English

A pathwise iterative approach to the extinction of branching processes with countably many types

Probability 2017-12-15 v3

Abstract

We consider the extinction events of Galton-Watson processes with countably infinitely many types. In particular, we construct truncated and augmented Galton-Watson processes with finite but increasing sets of types. A pathwise approach is then used to show that, under some sufficient conditions, the corresponding sequence of extinction probability vectors converges to the global extinction probability vector of the Galton-Watson processes with countably infinitely many types. This gives rise to a number of iterative methods for the computation of the global extinction probability vector.

Keywords

Cite

@article{arxiv.1605.03069,
  title  = {A pathwise iterative approach to the extinction of branching processes with countably many types},
  author = {Peter Braunsteins and Geoffrey Decrouez and Sophie Hautphenne},
  journal= {arXiv preprint arXiv:1605.03069},
  year   = {2017}
}

Comments

35 pages, 11 figures; References 4 and 6 updated