Difference between revisions of "Bellman-Harris process"
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[[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 | ||
− | + | $$F(t,s) = \int_0^th(F(t-u,s))dG(u) + s(1-G(t)).$$ | |
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If | If | ||
− | + | $$G(t)=1-e^{-\lambda t},\quad t\ge 0,$$ | |
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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==== | ||
− | + | {| | |
+ | |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 |
Bellman-Harris process. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Bellman-Harris_process&oldid=20218