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Discrete time branching processes in random environment /

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Kersting, Götz, 1950- (Autor), Vatutin, V. A. (Vladimir Alekseevich) (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Hoboken, NJ : ISTE Ltd ; John Wiley & Sons, Inc., 2017.
Colección:Mathematics and statistics series (ISTE). Branching processes, branching random walks and branching particle fields set ; v. 1.
Temas:
Acceso en línea:Texto completo
Texto completo

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100 1 |a Kersting, Götz,  |d 1950-  |e author. 
245 1 0 |a Discrete time branching processes in random environment /  |c Götz Kersting, Vladimir Vatutin. 
264 1 |a London :  |b ISTE Ltd ;  |a Hoboken, NJ :  |b John Wiley & Sons, Inc.,  |c 2017. 
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490 1 |a Mathematics and statistics series. Branching processes, branching random walks and branching particle fields set ;  |v volume 1 
504 |a Includes bibliographical references and index. 
588 0 |a Vendor-supplied metadata. 
520 |a 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. 
505 0 |a 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 
505 8 |a 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 
505 8 |a 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 
505 8 |a 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 
505 8 |a 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 
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650 0 |a Branching processes. 
650 0 |a Random walks (Mathematics) 
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650 7 |a Branching processes  |2 fast 
700 1 |a Vatutin, V. A.  |q (Vladimir Alekseevich),  |e author. 
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