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research article

A pathwise approach to the extinction of branching processes with countably many types

Braunsteins, Peter
•
Decrouez, Geoffrey
•
Hautphenne, Sophie  
March 1, 2019
Stochastic Processes And Their Applications

We consider the extinction events of Galton-Watson processes with countably infinitely many types. In particular, we construct truncated and augmented Galton-Watson processes with finite but increasing sets of types. A pathwise approach is then used to show that, under some sufficient conditions, the corresponding sequence of extinction probability vectors converges to the global extinction probability vector of the Galton-Watson process with countably infinitely many types. Besides giving rise to a family of new iterative methods for computing the global extinction probability vector, our approach paves the way to new global extinction criteria for branching processes with countably infinitely many types. (C) 2018 Elsevier B.V. All rights reserved.

  • Details
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Type
research article
DOI
10.1016/j.spa.2018.03.013
Web of Science ID

WOS:000458945300001

Author(s)
Braunsteins, Peter
Decrouez, Geoffrey
Hautphenne, Sophie  
Date Issued

2019-03-01

Publisher

ELSEVIER SCIENCE BV

Published in
Stochastic Processes And Their Applications
Volume

129

Issue

3

Start page

713

End page

739

Subjects

Statistics & Probability

•

Mathematics

•

multitype branching process

•

extinction probability

•

pathwise approach

•

extinction criterion

•

ergodic properties

•

random-walks

•

survival

•

matrices

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
STAT  
Available on Infoscience
June 18, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/157464
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