{"title":"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","authors":"Azam A. Imomov, Misliddin S. Murtazaev","doi":"10.1017/jpr.2023.85","DOIUrl":null,"url":null,"abstract":"<p>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 <span><span><img data-mimesubtype=\"png\" data-type=\"\" src=\"https://static.cambridge.org/binary/version/id/urn:cambridge.org:id:binary:20240103141917319-0909:S0021900223000852:S0021900223000852_inline1.png\"><span data-mathjax-type=\"texmath\"><span>$m\\neq1$</span></span></img></span></span>. The famous Kolmogorov theorem asserts that the expectation of the population size in the subcritical case <span><span><img data-mimesubtype=\"png\" data-type=\"\" src=\"https://static.cambridge.org/binary/version/id/urn:cambridge.org:id:binary:20240103141917319-0909:S0021900223000852:S0021900223000852_inline2.png\"><span data-mathjax-type=\"texmath\"><span>$m<1$</span></span></img></span></span> on positive trajectories of the system asymptotically stabilizes and approaches <span><span><img data-mimesubtype=\"png\" data-type=\"\" src=\"https://static.cambridge.org/binary/version/id/urn:cambridge.org:id:binary:20240103141917319-0909:S0021900223000852:S0021900223000852_inline3.png\"><span data-mathjax-type=\"texmath\"><span>${1}/\\mathcal{K}$</span></span></img></span></span>, where <span><span><img data-mimesubtype=\"png\" data-type=\"\" src=\"https://static.cambridge.org/binary/version/id/urn:cambridge.org:id:binary:20240103141917319-0909:S0021900223000852:S0021900223000852_inline4.png\"><span data-mathjax-type=\"texmath\"><span>$\\mathcal{K}$</span></span></img></span></span> 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.</p>","PeriodicalId":50256,"journal":{"name":"Journal of Applied Probability","volume":"35 1","pages":""},"PeriodicalIF":0.7000,"publicationDate":"2024-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On the Kolmogorov constant explicit form in the theory of discrete-time stochastic branching systems\",\"authors\":\"Azam A. Imomov, Misliddin S. Murtazaev\",\"doi\":\"10.1017/jpr.2023.85\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>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 <span><span><img data-mimesubtype=\\\"png\\\" data-type=\\\"\\\" src=\\\"https://static.cambridge.org/binary/version/id/urn:cambridge.org:id:binary:20240103141917319-0909:S0021900223000852:S0021900223000852_inline1.png\\\"><span data-mathjax-type=\\\"texmath\\\"><span>$m\\\\neq1$</span></span></img></span></span>. The famous Kolmogorov theorem asserts that the expectation of the population size in the subcritical case <span><span><img data-mimesubtype=\\\"png\\\" data-type=\\\"\\\" src=\\\"https://static.cambridge.org/binary/version/id/urn:cambridge.org:id:binary:20240103141917319-0909:S0021900223000852:S0021900223000852_inline2.png\\\"><span data-mathjax-type=\\\"texmath\\\"><span>$m<1$</span></span></img></span></span> on positive trajectories of the system asymptotically stabilizes and approaches <span><span><img data-mimesubtype=\\\"png\\\" data-type=\\\"\\\" src=\\\"https://static.cambridge.org/binary/version/id/urn:cambridge.org:id:binary:20240103141917319-0909:S0021900223000852:S0021900223000852_inline3.png\\\"><span data-mathjax-type=\\\"texmath\\\"><span>${1}/\\\\mathcal{K}$</span></span></img></span></span>, where <span><span><img data-mimesubtype=\\\"png\\\" data-type=\\\"\\\" src=\\\"https://static.cambridge.org/binary/version/id/urn:cambridge.org:id:binary:20240103141917319-0909:S0021900223000852:S0021900223000852_inline4.png\\\"><span data-mathjax-type=\\\"texmath\\\"><span>$\\\\mathcal{K}$</span></span></img></span></span> 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.</p>\",\"PeriodicalId\":50256,\"journal\":{\"name\":\"Journal of Applied Probability\",\"volume\":\"35 1\",\"pages\":\"\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2024-01-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Applied Probability\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1017/jpr.2023.85\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Applied Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1017/jpr.2023.85","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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.
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.