TY - JOUR
T1 - Likely path to extinction in simple branching models with large initial population
AU - Klebaner, F. C.
AU - Liptser, R.
PY - 2006
Y1 - 2006
N2 - We give explicit formulae for most likely paths to extinction in simple branching models when initial population is large. In discrete time, we study the Galton-Watson process, and in continuous time, the branching diffusion. The most likely paths are found with the help of the large deviation principle (LDP). We also find asymptotics for the extinction probability, which gives a new expression in continuous time and recovers the known formula in discrete time. Due to the nonnegativity of the processes, the proof of LDP at the point of extinction uses a nonstandard argument of independent interest.
AB - We give explicit formulae for most likely paths to extinction in simple branching models when initial population is large. In discrete time, we study the Galton-Watson process, and in continuous time, the branching diffusion. The most likely paths are found with the help of the large deviation principle (LDP). We also find asymptotics for the extinction probability, which gives a new expression in continuous time and recovers the known formula in discrete time. Due to the nonnegativity of the processes, the proof of LDP at the point of extinction uses a nonstandard argument of independent interest.
UR - http://www.scopus.com/inward/record.url?scp=33745357131&partnerID=8YFLogxK
U2 - 10.1155/JAMSA/2006/60376
DO - 10.1155/JAMSA/2006/60376
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AN - SCOPUS:33745357131
SN - 1048-9533
VL - 2006
JO - Journal of Applied Mathematics and Stochastic Analysis
JF - Journal of Applied Mathematics and Stochastic Analysis
M1 - 60376
ER -