ON THE NUMBER OF FAMILIES OF BRANCHING PROCESSES WITH IMMIGRATION WITH FAMILY SIZES WITHIN RANDOM INTERVAL

Similar documents
Transform Techniques. Moment Generating Function

Introduction to Probability and Statistics Slides 4 Chapter 4

Stochastic Model for Cancer Cell Growth through Single Forward Mutation

20. Applications of the Genetic-Drift Model

Representation of Stochastic Process by Means of Stochastic Integrals

Homogenization of random Hamilton Jacobi Bellman Equations

PROPERTIES OF MAXIMUM LIKELIHOOD ESTIMATES IN DIFFUSION AND FRACTIONAL-BROWNIAN MODELS

CS Homework Week 2 ( 2.25, 3.22, 4.9)

State-Space Models. Initialization, Estimation and Smoothing of the Kalman Filter

Basic notions of probability theory (Part 2)

Chapter 3 Common Families of Distributions

Existence Theory of Second Order Random Differential Equations

Sensors, Signals and Noise

Robust estimation based on the first- and third-moment restrictions of the power transformation model

Asymptotic Equipartition Property - Seminar 3, part 1

SUFFICIENT CONDITIONS FOR EXISTENCE SOLUTION OF LINEAR TWO-POINT BOUNDARY PROBLEM IN MINIMIZATION OF QUADRATIC FUNCTIONAL

non -negative cone Population dynamics motivates the study of linear models whose coefficient matrices are non-negative or positive.

Stochastic models and their distributions

Appendix to Creating Work Breaks From Available Idleness

MODULE 3 FUNCTION OF A RANDOM VARIABLE AND ITS DISTRIBUTION LECTURES PROBABILITY DISTRIBUTION OF A FUNCTION OF A RANDOM VARIABLE

The Asymptotic Behavior of Nonoscillatory Solutions of Some Nonlinear Dynamic Equations on Time Scales

Sample Autocorrelations for Financial Time Series Models. Richard A. Davis Colorado State University Thomas Mikosch University of Copenhagen

Stability and Bifurcation in a Neural Network Model with Two Delays

Vehicle Arrival Models : Headway

Elements of Stochastic Processes Lecture II Hamid R. Rabiee

5. Stochastic processes (1)

A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails

Ann. Funct. Anal. 2 (2011), no. 2, A nnals of F unctional A nalysis ISSN: (electronic) URL:

A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails

CONTRIBUTION TO IMPULSIVE EQUATIONS

R t. C t P t. + u t. C t = αp t + βr t + v t. + β + w t

The Strong Law of Large Numbers

Innova Junior College H2 Mathematics JC2 Preliminary Examinations Paper 2 Solutions 0 (*)

Heavy Tails of Discounted Aggregate Claims in the Continuous-time Renewal Model

Testing the Random Walk Model. i.i.d. ( ) r

Discrete Markov Processes. 1. Introduction

arxiv: v1 [math.pr] 19 Feb 2011

An Introduction to Malliavin calculus and its applications

Differential Equations

Homework 10 (Stats 620, Winter 2017) Due Tuesday April 18, in class Questions are derived from problems in Stochastic Processes by S. Ross.

Statistics versus mean-field limit for Hawkes process. with Sylvain Delattre (P7)

A problem related to Bárány Grünbaum conjecture

Bifurcation Analysis of a Stage-Structured Prey-Predator System with Discrete and Continuous Delays

Properties Of Solutions To A Generalized Liénard Equation With Forcing Term

Omega-limit sets and bounded solutions

POSITIVE SOLUTIONS OF NEUTRAL DELAY DIFFERENTIAL EQUATION

28. Narrowband Noise Representation

Section 3.5 Nonhomogeneous Equations; Method of Undetermined Coefficients

Echocardiography Project and Finite Fourier Series

Physics 127b: Statistical Mechanics. Fokker-Planck Equation. Time Evolution

STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN

Avd. Matematisk statistik

APPENDIX AVAILABLE ON THE HEI WEB SITE

Example on p. 157

A short introduction to random trees

CH Sean Han QF, NTHU, Taiwan BFS2010. (Joint work with T.-Y. Chen and W.-H. Liu)

Empirical Process Theory

On Gronwall s Type Integral Inequalities with Singular Kernels

Chapter 2. Models, Censoring, and Likelihood for Failure-Time Data

Math 36. Rumbos Spring Solutions to Assignment #6. 1. Suppose the growth of a population is governed by the differential equation.

