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Коллоквиум Факультета компьютерных наук НИУ ВШЭ
22 сентября 2015 г. 16:40–18:00, г. Москва, Покровский бульвар 11
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Extinction probabilities of branching processes with infinitely many types
ab a École Polytechnique Fédérale de Lausanne
b University of Melbourne, Department of Mathematics and Statistics
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Аннотация:
We present some iterative methods for computing the global and partial extinction probability vectors for branching processes with countably infinitely many types. The probabilistic interpretation of these methods involves truncated branching processes with finite sets of types and modified progeny generating functions. Simple probabilistic arguments and coupling methods are used to prove the convergence of the algorithms. In addition, we discuss extinction criteria for global and partial extinction.
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