Geometric branching process: time to extinction
Consider a Bienaymé-Galton-Watson branching process \(Z = (Z_n)_{n \in \mathbb{N}_0}\) with \(Z_0=1\) and \(\mathbb{P}(Z_1 = k) = (1-p) p^k\), \(k \in \mathbb{N}_0\), i.e., with geometric offspring distribution with parameter \(1-p \in (0,1)\). The mean offspring number is \(m = \mathbb{E}[Z_1] = p/(1-p)\). Write \(\tau_m = \inf\{n \in \mathbb{N}_0: Z_n = 0\}\) for the time to extinction, where \(\tau_m=\infty\) on \(\{Z_n > 0 \text{ for all } n \in \mathbb{N}\}\).\N\NThe authors derive an explicit expression for \(\mathbb{E}[\tau_m]\) when \(0 < m < 1\) in terms of the \(q\)-digamma function, from which they derive sharp lower and upper bounds. They give the asymptotic behavior of \(\mathbb{E}[\tau_m]\) as \(m \uparrow 1\) up to an additive error of \(\log 2\). The paper also contains a section on the variance of the time to extinction.
- Bounds for the expected time to extinction and the probability of extinction in the Galton-Watson process
- Branching Processes
- Classical and spatial stochastic processes. With applications to biology
- Extinction of branching processes in varying environments
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- Inequalities for branching processes
- Summations for basic hypergeometric series involving a \(q\)-analogue of the digamma function
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