Algorithmic approach to the extinction probability of branching processes

DOI10.1007/S11009-009-9141-7MaRDI QIDQ631488zbMATH OpenOpenAlexFDO

Authors Sophie Hautphenne, Guy Latouche, Marie-Ange Remiche

Publication date 14 March 2011

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-009-9141-7

zbMATH Keywords

matrix analytic methodsbranching processesextinction probability

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Population dynamics (general) (92D25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Numerical computation of solutions to systems of equations (65H10)

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Cites work

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• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Markovian trees: Properties and algorithms
• Newton's iteration for the extinction probability of a Markovian binary tree
• Transient Markov arrival processes
• Two servers in series, studied in terms of a Markov renewal branching process

Cited in

(19)

• Branching processes with a common extinction probability
• scientific article; zbMATH DE number 1507353 (Why is no real title available?)
• A modified Newton method for the quadratic vector equation arising in Markovian binary trees
• The modified Newton-Shamanskii method for the solution of a quadratic vector equation arising in Markovian binary trees
• A structured Markov chain approach to branching processes
• Computation of extinction probabilities for the Bellman-Harris branching process
• Perturbation analysis of the extinction probability of a Markovian binary tree
• On the link between Markovian trees and tree-structured Markov chains
• Determination of the degeneration probability of the Galton-Watson branching process by a method of stochastic approximation
• Newton's iteration for the extinction probability of a Markovian binary tree
• Convergence of the population dynamics algorithm in the Wasserstein metric
• Extinction Probabilities of Supercritical Decomposable Branching Processes
• An algorithm for solving systems of quadratic equations in branching processes
• On the solution of a quadratic vector equation arising in Markovian binary trees.
• Fitting Markovian binary trees using global and individual demographic data
• A polynomial time algorithm for computing extinction probabilities of multitype branching processes
• Convergence of relaxed Newton method for order-convex matrix equations
• Matrix structures in queuing models
• Markovian trees subject to catastrophes: transient features and extinction probability

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