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 par...

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Main Authors: Assen Tchorbadjieff, Penka Mayster
Format: Article
Language:English
Published: VTeX 2022-02-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Online Access:https://www.vmsta.org/doi/10.15559/22-VMSTA201
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author Assen Tchorbadjieff
Penka Mayster
author_facet Assen Tchorbadjieff
Penka Mayster
author_sort Assen Tchorbadjieff
collection DOAJ
description 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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spelling doaj.art-4b0b0a14f5394ab6a329ffa902298ad92022-12-22T00:40:58ZengVTeXModern Stochastics: Theory and Applications2351-60462351-60542022-02-019222924410.15559/22-VMSTA201Factorial moments of the critical Markov branching process with geometric reproduction of particlesAssen Tchorbadjieff0Penka Mayster1Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Acad. G. Bonchev street, Bloc 8, 1113 Sofia, BulgariaInstitute of Mathematics and Informatics, Bulgarian Academy of Sciences, Acad. G. Bonchev street, Bloc 8, 1113 Sofia, BulgariaThe 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.https://www.vmsta.org/doi/10.15559/22-VMSTA201factorial momentsgeometric reproduction branching processharmonic numbersLambert-W functionStirling numbers
spellingShingle Assen Tchorbadjieff
Penka Mayster
Factorial moments of the critical Markov branching process with geometric reproduction of particles
Modern Stochastics: Theory and Applications
factorial moments
geometric reproduction branching process
harmonic numbers
Lambert-W function
Stirling numbers
title Factorial moments of the critical Markov branching process with geometric reproduction of particles
title_full Factorial moments of the critical Markov branching process with geometric reproduction of particles
title_fullStr Factorial moments of the critical Markov branching process with geometric reproduction of particles
title_full_unstemmed Factorial moments of the critical Markov branching process with geometric reproduction of particles
title_short Factorial moments of the critical Markov branching process with geometric reproduction of particles
title_sort factorial moments of the critical markov branching process with geometric reproduction of particles
topic factorial moments
geometric reproduction branching process
harmonic numbers
Lambert-W function
Stirling numbers
url https://www.vmsta.org/doi/10.15559/22-VMSTA201
work_keys_str_mv AT assentchorbadjieff factorialmomentsofthecriticalmarkovbranchingprocesswithgeometricreproductionofparticles
AT penkamayster factorialmomentsofthecriticalmarkovbranchingprocesswithgeometricreproductionofparticles