Hostname: page-component-cd9895bd7-jkksz Total loading time: 0 Render date: 2024-12-21T21:14:11.092Z Has data issue: false hasContentIssue false

Extinction Probabilities of Supercritical Decomposable Branching Processes

Published online by Cambridge University Press:  04 February 2016

Sophie Hautphenne*
Affiliation:
Université Libre de Bruxelles and The University of Melbourne
*
Postal address: Department of Mathematics and Statistics, The University of Melbourne, Parkville, VIC 3010, Australia. Email address: sophiemh@unimelb.edu.au
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

We focus on supercritical decomposable (reducible) multitype branching processes. Types are partitioned into irreducible equivalence classes. In this context, extinction of some classes is possible without the whole process becoming extinct. We derive criteria for the almost-sure extinction of the whole process, as well as of a specific class, conditionally given the class of the initial particle. We give sufficient conditions under which the extinction of a class implies the extinction of another class or of the whole process. Finally, we show that the extinction probability of a specific class is the minimal nonnegative solution of the usual extinction equation but with added constraints.

Type
Research Article
Copyright
© Applied Probability Trust 

References

Bean, N. G., Kontoleon, N. and Taylor, P. G. (2008). Markovian trees: properties and algorithms. Ann. Operat. Res. 160, 3150.Google Scholar
Foster, J. and Ney, P. (1976). Decomposable critical multi-type branching processes. Sankhyā A 38, 2837.Google Scholar
Foster, J. and Ney, P. (1978). Limit laws for decomposable critical branching processes. Z. Wahrscheinlichkeitsth. 46, 1343.CrossRefGoogle Scholar
Gantmacher, F. R. (1974). The Theory of Matrices. Chelsa Publishing, New York.Google Scholar
Harris, T. E. (1963). The Theory of Branching Processes. Springer, Berlin.Google Scholar
Hautphenne, S., Latouche, G. and Remiche, M.-A. (2008). Newton's iteration for the extinction probability of a Markovian binary tree. Linear Algebra Appl. 428, 27912804.Google Scholar
Hautphenne, S., Latouche, G. and Remiche, M.-A. (2011). Algorithmic approach to the extinction probability of branching processes. Methodology Comput. Appl. Prob. 13, 171192.Google Scholar
Kesten, H. and Stigum, B. P. (1966). A limit theorem for multidimensional Galton–Watson processes. Ann. Math. Statist. 37, 12111223.CrossRefGoogle Scholar
Kesten, H. and Stigum, B. P. (1967). Limit theorems for decomposable multi-dimensional Galton–Watson processes. J. Math. Anal. Appl. 17, 309338.Google Scholar
Mode, C. J. (1971). Multitype Branching Processes. Theory and Applications. Elsevier, New York.Google Scholar
Olofsson, P. (2000). A branching process model of telomere shortening. Commun. Statist. Stoch. Models 16, 167177.CrossRefGoogle Scholar
Scalia-Tomba, G.-P. (1986). The asymptotic final size distribution of reducible multitype Reed–Frost processes. J. Math. Biol. 23, 381392.CrossRefGoogle ScholarPubMed
Sewastjanow, B. A. (1975). Verzweigungsprozesse. R. Oldenbourg, Munich.Google Scholar
Sugitani, S. (1979). On the limit distribution of decomposable Galton–Watson processes. Proc. Japan Acad. 55, 334336.Google Scholar