论离散时间随机分支系统理论中的柯尔莫哥洛夫常数显式

IF 0.7 4区 数学 Q3 STATISTICS & PROBABILITY Journal of Applied Probability Pub Date : 2024-01-04 DOI:10.1017/jpr.2023.85
Azam A. Imomov, Misliddin S. Murtazaev
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引用次数: 0

摘要

我们考虑的是一种离散时间人口增长系统,称为 Bienaymé-Galton-Watson 随机分支系统。我们处理的是非临界情况,即人均后代平均值为 $m\neq1$。著名的柯尔莫哥洛夫(Kolmogorov)定理断言,在亚临界情况下,系统正轨迹上的种群数量期望 $m<1$ 会渐近稳定并接近 ${1}/\mathcal{K}$,其中 $\mathcal{K}$ 称为柯尔莫哥洛夫常数。本文致力于寻找这一常数的明确表达式,它取决于系统的结构参数。我们的论证主要基于描述个体数量概率生成函数渐近展开的基本lemma。我们针对非临界情况阐述了这一 Lemma。随后,我们找到了非临界情况下科尔莫哥罗德常数的扩展类比。在我们的讨论中,Q 过程的过渡概率的渐近特性及其向不变量的收敛也起着重要作用。通过获得扩展的科尔莫哥罗德常数的明确形式,我们完善了非临界分支系统理论的几个极限定理,显示了渐近展开中明确的前导项。
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On the Kolmogorov constant explicit form in the theory of discrete-time stochastic branching systems

We consider a discrete-time population growth system called the Bienaymé–Galton–Watson stochastic branching system. We deal with a noncritical case, in which the per capita offspring mean $m\neq1$. The famous Kolmogorov theorem asserts that the expectation of the population size in the subcritical case $m<1$ on positive trajectories of the system asymptotically stabilizes and approaches ${1}/\mathcal{K}$, where $\mathcal{K}$ is called the Kolmogorov constant. The paper is devoted to the search for an explicit expression of this constant depending on the structural parameters of the system. Our argumentation is essentially based on the basic lemma describing the asymptotic expansion of the probability-generating function of the number of individuals. We state this lemma for the noncritical case. Subsequently, we find an extended analogue of the Kolmogorov constant in the noncritical case. An important role in our discussion is also played by the asymptotic properties of transition probabilities of the Q-process and their convergence to invariant measures. Obtaining the explicit form of the extended Kolmogorov constant, we refine several limit theorems of the theory of noncritical branching systems, showing explicit leading terms in the asymptotic expansions.

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来源期刊
Journal of Applied Probability
Journal of Applied Probability 数学-统计学与概率论
CiteScore
1.50
自引率
10.00%
发文量
92
审稿时长
6-12 weeks
期刊介绍: Journal of Applied Probability is the oldest journal devoted to the publication of research in the field of applied probability. It is an international journal published by the Applied Probability Trust, and it serves as a companion publication to the Advances in Applied Probability. Its wide audience includes leading researchers across the entire spectrum of applied probability, including biosciences applications, operations research, telecommunications, computer science, engineering, epidemiology, financial mathematics, the physical and social sciences, and any field where stochastic modeling is used. A submission to Applied Probability represents a submission that may, at the Editor-in-Chief’s discretion, appear in either the Journal of Applied Probability or the Advances in Applied Probability. Typically, shorter papers appear in the Journal, with longer contributions appearing in the Advances.
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