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Bound on the tail of a Poisson branching process
Extinction probability of binomial branching process tends to poisson one.The minimum degree of G(n,p) with p=(1+o(1))ln(n)/nBranching process - generating functionNumber of k-cliques in random graphs is PoissonBranching process interpretation of giant componentClique numbers and Theorem 4.5.1 in “The Probabilistic Method” by Alon and SpencerRandom graph processFinding threshold for Erdos-Renyi random graph to be connected using branching processBinomial converging to Poisson in branching process view of $G(n,p)$There is probability $O(p^k)=O(n^-k)$ that $C(v)$ has more than $k-1$ edges?
$begingroup$
I'm trying to understand this argument from "The Probabilsitic Method" book:
Let $T_c$ be the time of extinction for a Poisson branching process with parameter $c$. The authors prove that $$P[T_c=k] = frace^-ck(ck)^k-1 k! .$$
From this they argue that, by Stirling's approximation, $$P[T_c = k] sim frac12 pik^-3/2c^-1(ce^1-c)^k.$$
If we assume $c<1$, then $ce^1-c<1$ and $P[T_c=k]$ approaches $0$ at exponential speed.
This is where I get lost: This gives a bound on the tail distribution: $P[T_c ge u] < e^-u(alpha +o(1)),$ where $alpha = c-1-ln c > 0$.
Where does this come from? Is it some application of the Chernoff bound (if so, which version?), or is it more elementary than that?
random-graphs probabilistic-method
$endgroup$
add a comment |
$begingroup$
I'm trying to understand this argument from "The Probabilsitic Method" book:
Let $T_c$ be the time of extinction for a Poisson branching process with parameter $c$. The authors prove that $$P[T_c=k] = frace^-ck(ck)^k-1 k! .$$
From this they argue that, by Stirling's approximation, $$P[T_c = k] sim frac12 pik^-3/2c^-1(ce^1-c)^k.$$
If we assume $c<1$, then $ce^1-c<1$ and $P[T_c=k]$ approaches $0$ at exponential speed.
This is where I get lost: This gives a bound on the tail distribution: $P[T_c ge u] < e^-u(alpha +o(1)),$ where $alpha = c-1-ln c > 0$.
Where does this come from? Is it some application of the Chernoff bound (if so, which version?), or is it more elementary than that?
random-graphs probabilistic-method
$endgroup$
add a comment |
$begingroup$
I'm trying to understand this argument from "The Probabilsitic Method" book:
Let $T_c$ be the time of extinction for a Poisson branching process with parameter $c$. The authors prove that $$P[T_c=k] = frace^-ck(ck)^k-1 k! .$$
From this they argue that, by Stirling's approximation, $$P[T_c = k] sim frac12 pik^-3/2c^-1(ce^1-c)^k.$$
If we assume $c<1$, then $ce^1-c<1$ and $P[T_c=k]$ approaches $0$ at exponential speed.
This is where I get lost: This gives a bound on the tail distribution: $P[T_c ge u] < e^-u(alpha +o(1)),$ where $alpha = c-1-ln c > 0$.
Where does this come from? Is it some application of the Chernoff bound (if so, which version?), or is it more elementary than that?
random-graphs probabilistic-method
$endgroup$
I'm trying to understand this argument from "The Probabilsitic Method" book:
Let $T_c$ be the time of extinction for a Poisson branching process with parameter $c$. The authors prove that $$P[T_c=k] = frace^-ck(ck)^k-1 k! .$$
From this they argue that, by Stirling's approximation, $$P[T_c = k] sim frac12 pik^-3/2c^-1(ce^1-c)^k.$$
If we assume $c<1$, then $ce^1-c<1$ and $P[T_c=k]$ approaches $0$ at exponential speed.
This is where I get lost: This gives a bound on the tail distribution: $P[T_c ge u] < e^-u(alpha +o(1)),$ where $alpha = c-1-ln c > 0$.
