Geometric Branching Reproduction Markov Processes

MODERN STOCHASTICS-THEORY AND APPLICATIONS(2020)

引用 2|浏览1
暂无评分
摘要
We present a model of a continuous-time Markov branching process with the infinitesimal generating function defined by the geometric probability distribution. It is proved that the solution of the backward Kolmogorov equation is expressed by the composition of special functions - Wright function in the subcritical case and Lambert-W function in the critical case. We found the explicit form of conditional limit distribution in the subcritical branching reproduction. In the critical case, the extinction probability and probability mass function are expressed as a series containing Bell polynomial, Stirling numbers, and Lah numbers.
更多
查看译文
关键词
Branching process, Lagrange inversion, Gauss hypergeometric, Wright, Lambert-W functions, extinction probability
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要