum\limits_{k=1}^n {u_k v_k=1}.$$

Let $\mathrm K(\mathfrak{A},B,c)$ be a class of $\{f_k (x)\}$ with $a\in \mathfrak{A},0<\delta<\sum\nolimits_{i,j,k=1}{b_{ij}^{(k)}}<B<\infty,c_{i,j,l}^{(k)}<c<\infty$. The following asymptotic formula for $t\to\infty,\lambda\to0$ holds true uniformly for all $\{{f_k}\}\in\mathrm K$
$$1-\mathbf P\{\mu_{ij}(t)=0,j=1,\dots,n\bigl|\mu_i>0\}\sim\mu_i k(t,\lambda,0),$$
where $k(t,\lambda ,x)$ is given by (7), $\mu _i \sum\nolimits_{j=1}^n{\mu _{ij}(t)}$. The probability distributions
$$S_k^{(t)}(y_1,\dots y_n)=\mathbf P\left\{\frac{\mu_{kj}(t)}{\mathbf M\{\mu _{kj}|\mu_k<0\}}<y_j,j=1,\dots,n,y_j ,j=1,\dots,n\bigr|\mu _k > 0\right\}$$
converge to an exponential distribution as $t \to \infty ,\lambda \to 0$, uniformly for all $\{f_k\}\in\mathrm K$.
Received: 18.11.1959
English version:
Theory of Probability and its Applications, 1961, Volume 6, Issue 1, Pages 27–41
DOI: https://doi.org/10.1137/1106002
Document Type: Article
Language: Russian
Citation: V. P. Chistyakov, “Transient Phenomena in Branching Stochastic Processes”, Teor. Veroyatnost. i Primenen., 6:1 (1961), 31–46; Theory Probab. Appl., 6:1 (1961), 27–41
Citation in format AMSBIB
\Bibitem{Chi61}
\by V.~P.~Chistyakov
\paper Transient Phenomena in Branching Stochastic Processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1961
\vol 6
\issue 1
\pages 31--46
\mathnet{http://mi.mathnet.ru/tvp4746}
\transl
\jour Theory Probab. Appl.
\yr 1961
\vol 6
\issue 1
\pages 27--41
\crossref{https://doi.org/10.1137/1106002}
Linking options:
  • https://www.mathnet.ru/eng/tvp4746
  • https://www.mathnet.ru/eng/tvp/v6/i1/p31
  • This publication is cited in the following 4 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
    Statistics & downloads:
    Abstract page:143
    Full-text PDF :66
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024