Where does this come from? Is it some application of the Chernoff bound (if so, which version?), or is it more elementary than that?
random-graphs probabilistic-method
random-graphs probabilistic-method
asked yesterday
theQmantheQman
44638
44638
add a comment |
add a comment |
1 Answer
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votes
$begingroup$
$$P(T_c ge u) = sum_k=u^infty P(T_c=k)
le frac12pi u^-3/2 c^-1 sum_k=u^infty (c e^1-c)^k
= frac12pi u^-3/2 c^-1 frac11-ce^1-c cdot(c e^1-c)^u.$$
The last term is
$$(ce^1-c)^u = e^-ualpha$$
with $alpha := c-1-ln c$.
The logarithm of the other terms is
$$ln left(frac12pi u^-3/2 c^-1 frac11-ce^1-cright)
= -frac32 ln u + C_c = o(u)$$
where $C_c = lnleft(frac12pi c^-1 frac11-ce^1-cright)$.
Exponentiating both sides yields
$$frac12pi u^-3/2 c^-1 frac11-ce^1-c = e^-u o(1).$$
$endgroup$
add a comment |
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1 Answer
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1 Answer
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active
oldest
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active
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$begingroup$
$$P(T_c ge u) = sum_k=u^infty P(T_c=k)
le frac12pi u^-3/2 c^-1 sum_k=u^infty (c e^1-c)^k
= frac12pi u^-3/2 c^-1 frac11-ce^1-c cdot(c e^1-c)^u.$$
The last term is
$$(ce^1-c)^u = e^-ualpha$$
with $alpha := c-1-ln c$.
The logarithm of the other terms is
$$ln left(frac12pi u^-3/2 c^-1 frac11-ce^1-cright)
= -frac32 ln u + C_c = o(u)$$
where $C_c = lnleft(frac12pi c^-1 frac11-ce^1-cright)$.
Exponentiating both sides yields
$$frac12pi u^-3/2 c^-1 frac11-ce^1-c = e^-u o(1).$$
$endgroup$
add a comment |
$begingroup$
$$P(T_c ge u) = sum_k=u^infty P(T_c=k)
le frac12pi u^-3/2 c^-1 sum_k=u^infty (c e^1-c)^k
= frac12pi u^-3/2 c^-1 frac11-ce^1-c cdot(c e^1-c)^u.$$
The last term is
$$(ce^1-c)^u = e^-ualpha$$
with $alpha := c-1-ln c$.
The logarithm of the other terms is
$$ln left(frac12pi u^-3/2 c^-1 frac11-ce^1-cright)
= -frac32 ln u + C_c = o(u)$$
where $C_c = lnleft(frac12pi c^-1 frac11-ce^1-cright)$.
Exponentiating both sides yields
$$frac12pi u^-3/2 c^-1 frac11-ce^1-c = e^-u o(1).$$
$endgroup$
add a comment |
$begingroup$
$$P(T_c ge u) = sum_k=u^infty P(T_c=k)
le frac12pi u^-3/2 c^-1 sum_k=u^infty (c e^1-c)^k
= frac12pi u^-3/2 c^-1 frac11-ce^1-c cdot(c e^1-c)^u.$$
The last term is
$$(ce^1-c)^u = e^-ualpha$$
with $alpha := c-1-ln c$.
The logarithm of the other terms is
$$ln left(frac12pi u^-3/2 c^-1 frac11-ce^1-cright)
= -frac32 ln u + C_c = o(u)$$
where $C_c = lnleft(frac12pi c^-1 frac11-ce^1-cright)$.
Exponentiating both sides yields
$$frac12pi u^-3/2 c^-1 frac11-ce^1-c = e^-u o(1).$$
$endgroup$
$$P(T_c ge u) = sum_k=u^infty P(T_c=k)
le frac12pi u^-3/2 c^-1 sum_k=u^infty (c e^1-c)^k
= frac12pi u^-3/2 c^-1 frac11-ce^1-c cdot(c e^1-c)^u.$$
The last term is
$$(ce^1-c)^u = e^-ualpha$$
with $alpha := c-1-ln c$.
The logarithm of the other terms is
$$ln left(frac12pi u^-3/2 c^-1 frac11-ce^1-cright)
= -frac32 ln u + C_c = o(u)$$
where $C_c = lnleft(frac12pi c^-1 frac11-ce^1-cright)$.
Exponentiating both sides yields
$$frac12pi u^-3/2 c^-1 frac11-ce^1-c = e^-u o(1).$$
answered yesterday
angryavianangryavian
42.1k23381
42.1k23381
add a comment |
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