关于具有指定限制条件律的次临界马尔可夫分支过程

Q3 Mathematics
Assen Tchorbadjieff, Penka Mayster, A. Pakes
{"title":"关于具有指定限制条件律的次临界马尔可夫分支过程","authors":"Assen Tchorbadjieff, Penka Mayster, A. Pakes","doi":"10.1515/eqc-2023-0043","DOIUrl":null,"url":null,"abstract":"\n <jats:p>The probability generating function (pgf) <jats:inline-formula id=\"j_eqc-2023-0043_ineq_9999\">\n <jats:alternatives>\n <m:math xmlns:m=\"http://www.w3.org/1998/Math/MathML\">\n <m:mrow>\n <m:mi>B</m:mi>\n <m:mo>⁢</m:mo>\n <m:mrow>\n <m:mo stretchy=\"false\">(</m:mo>\n <m:mi>s</m:mi>\n <m:mo stretchy=\"false\">)</m:mo>\n </m:mrow>\n </m:mrow>\n </m:math>\n <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" xlink:href=\"graphic/j_eqc-2023-0043_eq_0176.png\" />\n <jats:tex-math>{B(s)}</jats:tex-math>\n </jats:alternatives>\n </jats:inline-formula> of the limiting conditional law (LCL) of a subcritical Markov branching process <jats:inline-formula id=\"j_eqc-2023-0043_ineq_9998\">\n <jats:alternatives>\n <m:math xmlns:m=\"http://www.w3.org/1998/Math/MathML\">\n <m:mrow>\n <m:mo stretchy=\"false\">(</m:mo>\n <m:mrow>\n <m:msub>\n <m:mi>Z</m:mi>\n <m:mi>t</m:mi>\n </m:msub>\n <m:mo>:</m:mo>\n <m:mrow>\n <m:mi>t</m:mi>\n <m:mo>≥</m:mo>\n <m:mn>0</m:mn>\n </m:mrow>\n </m:mrow>\n <m:mo stretchy=\"false\">)</m:mo>\n </m:mrow>\n </m:math>\n <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" xlink:href=\"graphic/j_eqc-2023-0043_eq_0131.png\" />\n <jats:tex-math>{(Z_{t}:t\\geq 0)}</jats:tex-math>\n </jats:alternatives>\n </jats:inline-formula> (MBP) has a certain integral representation and it satisfies <jats:inline-formula id=\"j_eqc-2023-0043_ineq_9997\">\n <jats:alternatives>\n <m:math xmlns:m=\"http://www.w3.org/1998/Math/MathML\">\n <m:mrow>\n <m:mrow>\n <m:mi>B</m:mi>\n <m:mo>⁢</m:mo>\n <m:mrow>\n <m:mo stretchy=\"false\">(</m:mo>\n <m:mn>0</m:mn>\n <m:mo stretchy=\"false\">)</m:mo>\n </m:mrow>\n </m:mrow>\n <m:mo>=</m:mo>\n <m:mn>0</m:mn>\n </m:mrow>\n </m:math>\n <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" xlink:href=\"graphic/j_eqc-2023-0043_eq_0166.png\" />\n <jats:tex-math>{B(0)=0}</jats:tex-math>\n </jats:alternatives>\n </jats:inline-formula> and <jats:inline-formula id=\"j_eqc-2023-0043_ineq_9996\">\n <jats:alternatives>\n <m:math xmlns:m=\"http://www.w3.org/1998/Math/MathML\">\n <m:mrow>\n <m:mrow>\n <m:msup>\n <m:mi>B</m:mi>\n <m:mo>′</m:mo>\n </m:msup>\n <m:mo>⁢</m:mo>\n <m:mrow>\n <m:mo stretchy=\"false\">(</m:mo>\n <m:mn>0</m:mn>\n <m:mo stretchy=\"false\">)</m:mo>\n </m:mrow>\n </m:mrow>\n <m:mo>></m:mo>\n <m:mn>0</m:mn>\n </m:mrow>\n </m:math>\n <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" xlink:href=\"graphic/j_eqc-2023-0043_eq_0180.png\" />\n <jats:tex-math>{B^{\\prime}(0)>0}</jats:tex-math>\n </jats:alternatives>\n </jats:inline-formula>. The general problem posed here is the inverse one: If a given pgf <jats:italic>B</jats:italic> satisfies these two conditions, is it related in this way to some MBP? We obtain some necessary conditions for this to be possible and illustrate the issues with simple examples and counterexamples. The particular case of the Borel law is shown to be the LCL of a family of MBPs and that the probabilities <jats:inline-formula id=\"j_eqc-2023-0043_ineq_9995\">\n <jats:alternatives>\n <m:math xmlns:m=\"http://www.w3.org/1998/Math/MathML\">\n <m:mrow>\n <m:msub>\n <m:mi>P</m:mi>\n <m:mn>1</m:mn>\n </m:msub>\n <m:mrow>\n <m:mo stretchy=\"false\">(</m:mo>\n <m:msub>\n <m:mi>Z</m:mi>\n <m:mi>t</m:mi>\n </m:msub>\n <m:mo>=</m:mo>\n <m:mi>j</m:mi>\n <m:mo stretchy=\"false\">)</m:mo>\n </m:mrow>\n </m:mrow>\n </m:math>\n <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" xlink:href=\"graphic/j_eqc-2023-0043_eq_0218.png\" />\n <jats:tex-math>{P_{1}(Z_{t}=j)}</jats:tex-math>\n </jats:alternatives>\n </jats:inline-formula> have simple explicit algebraic expressions. Exact conditions are found under which a shifted negative-binomial law can be a LCL. Finally, implications are explored for the offspring law arising from infinite divisibility of the correponding LCL.