具有粒子几何再现的临界马尔可夫分支过程的阶乘矩

IF 0.7 Q3 STATISTICS & PROBABILITY Modern Stochastics-Theory and Applications Pub Date : 2022-01-01 DOI:10.15559/22-vmsta201
Assen Tchorbadjieff, Penka Mayster
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引用次数: 2

摘要

任意马尔可夫分支过程的阶乘矩描述了其概率生成函数F(t,s)$在点$s=1$附近的行为。将它们应用于求解具有粒子几何再现的临界马尔可夫分支过程的正演Kolmogorov方程。该解包括多项式的快速收敛循环迭代。在阶乘矩上得到的结果使计算形状和偏度等统计度量成为可能。它们也适用于临界几何分支和线性生-死过程的比较。
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Factorial moments of the critical Markov branching process with geometric reproduction of particles
The factorial moments of any Markov branching process describe the behaviour of its probability generating function $F(t,s)$ in the neighbourhood of the point $s=1$. They are applied to solve the forward Kolmogorov equation for the critical Markov branching process with geometric reproduction of particles. The solution includes quickly convergent recurrent iterations of polynomials. The obtained results on factorial moments enable computation of statistical measures as shape and skewness. They are also applicable to the comparison between critical geometric branching and linear birth-death processes.
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来源期刊
Modern Stochastics-Theory and Applications
Modern Stochastics-Theory and Applications STATISTICS & PROBABILITY-
CiteScore
1.30
自引率
50.00%
发文量
0
审稿时长
10 weeks
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