{"title":"具有粒子几何再现的临界马尔可夫分支过程的阶乘矩","authors":"Assen Tchorbadjieff, Penka Mayster","doi":"10.15559/22-vmsta201","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":42685,"journal":{"name":"Modern Stochastics-Theory and Applications","volume":"11 1","pages":""},"PeriodicalIF":0.7000,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Factorial moments of the critical Markov branching process with geometric reproduction of particles\",\"authors\":\"Assen Tchorbadjieff, Penka Mayster\",\"doi\":\"10.15559/22-vmsta201\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":42685,\"journal\":{\"name\":\"Modern Stochastics-Theory and Applications\",\"volume\":\"11 1\",\"pages\":\"\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2022-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Modern Stochastics-Theory and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15559/22-vmsta201\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Modern Stochastics-Theory and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15559/22-vmsta201","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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.