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Branching processes, regularity of

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2010 Mathematics Subject Classification: Primary: 60J80 [MSN][ZBL]

A property of branching processes ensuring that the number of particles at any moment of time is finite. The problem of the regularity of a branching process is usually reduced to the problem of uniqueness of the solution of some differential or integral equation. For instance, in a continuous-time branching process the differential equation

$$ \frac{\partial F (t; s) }{\partial t } = \ f (F (t; s)) $$

with the initial condition $ F(0; s) = s $ has a unique solution if and only if, for any $ \epsilon > 0 $, the integral

$$ \int\limits _ {1 - \epsilon } ^ { 1 } { \frac{dx}{f (x) } } $$

is divergent. In the branching Bellman–Harris process the generating function $ F(t; s) $ of the number of particles is the solution of the non-linear integral equation

$$ \tag{* } F (t; s) = \ \int\limits _ { 0 } ^ { t } h (F (t - u; s)) dG (u) + s (1 - G (t)), $$

where $ G(t) $ is the distribution function of the lifetimes of particles and $ h(t) $ is the generating function of the number of daughter particles ( "direct descendants" ) of a single particle. If, for given $ t _ {0} , c _ {1} , c _ {2} > 0 $ and an integer $ n \geq 1 $, the inequalities

$$ c _ {1} t ^ {n} \leq G (t) \leq c _ {2} t ^ {n} $$

are valid for all $ 0 \leq t \leq t _ {0} $, the solution of equation (*) is unique if and only if the equation

$$ \frac{d ^ {n} \phi }{dt ^ {n} } = \ h ( \phi ) - 1 $$

with initial conditions

$$ \phi (0) = 1,\ \ \phi ^ {(r)} (0) = 0,\ r = 1 \dots n - 1, $$

has a unique solution

$$ 0 \leq \phi (t) \leq 1. $$

For a branching process described by equation (*) to be regular, it is necessary and sufficient for the integral

$$ \int\limits _ { 0 } ^ \epsilon { \frac{dx}{x ^ {1-1/n } (1-h(1-x)) ^ {1/n} } } $$

to diverge for any $ \epsilon > 0 $.

References

[S] B.A. Sewastjanow, "Verzweigungsprozesse" , Akad. Wissenschaft. DDR (1974) (Translated from Russian) MR0408018 Zbl 0291.60039

Comments

Additional references can be found in the article Branching process.

How to Cite This Entry:
Branching processes, regularity of. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Branching_processes,_regularity_of&oldid=46156
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