Limit involving extinction probability of branching process

In summary, to find the limit as a approaches infinity for x(a), you can use standard derivative tests to determine whether or not extinction takes place, and then use an asymptotic expansion for large argument to find the extinction probability.
  • #1
JanetJanet
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Let x(a) be the extinction probability of a branching process whose offspring is Poisson distributed with parameter a. I need to find the limit as a approaches infinity x(a)e^a. I tried computing x(a) directly using generating functions, and I found that it's the solution to e^(a(s-1))=s, but I couldn't solve for x(a). Thus, I couldn't compute the limit. What other ways could I consider going about this problem?
 
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  • #2
I moved the thread to the homework section.
JanetJanet said:
I need to find the limit as a approaches infinity x(a)e^a
What does the formula at the end of the quote do there?

What is s and how did you get that equation?
 
  • #3
The LHS is what the generating function adds up to. s is the argument of the generating function. x(a) is just the solution to that formula at the end with s between 0 and 1.
 
  • #4
JanetJanet said:
Let x(a) be the extinction probability of a branching process whose offspring is Poisson distributed with parameter a. I need to find the limit as a approaches infinity x(a)e^a. I tried computing x(a) directly using generating functions, and I found that it's the solution to e^(a(s-1))=s, but I couldn't solve for x(a). Thus, I couldn't compute the limit. What other ways could I consider going about this problem?

There are standard derivative tests to determine whether or not extinction takes place, and then by solving an equation (numerically, if necessary) to find the extinction probability if it is in ##(0,1)##. If ##f(s) = e^{a(s-1)}##, just look at ##f'(1)##. If ##f'(1) \leq 1##, extinction is certain; if ##f'(1) > 1## extinction is not certain. In the latter case, if the extinction probability is ##p##, the population will grow without bound with probability ##1-p##. See, eg.,
http://wwwf.imperial.ac.uk/~ejm/M3S4/NOTES2.PDF (p. 29) or
http://en.wikipedia.org/wiki/Branching_process
The latter link does not make the derivative condition explicit, but a glance at the displayed graphs should make its applicability clear enough.
 
  • #5
The problem is that I have to solve the limit as a approaches infinity of x(a)e^a. Not just x(a). That means I have to know how fast x(a) goes to 0 as a goes to infinity.
 
  • #6
JanetJanet said:
The problem is that I have to solve the limit as a approaches infinity of x(a)e^a. Not just x(a). That means I have to know how fast x(a) goes to 0 as a goes to infinity.

You can solve the equation ##e^{a(s-1)} = s## in terms of the so-called Lambert W-function; see, eg., http://en.wikipedia.org/wiki/Lambert_W_function . The series expansion of the Lambert function for small argument, and an asymptotic expansion for large argument are known and documented, so that information should be enough for your purposes.
 
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FAQ: Limit involving extinction probability of branching process

What is a branching process?

A branching process is a mathematical model used to describe the growth and evolution of a population over time. It involves a single individual or "ancestor" that produces a random number of offspring in each generation, and each offspring can in turn produce their own random number of offspring in the next generation.

What is the extinction probability in a branching process?

The extinction probability in a branching process refers to the likelihood that the entire population will eventually die out and become extinct. This probability is affected by factors such as the number of offspring produced in each generation and the probability of each offspring surviving to reproduce.

How is the extinction probability calculated in a branching process?

The extinction probability can be calculated using the generating function of the branching process, which is a mathematical tool used to determine the probability distribution of the number of offspring produced in each generation. The extinction probability is equal to the smallest positive solution of the generating function.

What is the limiting behavior of the extinction probability in a branching process?

The limiting behavior of the extinction probability refers to what happens to the extinction probability as the number of generations in the branching process increases. In most cases, the extinction probability approaches a fixed value as the number of generations increases, and this value is known as the critical probability of extinction.

What are some real-life applications of branching processes?

Branching processes have been used in many fields, including biology, economics, and physics. They can be applied to study the spread of diseases, the growth of populations, and the evolution of financial markets. They can also be used to model the behavior of particles in a gas or the branching patterns of plants.

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