Statistical Distributions

On a Fractional Stochastic Landau-Ginzburg Equation

Random variables. A random variable X is a function that assigns a real number, X(ζ), to each outcome ζ in the sample space of a random experiment.

arxiv: v1 [math.ca] 15 Nov 2016

Reliability of Technical Systems

SELBERG S CENTRAL LIMIT THEOREM ON THE CRITICAL LINE AND THE LERCH ZETA-FUNCTION. II

Sobolev-type Inequality for Spaces L p(x) (R N )

L p -L q -Time decay estimate for solution of the Cauchy problem for hyperbolic partial differential equations of linear thermoelasticity

Cash Flow Valuation Mode Lin Discrete Time

Vanishing Viscosity Method. There are another instructive and perhaps more natural discontinuous solutions of the conservation law

2. Nonlinear Conservation Law Equations

Kriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles

Institute for Mathematical Methods in Economics. University of Technology Vienna. Singapore, May Manfred Deistler

Recent Developments in the Unit Root Problem for Moving Averages

Homework 4 (Stats 620, Winter 2017) Due Tuesday Feb 14, in class Questions are derived from problems in Stochastic Processes by S. Ross.

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits

On Oscillation of a Generalized Logistic Equation with Several Delays

Lecture 20: Riccati Equations and Least Squares Feedback Control

International Journal of Scientific & Engineering Research, Volume 4, Issue 10, October ISSN

The General Linear Test in the Ridge Regression

OBJECTIVES OF TIME SERIES ANALYSIS

On the Separation Theorem of Stochastic Systems in the Case Of Continuous Observation Channels with Memory

Vectorautoregressive Model and Cointegration Analysis. Time Series Analysis Dr. Sevtap Kestel 1

Properties of Autocorrelated Processes Economics 30331

How to Deal with Structural Breaks in Practical Cointegration Analysis

Web Appendix N - Derivations of the Properties of the LaplaceTransform

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle

Spatial Ecology: Lecture 4, Integrodifference equations. II Southern-Summer school on Mathematical Biology

Math Final Exam Solutions

GEM4 Summer School OpenCourseWare

Uniqueness of solutions to quadratic BSDEs. BSDEs with convex generators and unbounded terminal conditions

FINM 6900 Finance Theory

Solution of Integro-Differential Equations by Using ELzaki Transform

The Arcsine Distribution

School and Workshop on Market Microstructure: Design, Efficiency and Statistical Regularities March 2011

( ) ( ) ( ) + W aa. ( t) n t ( ) ( )

Solutions to Assignment 1

arxiv: v1 [math.pr] 21 May 2010

Chapter 7 Response of First-order RL and RC Circuits

Transcription:

ON THE NUMBER OF FAMILIES OF BRANCHING PROCESSES ITH IMMIGRATION ITH FAMILY SIZES ITHIN RANDOM INTERVAL Husna Hasan School of Mahemaical Sciences Universii Sains Malaysia, 8 Minden, Pulau Pinang, Malaysia Email: husna@cs.usm.my ABSTRACT e consider he number of families in Bienayme-Galon-ason branching processes whose size is wihin a random inerval. e obain he limi heorems for he number of families in he ( n + ) s generaion whose family size wihin he random inerval for noncriical processes wih immigraion.. INTRODUCTION Consider a populaion consising of individuals able o produce offspring of he same ind. Suppose ha each individual unill by he end of is lifeime, have produce new offsprings wih probabiliy p, independenly of he number produced by any oher individual. The number of individual a ime, X, N =,,,... } is called he Bienayme-Galan-ason (BG) process. Le X, N, i = N =,,,... } be independen and idenically disribued random i variables, aing he values in he se relaion N. e define he process X, N, by he X =, X ( ) X + = Xi i = Here, X i denoes he number of descendans of he i h individual exising a ime. h Assume a he ime of birh of he generaion, ha is, a ime, here is an immigraion of Y individuals ino he populaion. Then he BG process wih immigraion (BGI) is defined by a sequence of a random variable Z which are deermined by he relaion

z Z ( + ) = Xi + Y + i= where he Y, Y,... are independen and idenically disribued wih common generaion funcion Y = = ( i = ) hu u PY u and hese Y ' s are independen of he random variable X } which have common i = probabiliy generaing funcion f ( u) u p funcion of Z( + ) is = X i =.Thus he probabiliy generaing Now le us consider he independen BGZ defined by where g+ u = h u g f u S Zi Z = εi i= ε i if X i ( L, U ) = if Xi ( L, U ) i =,,... for a random inerval = ( L, u). e assume X i ' cdf and independen from his random inerval (, ) and L U s are iid variables wih a common Z. If we le Z ( ) o be he number of families including he immigraing one from ime, hen he random variable S can now be inerpreed as he number of families Z (including families wih immigraing parens) living in he ( + ) s generaion who have family size wihin he random inerval ( X, X ). L U. CRITICAL PROCESSES Firs we consider he criical process. I is nown ha (see Jagers [975]) ha if f = f '' σ < h ' = µ < ', = < and hen Z / σ densiy funcion n converges in he disribuion o a random variable wih he gamma 6

