Additional aspects of the generalized linear-fractional branching process
Abstract
We derive some additional results on the Bienyam\'e-Galton-Watson branching process with linear fractional branching mechanism, as studied in \cite{Sag}. This includes: the explicit expression of the limit laws in both the sub-critical cases and the super-critical cases with finite mean, the long-run behavior of the population size in the critical case, limit laws in the super-critical cases with infinite mean when the -process is either regular or explosive, results regarding the time to absorption, an expression of the probability law of the -branching mechanism involving Bell polynomials, the explicit computation of the stochastic transition matrix of the process, together with its powers.
Cite
@article{arxiv.1607.01915,
title = {Additional aspects of the generalized linear-fractional branching process},
author = {Nicolas Grosjean and Thierry Huillet},
journal= {arXiv preprint arXiv:1607.01915},
year = {2016}
}
Comments
To appear in Annals of the Institute of Statistical Mathematics