Likely path to extinction in simple branching models with large initial population

DOI10.1155/JAMSA/2006/60376MaRDI QIDQ871362zbMATH OpenWikidataFDO

Authors Fima Klebaner, R. Liptser

Publication date 19 March 2007

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/53216

zbMATH Keywords

branching diffusioncontinuous time markov branching processGalton-Watson processlarge deviation principle

Mathematics Subject Classification ID

Large deviations (60F10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Recommendations

• Large Deviations Analysis of Extinction in Branching Models
• The Markov branching-castastrophe process
• Markovian paths to extinction
• The asymptotic behaviour of extinction probability in the Smith–Wilkinson branching process
• How did we get here?

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Cited in

(5)

• Markovian paths to extinction
• Large deviations for i.i.d. replications of the total progeny of a Galton-Watson process
• How did we get here?
• Large Deviations Analysis of Extinction in Branching Models
• Optimal non-proportional reinsurance control

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