u σ w( x) = x e u Γ σ x, u (, ) (3) Theorem : if is saisfied, hen S Z lim P z = P ( Z ( x) Z) (4) σ where Z is a random variable wih densiy funcion (3) and x = G G (5) Proof: I is clear ha for fixed u L Z and SZ is a Binomial random variable. Thus, ( = ) = Z Z = (, ) P S E P S Z Z = E ( ( x) ) ( x) e find he Laplace ransform of Z Q S : ( λqs Z ) λ Q = = Z E e = E e x ( ) λ Q = e x x P( Z = B ) = = Q ( ) λq Q E ( x) ( x) e = + P Z Q = Q B = λ ( xy ) E e dp( V g) ( = E e λ ) } z x bw by he expression lim ( ) w w ab a+ ae = e and hus bw w ab xlog ( a+ ae ) = xlog + + = w ab w+ w w w. (6) ab Thus, we have equaion (4) by aing ino accoun he limi heorem in (3). 5

3. NON-CRITICAL PROCESSES In he supercriical case, when he mean number of offspring < m <, hen here exiss a sequence of consiss C such ha Z( )/ C} converges wih probabiliy o a random variable V (see Jagers [975]). In his case, if ( log ), PV< = and V has an absoluely coninuous disribuion on E( log I ) =, hen PV< ( ) = Theorem : Assume < m <, hen ( Z ) E I < hen lim P S C x = P V x x where V is as menion in he limi heorem above.,. If Proof: The proof of his heorem is similar o hose for Theorem, excep we ae ino accoun he limi heorem for he supercriical case. For he subcriical case, i.e. < m < and < h ' = µ <, i is nown ha Z has a proper limi disribuion ha is lim P Z = = ρ, =,,,... (7) exis, where ρ, } saionary disribuion is ( ) and f ( u) is he generaing funcion of i is a probabiliy disribuion and he generaing funcion of his g u = h u h f u ( ) = X a ime. Theorem 3: If < m <, hen ( Z ) lim P S = = r where is a probabiliy disribuion wih generaing funcion r rµ = E g x + x u = Proof. e obain he generaing funcion of S, ( ) S Z ( µ ) = ( = E E u x x P Z Z > = = Z 6

= E ( x) + ( x) µ P( Z = Z > = E ( x) ( x ) µ z + }, aing ino accoun of (7). 4. ASYMPTOTICS OF MOMENTS e conclude he discussion wih he remars on he asympoic behavior of he same momen of he process S Z. Using (5), we obain he expeced value of S Z : Z Z Z E S = EE ( x) ( x) Z Z, = } = EE Z x Z, ( x)} = E Z Assuming ha Z ( ) and are independen, differeniaing, we obain E( Z ) = µ + Thus, E S = E Z E x = + E Z ( µ ) ( x) I can be shown ha for m = Var Z = Var Z ( ) + µσ ( ) + σ + τ ( ) = ( σ + τ ) + µσ. The variance of he process hen, Var S EZ ( Z [ ) ( x) ] E[ Z ( )] ( x) ( ES ) Z = + Z = Var Z ( x)} + E Z x x } which simplify o ( µ + ) E ( x) ( µ + ) E ( x) ( ) + σ + τ + µσ + ( µ + )( µ ) ( ) 5 E x. Assuming m, Z and are independen, i can be shown ha EZ m = µ + m m

and ( ) VarZ = m ( σ + τ ) + ( τ µ + µ ) where Thus, m m ( ) + i m S i i= = ( ) ( ) + σ µ + µ + ( EZ ) EZ S EZ m EZ m ( Z ) E S = EZ E x and m m VarS = µ + m E ( x) µ + m E Z ( x) m m m m VarZ µ m µ m E[( ( x) ). + + + + ] m m REFERENCES. Bingham N.H & Daney R.A, (974). Asympoic properies of supercriical branching processes I: Galon-ason process, Adv. Appl. Probab., 6, 7-73.. Harris, T.E., (963). The Theory of branching processes, Springer-Verlag. 3. Jagers P., (975). Branching Processes wih Biological Applicaion., John iley, London. 4. Paes, A.G. (97). Branching processes wih immigraion., J, Appl. Prob.8, 3-4. 5. Paes, A.G. (97). Furher resuls on he Criical Galon-ason Process wih immigraion, J. Aus. Mah. Soc. 3, 77-9. 6. Senea E., (968). The Saionary disribuion of a branching process Allowing Immigraion : A remar on he criical case, J. Royal Sais. Soc. Series B (mehodological) V3, Issue l, 76-79. 7. esolowsi, J. and Ahsanullah, M. (998). Disribuional Properies of Exceedance Saisics, Ann. Ins. Sais. Mah., 5, 543-565.. 543-565 6