A Structured Markov Chain Approach to Branching Processes

DOI10.1080/15326349.2015.1022264zbMath1327.60138MaRDI QIDQ3194559

Sophie Hautphenne

Publication date: 20 October 2015

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2015.1022264

zbMATH Keywords

branching processes; random environment; computational algorithms; matrix analytic methods; quasi-birth-and-death process; structured Markov chains; Markovian tree

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

65C40: Numerical analysis or methods applied to Markov chains

60K37: Processes in random environments

60J80: Branching processes (Galton-Watson, birth-and-death, etc.)

Related Items

The variance constant for continuous-time level dependent quasi-birth-and-death processes, A Polynomial Time Algorithm for Computing Extinction Probabilities of Multitype Branching Processes

Cites Work

• Lyapunov exponents for branching processes in a random environment: the effect of information
• Algorithmic approach to the extinction probability of branching processes
• Population-size-dependent branching processes
• Newton's iteration for the extinction probability of a Markovian binary tree
• Markovian trees: Properties and algorithms
• On the link between Markovian trees and tree-structured Markov chains
• Markovian Trees Subject to Catastrophes: Transient Features and Extinction Probability
• Extinction Probabilities of Supercritical Decomposable Branching Processes
• Finite birth-and-death models in randomly changing environments
• On population-size-dependent branching processes
• Finite Markov chain models skip-free in one direction
• Remarks on the maxima of a martingale sequence with application to the simple critical branching process
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes
• Some properties of the rate perators in level dependent uasi-birth-and-death processes with countable number of phases
• Branching Processes
• 205. Note: The Maximum Population Size in the First N Generations of a Branching Process
• Extinction Probabilities of Branching Processes with Countably Infinitely Many Types
• Numerical Methods for Structured Markov Chains
• Probability Inequalities for a Critical Galton--Watson Process
• Maximum Population Size in a Branching Process