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This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
Asymptotic behavior of the extinction probabilitiesfor stopped branching processes
B. A. Sevast'yanov Steklov Mathematical Institute, Russian Academy of Sciences
Abstract:
The initial multitype Galton–Watson branching process $$ \mu(t)=(\mu_1(t),\mu_2(t),\dots,\mu_m(t)), \qquad t=0,1,2,\dots, $$ generates a stopped branching process $\xi(t)$, if the evolution of $\mu(t)$ is ‘`frozen’ when it hits a finite set $S$. It is assumed that the initial branching process $\mu(t)$ is subcritical and indecomposable. We prove that the extinction probability $$ q_r^n=\lim_{t\to\infty}\mathsf{P}\{\xi(t)=r\mid\xi(0)=n\} $$ is asymptotically approaching, for any $r=(r_1,r_2\ldots r_m)\in S$, $n=(n_1\ldots n_m)\notin S$ for $\overline n=n_1+\dots+n_m\to\infty$, $n_i/\overline n\to a_i$, a function which is periodic in $\log_{1/R}\overline n$ with period 1. Here $R < 1$ is the Perron root of the mean matrix of the initial subcritical branching process $\mu(t)=(\mu_1(t),\mu_2(t)\ldots \mu_m(t))$ with elements $A_{ij}=\mathsf{E}\{\mu_j(1)\mid\mu(0)=e(i)\}$, and $e(i)=(\delta_{i1},\delta_{i2},\dots,\delta_{im})$, where $\delta_{ij}$ is the Kronecker symbol.
Keywords:
multitype Galton–Watson branching process, indecomposable branching process, subcritical branching process, stopped branching process, extinction probabilities.
Received: 04.12.1997
Citation:
B. A. Sevast'yanov, “Asymptotic behavior of the extinction probabilitiesfor stopped branching processes”, Teor. Veroyatnost. i Primenen., 43:2 (1998), 390–397; Theory Probab. Appl., 43:2 (1999), 315–322
Linking options:
https://www.mathnet.ru/eng/tvp1476https://doi.org/10.4213/tvp1476 https://www.mathnet.ru/eng/tvp/v43/i2/p390
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