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Author Kersting, Götz, 1950- author.

Title Discrete time branching processes in random environment / Götz Kersting, Vladimir Vatutin
Published London : ISTE Ltd ; Hoboken, NJ : John Wiley & Sons, Inc., 2017

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Description 1 online resource
Series Mathematics and statistics series. Branching processes, branching random walks and branching particle fields set ; volume 1
Mathematics and statistics series (ISTE). Branching processes, branching random walks and branching particle fields set ; v. 1.
Contents Cover -- Half-Title Page -- Title Page -- Copyright Page -- Contents -- Preface -- List of Notations -- 1. Branching Processes in Varying Environment -- 1.1. Introduction -- 1.2. Extinction probabilities -- 1.3. Almost sure convergence -- 1.4. Family trees -- 1.4.1. Construction of the Geiger tree -- 1.4.2. Construction of the size-biased tree T* -- 1.5. Notes -- 2. Branching Processes in Random Environment -- 2.1. Introduction -- 2.2. Extinction probabilities -- 2.3. Exponential growth in the supercritical case -- 2.4. Three subcritical regimes
2.5. The strictly critical case2.6. Notes -- 3. Large Deviations for BPREs -- 3.1. Introduction -- 3.2. A tail estimate for branching processes in a varying environment -- 3.3. Proof of Theorem 3.1 -- 3.4. Notes -- 4. Properties of Random Walks -- 4.1. Introduction -- 4.2. Sparre-Andersen identities -- 4.3. Spitzer identity -- 4.4. Applications of Sparre-Andersen and Spitzer identities -- 4.4.1. Properties of ladder epochs and ladder heights -- 4.4.2. Tail distributions of ladder epochs -- 4.4.3. Some renewal functions
4.4.4. Asymptotic properties of Ln and Mn4.4.5. Arcsine law -- 4.4.6. Large deviations for random walks -- 4.5. Notes -- 5. Critical BPREs: the Annealed Approach -- 5.1. Introduction -- 5.2. Changes of measures -- 5.3. Properties of the prospective minima -- 5.4. Survival probability -- 5.5. Limit theorems for the critical case (annealed approach) -- 5.6. Environment providing survival -- 5.7. Convergence of log Zn -- 5.8. Notes -- 6. Critical BPREs: the Quenched Approach -- 6.1. Introduction -- 6.2. Changes of measures -- 6.3. Probability of survival
6.4. Yaglom limit theorems6.4.1. The population size at non-random moments -- 6.4.2. The population size at moments nt, 0 nt -- 6.5. Discrete limit distributions -- 6.6. Notes -- 7. Weakly Subcritical BPREs -- 7.1. Introduction -- 7.2. The probability measures P+ and Pâ#x88;#x92; -- 7.3. Proof of theorems -- 7.3.1. Proof of Theorem 7.1 -- 7.3.2. Proof of Theorem 7.2 -- 7.3.3. Proof of Theorem 7.3 -- 7.4. Notes -- 8. Intermediate Subcritical BPREs
8.1. Introduction8.2. Proof of Theorems 8.1 to 8.3 -- 8.3. Further limit results -- 8.4. Conditioned family trees -- 8.5. Proof of Theorem 8.4 -- 8.6. Notes -- 9. Strongly Subcritical BPREs -- 9.1. Introduction -- 9.2. Survival probability and Yaglom-type limit theorems -- 9.3. Environments providing survival and dynamics of the population size -- 9.3.1. Properties of the transition matrix P* -- 9.3.2. Proof of Theorem 9.2 -- 9.3.3. Proof of Theorem 9.3 -- 9.4. Notes -- 10. Multi-type BPREs -- 10.1. Introduction -- 10.2. Supercritical MBPREs
Summary Branching processes are stochastic processes which represent the reproduction of particles, such as individuals within a population, and thereby model demographic stochasticity. In branching processes in random environment (BPREs), additional environmental stochasticity is incorporated, meaning that the conditions of reproduction may vary in a random fashion from one generation to the next. This book offers an introduction to the basics of BPREs and then presents the cases of critical and subcritical processes in detail, the latter dividing into weakly, intermediate, and strongly subcritical regimes
Bibliography Includes bibliographical references and index
Notes Vendor-supplied metadata
Subject Branching processes.
Random walks (Mathematics)
MATHEMATICS -- Applied.
MATHEMATICS -- Probability & Statistics -- General.
Random walks (Mathematics)
Branching processes
Form Electronic book
Author Vatutin, V. A. (Vladimir Alekseevich), author.
ISBN 9781119473558
1119473551
9781119452898
1119452899
9781119473770
1119473772