Branching processes with negative offspring distributions

DOI10.1007/S000260300003MaRDI QIDQ1400802zbMATH OpenOpenAlexFDO

Authors Ioana Dumitriu, Catherine Yan, Joel Spencer

Publication date 14 August 2003

Published in Annals of Combinatorics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s000260300003

zbMATH Keywords

branching processnegative offspringsingle server queue

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Queueing theory (aspects of probability theory) (60K25)

Review text

Let \(Z_n\), \(n=0,1,2,\dots\), be i.i.d. random variables, define \(Y_0:=1\), \(Y_i:= Y_{i-1}+ 1-Z_i\), \(i=1,2, \dots\), and let \(T\) be the minimal \(i\) for which \(Z\leq 0\), with \(T=\infty\) if no such \(i\) exists. The escape probability \(P(T= \infty)\) is computed first purely probabilistically and then again analytically, employing a method that has already been used successfully with branching processes. It also leads to the asymptotics of \(P(T>N)\) and \(P(T=\infty \mid T>N)\).

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(1)

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