Namespaces
Variants
Actions

Difference between revisions of "Bellman-Harris process"

From Encyclopedia of Mathematics
Jump to: navigation, search
(category, MSC)
m (typo)
 
(5 intermediate revisions by 2 users not shown)
Line 1: Line 1:
 +
{{MSC|60J80}}
 +
{{TEX|done}}
 +
 
[[Category:Branching processes]]
 
[[Category:Branching processes]]
 +
A ''Bellmann Harris process'' is
 +
a special case of an age-dependent branching process (cf.
 +
[[Branching process, age-dependent|Branching process, age-dependent]]). It was first studied by R. Bellman and T.E. Harris {{Cite|BH}}. In the Bellman–Harris process it is assumed that particles live, independently of each other, for random periods of time, and produce a random number of new particles at the end of their life time. If is the distribution function of the life times of the individual particles, if h(s) is the generating function of the number of direct descendants of one particle, and if at time t=0 the age of the particle was zero, then the generating function F(t,s)={\rm E}s^{\mu(t)} of the number of particles \mu(t) satisfies the non-linear integral equation
  
{{User:Rehmann/sandbox/MSC|60J80|}}
+
$$F(t,s) = \int_0^th(F(t-u,s))dG(u) + s(1-G(t)).$$
 
 
A special case of an age-dependent branching process (cf. [[Branching process, age-dependent|Branching process, age-dependent]]). It was first studied by R. Bellman and T.E. Harris [[#References|[1]]]. In the Bellman–Harris process it is assumed that particles live, independently of each other, for random periods of time, and produce a random number of new particles at the end of their life time. If <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/b/b015/b015470/b0154701.png" /> is the distribution function of the life times of the individual particles, if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/b/b015/b015470/b0154702.png" /> is the generating function of the number of direct descendants of one particle, and if at time <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/b/b015/b015470/b0154703.png" /> the age of the particle was zero, then the generating function <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/b/b015/b015470/b0154704.png" /> of the number of particles <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/b/b015/b015470/b0154705.png" /> satisfies the non-linear integral equation
 
 
 
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/b/b015/b015470/b0154706.png" /></td> </tr></table>
 
 
 
 
If
 
If
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/b/b015/b015470/b0154707.png" /></td> </tr></table>
+
$$G(t)=1-e^{-\lambda t},\quad t\ge 0,$$
 
 
 
the Bellman–Harris process is a Markov branching process with continuous time.
 
the Bellman–Harris process is a Markov branching process with continuous time.
  
 
====References====
 
====References====
<table><TR><TD valign="top">[1]</TD> <TD valign="top">  R. Bellman,  T.E. Harris,  "On the theory of age-dependent stochastic branching processes"  ''Proc. Nat. Acad. Sci. USA'' , '''34''' (1948) pp. 601–604</TD></TR></table>
+
{|
 +
|valign="top"|{{Ref|BH}}|| R. Bellman,  T.E. Harris,  "On the theory of age-dependent stochastic branching processes"  ''Proc. Nat. Acad. Sci. USA'' , '''34''' (1948) pp. 601–604 {{MR|0027466}}
 +
|}

Latest revision as of 19:33, 28 October 2014

2020 Mathematics Subject Classification: Primary: 60J80 [MSN][ZBL] A Bellmann Harris process is a special case of an age-dependent branching process (cf. Branching process, age-dependent). It was first studied by R. Bellman and T.E. Harris [BH]. In the Bellman–Harris process it is assumed that particles live, independently of each other, for random periods of time, and produce a random number of new particles at the end of their life time. If G(t) is the distribution function of the life times of the individual particles, if h(s) is the generating function of the number of direct descendants of one particle, and if at time t=0 the age of the particle was zero, then the generating function F(t,s)={\rm E}s^{\mu(t)} of the number of particles \mu(t) satisfies the non-linear integral equation

F(t,s) = \int_0^th(F(t-u,s))dG(u) + s(1-G(t)). If

G(t)=1-e^{-\lambda t},\quad t\ge 0, the Bellman–Harris process is a Markov branching process with continuous time.

References

[BH] R. Bellman, T.E. Harris, "On the theory of age-dependent stochastic branching processes" Proc. Nat. Acad. Sci. USA , 34 (1948) pp. 601–604 MR0027466
How to Cite This Entry:
Bellman-Harris process. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Bellman-Harris_process&oldid=20218
This article was adapted from an original article by B.A. Sevast'yanov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article