[go: up one dir, main page]
Scribd
Upload
93 views1 page

Tutorial2 MAT4305

This document discusses several examples of branching processes: 1. A branching process where each particle has a probability distribution of offspring and asks to determine the expected population size over generations and probability of extinction. 2. A branching process where each individual has a random number of offspring falling into categories and asks questions about the generating function and probability of extinction starting from 1 or 2 individuals. 3. A branching process where the offspring distribution is a Poisson distribution and asks about the expected combined population and probability of eventual extinction for different parameter values.

Uploaded by

Ishadi Dilanka
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
93 views1 page

Tutorial2 MAT4305

This document discusses several examples of branching processes: 1. A branching process where each particle has a probability distribution of offspring and asks to determine the expected population size over generations and probability of extinction. 2. A branching process where each individual has a random number of offspring falling into categories and asks questions about the generating function and probability of extinction starting from 1 or 2 individuals. 3. A branching process where the offspring distribution is a Poisson distribution and asks about the expected combined population and probability of eventual extinction for different parameter values.

Uploaded by

Ishadi Dilanka
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 1

MAT 4305 - Stochastic Processes

Tutorial # 02

1. Consider a branching process {Xn : n = 0, 1, 2, ...}, starting with one particle: X0 = 1. The number
of offspring Z of one particle is distributed as

P (Z = i) = (i + 1)(1 − p)i p2 ; i = 0, 1, 2, ...

where 0 < p < 1.

(a) Give E[Z] and determine E[Xi ] for i = 0, 1, 2, ...


(b) Determine the probability that the population dies out (for every 0 < p < 1).

2. Each individual in a population has a random number Y offsprings, with

P (Y = 0) = c, P (Y = 1) = b, P (Y = 2) = a,

where a + b + c = 1.

(a) Compute the generating function G(s) of Y for s ∈ [−1, 1].


(b) Compute the probability that the population is extinct at time 2, starting from 1 individuals
at time 0.
(c) Compute the probability that the population is extinct at time 2, starting from 2 individuals
at time 0.
(d) Show that when 0 < c ≤ a the probability of eventual extinction of the population, starting
from 2 individuals at time 0, is (c/a)2 . What is this probability equal to when 0 < c ≤ a ?

3. Assume that the offspring distribution of a branching process is Poisson with parameter λ.

(a) Determine the expected combined population through generation 10.


(b) Determine, with the aid of computer if necessary, the probability that the process ever dies out
for λ= 21 , λ= 1 and λ= 2.

4. Assume that the offspring distribution of a branching process is given by p1 = p2 = p3 = 31 .


Note that p0 = 0. In a generation n, choose a random individual and let Yn be the proportion of
individuals, among Xn , from families of size a. (A family consists of individuals that are offspring
of the same parent from previous generation.) Compute the limit of Yn as n → ∞. Solve the above
problem for a = 1, 2, 3.

5. For a branching process with offspring distribution given by p0 = 1


6 , p1 = 1
2 , p3 = 1
3 , determine

(a) Expectation and variance of X9 , the population at generation 9.


(b) Probability that the branching process dies by generation 3, but not by generation 2.
(c) The probability that the process ever dies out.
(d) Then assume you start 5 independent copies of this branching process at the same time (equiv-
alently, change X0 to 5), and compute the probability the that the process ever dies out.

You might also like