Перейти до основного вмісту
Differential equations for moments and the generating function of number of transformations for branching process with continuous time and migration
Bazylevych Iryna Bogdanivna 1 , Yakymyshyn Khrystyna Mykhailivna 1
1 Department of Mathematical Statistics and Differential Equations, Ivan Franko National University of Lviv, Lviv, 79007, Ukraine
Keywords: branching process, generating function, continuous time, migration, moments, number of transformations, asymptotic behavior
Abstract

A separate section of random processes studies laws of reproduction and transformation of particles and it is the theory of branching processes. The basic mathematical assumption distinguishes branching processes among other random processes is the transformation of particles independently from one another. The laws of reproduction and transformation of particles are subject to regularities, in which randomness plays a major role.

This article investigates a homogeneous branching process with one particle type, migration, and continuous time $ \mu (t) $, $ t \in [0, \infty) $. It is assume that there is one particle in the system at the beginning. The process is defined by transient probabilities, determined by the intensities of particle reproduction, immigration, and emigration. Two problems are explored. In the first of these, for this process model, a differential equation for the factorial moment of arbitrary order is found. As a consequence, the form of differential equations for the mathematical expectation of the process, the second and third factorial moments of the process, is given. The result is a mathematical expectation of $ A (t) $, $ t \in [0, \infty) $ branching process, and the appearance of a second factorial moment for the real function of process $ B (t) $, $ t \in [0, \infty ) $, which allows you to explore the process in details depending on the criticality of the process. The second problem investigates the random process $ \rho (t) $, which determines the number of transformations of particles in a system of homogeneous branching process with migration and continuous time up to the time $ t $. The differential equation for the generic function of the process $ \rho (t) $ is obtained. The form of the real function of the process is found and the boundary behavior at $ t \to\infty $ is investigated. It is shown that the centered and normalized process at $ t \to\infty $ in the distribution coincides with the standard to normal distribution.

References

[1] Nagaev S. V., Khan L. V. Limit theorems for Galton- Watson branching processes with migration. Theory Probab. Appl. 1980, 25, 523-534.(in Russian)

[2] N. Yanev, K. Mitov. Controlled branching processes: the case of random migration. Comptes rendus de l'Academie bulgare des Sciences. 1980, 33, 473-475.

[3] Alimov D., Reshetnyak V. N. Branching process with immigration and limited emigration, Applied problems of probability theory. collection of scientific papers, Institute of Mathematics, Academy of Sciences of the Ukrainian SSR, Kiev. 1982, 4-14. (in Russian)

[4] O. P. Srivastava and S. C. Gupta, On a countinuous-time branching process with migration, Statistica. 1989, XLIX, no. 4, 547-552.

[5] A. Y. Chen and E. Renshaw, Markov branching processes regulated by emigration and large immigration, Stochastic Processes and their Applications. 1995, 57, 339-359.

[6] I. Rahimov and W.S. Al-Sabah, Branching processes with decreasing immigration and tribal emigration, Arab J. Math. Sci. 2000, 6, no. 2, 81-97.

[7] Yakymyshyn Kh. Equation for generation function for branching processes with migration.Visnyk of the Lviv University. Series Mechanics and Mathematics. 2017, 84, 119-125. (in Ukrainian)

[8] Formanov Sh.K., Kaverin S.V. Markov branching processes with emigration. I. Izvestiya Akademii Nauk UzSSR. Seriya Fiziko-Matematicheskikh Nauk. 1986, 5, 23-28. (in Russian)

Cite
ACS Style
Bazylevych, I.B.; Yakymyshyn, K.M. Differential equations for moments and the generating function of number of transformations for branching process with continuous time and migration. Bukovinian Mathematical Journal. 2019, 7 https://doi.org/https://doi.org/10.31861/bmj2019.01.003
AMA Style
Bazylevych IB, Yakymyshyn KM. Differential equations for moments and the generating function of number of transformations for branching process with continuous time and migration. Bukovinian Mathematical Journal. 2019; 7(1). https://doi.org/https://doi.org/10.31861/bmj2019.01.003
Chicago/Turabian Style
Iryna Bogdanivna Bazylevych, Khrystyna Mykhailivna Yakymyshyn. 2019. "Differential equations for moments and the generating function of number of transformations for branching process with continuous time and migration". Bukovinian Mathematical Journal. 7 no. 1. https://doi.org/https://doi.org/10.31861/bmj2019.01.003
Export
We use own, third-party cookies, and localStorage files to analyze web traffic and page activities. Privacy Policy Settings