</jats:p>","PeriodicalId":37499,"journal":{"name":"Stochastics and Quality Control","volume":"123 4","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On Subcritical Markov Branching Processes with a Specified Limiting Conditional Law\",\"authors\":\"Assen Tchorbadjieff, Penka Mayster, A. Pakes\",\"doi\":\"10.1515/eqc-2023-0043\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\\n <jats:p>The probability generating function (pgf) <jats:inline-formula id=\\\"j_eqc-2023-0043_ineq_9999\\\">\\n <jats:alternatives>\\n <m:math xmlns:m=\\\"http://www.w3.org/1998/Math/MathML\\\">\\n <m:mrow>\\n <m:mi>B</m:mi>\\n <m:mo>⁢</m:mo>\\n <m:mrow>\\n <m:mo stretchy=\\\"false\\\">(</m:mo>\\n <m:mi>s</m:mi>\\n <m:mo stretchy=\\\"false\\\">)</m:mo>\\n </m:mrow>\\n </m:mrow>\\n </m:math>\\n <jats:inline-graphic xmlns:xlink=\\\"http://www.w3.org/1999/xlink\\\" xlink:href=\\\"graphic/j_eqc-2023-0043_eq_0176.png\\\" />\\n <jats:tex-math>{B(s)}</jats:tex-math>\\n </jats:alternatives>\\n </jats:inline-formula> of the limiting conditional law (LCL) of a subcritical Markov branching process <jats:inline-formula id=\\\"j_eqc-2023-0043_ineq_9998\\\">\\n <jats:alternatives>\\n <m:math xmlns:m=\\\"http://www.w3.org/1998/Math/MathML\\\">\\n <m:mrow>\\n <m:mo stretchy=\\\"false\\\">(</m:mo>\\n <m:mrow>\\n <m:msub>\\n <m:mi>Z</m:mi>\\n <m:mi>t</m:mi>\\n </m:msub>\\n <m:mo>:</m:mo>\\n <m:mrow>\\n <m:mi>t</m:mi>\\n <m:mo>≥</m:mo>\\n <m:mn>0</m:mn>\\n </m:mrow>\\n </m:mrow>\\n <m:mo stretchy=\\\"false\\\">)</m:mo>\\n </m:mrow>\\n </m:math>\\n <jats:inline-graphic xmlns:xlink=\\\"http://www.w3.org/1999/xlink\\\" xlink:href=\\\"graphic/j_eqc-2023-0043_eq_0131.png\\\" />\\n <jats:tex-math>{(Z_{t}:t\\\\geq 0)}</jats:tex-math>\\n </jats:alternatives>\\n </jats:inline-formula> (MBP) has a certain integral representation and it satisfies <jats:inline-formula id=\\\"j_eqc-2023-0043_ineq_9997\\\">\\n <jats:alternatives>\\n <m:math xmlns:m=\\\"http://www.w3.org/1998/Math/MathML\\\">\\n <m:mrow>\\n <m:mrow>\\n <m:mi>B</m:mi>\\n <m:mo>⁢</m:mo>\\n <m:mrow>\\n <m:mo stretchy=\\\"false\\\">(</m:mo>\\n <m:mn>0</m:mn>\\n <m:mo stretchy=\\\"false\\\">)</m:mo>\\n </m:mrow>\\n </m:mrow>\\n <m:mo>=</m:mo>\\n <m:mn>0</m:mn>\\n </m:mrow>\\n </m:math>\\n <jats:inline-graphic xmlns:xlink=\\\"http://www.w3.org/1999/xlink\\\" xlink:href=\\\"graphic/j_eqc-2023-0043_eq_0166.png\\\" />\\n <jats:tex-math>{B(0)=0}</jats:tex-math>\\n </jats:alternatives>\\n </jats:inline-formula> and <jats:inline-formula id=\\\"j_eqc-2023-0043_ineq_9996\\\">\\n <jats:alternatives>\\n <m:math xmlns:m=\\\"http://www.w3.org/1998/Math/MathML\\\">\\n <m:mrow>\\n <m:mrow>\\n <m:msup>\\n <m:mi>B</m:mi>\\n <m:mo>′</m:mo>\\n </m:msup>\\n <m:mo>⁢</m:mo>\\n <m:mrow>\\n <m:mo stretchy=\\\"false\\\">(</m:mo>\\n <m:mn>0</m:mn>\\n <m:mo stretchy=\\\"false\\\">)</m:mo>\\n </m:mrow>\\n </m:mrow>\\n <m:mo>></m:mo>\\n <m:mn>0</m:mn>\\n </m:mrow>\\n </m:math>\\n <jats:inline-graphic xmlns:xlink=\\\"http://www.w3.org/1999/xlink\\\" xlink:href=\\\"graphic/j_eqc-2023-0043_eq_0180.png\\\" />\\n <jats:tex-math>{B^{\\\\prime}(0)>0}</jats:tex-math>\\n </jats:alternatives>\\n </jats:inline-formula>. The general problem posed here is the inverse one: If a given pgf <jats:italic>B</jats:italic> satisfies these two conditions, is it related in this way to some MBP? We obtain some necessary conditions for this to be possible and illustrate the issues with simple examples and counterexamples. The particular case of the Borel law is shown to be the LCL of a family of MBPs and that the probabilities <jats:inline-formula id=\\\"j_eqc-2023-0043_ineq_9995\\\">\\n <jats:alternatives>\\n <m:math xmlns:m=\\\"http://www.w3.org/1998/Math/MathML\\\">\\n <m:mrow>\\n <m:msub>\\n <m:mi>P</m:mi>\\n <m:mn>1</m:mn>\\n </m:msub>\\n <m:mrow>\\n <m:mo stretchy=\\\"false\\\">(</m:mo>\\n <m:msub>\\n <m:mi>Z</m:mi>\\n <m:mi>t</m:mi>\\n </m:msub>\\n <m:mo>=</m:mo>\\n <m:mi>j</m:mi>\\n <m:mo stretchy=\\\"false\\\">)</m:mo>\\n </m:mrow>\\n </m:mrow>\\n </m:math>\\n <jats:inline-graphic xmlns:xlink=\\\"http://www.w3.org/1999/xlink\\\" xlink:href=\\\"graphic/j_eqc-2023-0043_eq_0218.png\\\" />\\n <jats:tex-math>{P_{1}(Z_{t}=j)}</jats:tex-math>\\n </jats:alternatives>\\n </jats:inline-formula> have simple explicit algebraic expressions. Exact conditions are found under which a shifted negative-binomial law can be a LCL. Finally, implications are explored for the offspring law arising from infinite divisibility of the correponding LCL.</jats:p>\",\"PeriodicalId\":37499,\"journal\":{\"name\":\"Stochastics and Quality Control\",\"volume\":\"123 4\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-03-26\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics and Quality Control\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/eqc-2023-0043\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics and Quality Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/eqc-2023-0043","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 0

摘要

亚临界马尔可夫分支过程( Z t : t ≥ 0 )的极限条件律( LCL )的概率产生函数( pgf ) B ( s ) {B(s)} 具有一定的积分表示,它满足 B ( 0 ) = 0 {B(0)=0} 和 B ′ ( 0 ) > 0 {B(0)=0} 的条件。 {(Z_{t}:t\geq 0)} (MBP) 有一定的积分表示,它满足 B ( 0 ) = 0 {B(0)=0} 和 B ′ ( 0 ) > 0 {B^{prime}(0)>0} 。这里提出的一般问题是逆问题:如果给定的 pgf B 满足这两个条件,那么它是否与某个 MBP 有关联呢?我们将得到一些必要条件,并用简单的例子和反例来说明这个问题。博尔定律的特殊情况被证明是 MBP 家族的 LCL,并且概率 P 1 ( Z t = j ) {P_{1}(Z_{t}=j)} 具有简单明了的代数表达式。我们还找到了移位负二项式定律成为 LCL 的精确条件。最后,探讨了相关 LCL 的无限可分性对子代规律的影响。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On Subcritical Markov Branching Processes with a Specified Limiting Conditional Law
The probability generating function (pgf) B ( s ) {B(s)} of the limiting conditional law (LCL) of a subcritical Markov branching process ( Z t : t 0 ) {(Z_{t}:t\geq 0)} (MBP) has a certain integral representation and it satisfies B ( 0 ) = 0 {B(0)=0} and B ( 0 ) > 0 {B^{\prime}(0)>0} . The general problem posed here is the inverse one: If a given pgf B satisfies these two conditions, is it related in this way to some MBP? We obtain some necessary conditions for this to be possible and illustrate the issues with simple examples and counterexamples. The particular case of the Borel law is shown to be the LCL of a family of MBPs and that the probabilities P 1 ( Z t = j ) {P_{1}(Z_{t}=j)} have simple explicit algebraic expressions. Exact conditions are found under which a shifted negative-binomial law can be a LCL. Finally, implications are explored for the offspring law arising from infinite divisibility of the correponding LCL.
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来源期刊
Stochastics and Quality Control
Stochastics and Quality Control Mathematics-Discrete Mathematics and Combinatorics
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