Understanding an Identity in Arthreya's “Branching Processes”Find the probability generating function of a GW processDifference between $lim P[…]$ and $P[ lim ]$Branching Process in simple random walkShow that in a Galton-Walton Branching Process, $phi_n'(s)to0$ for every $sin(0,1)$ if $p_0>0$Relation between stationary distribution of a D/M/1 queue and extinction probability in a branching process?Branching Process; understanding theorem proofDeeper intuition about probability generating function through extinction probability?Proofs (involving Branching Processes)Extinction problem for a generalisation of Galton-Watson branching processesIs $C^X_n_n = 1^infty$ is a martingale?
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Understanding an Identity in Arthreya's “Branching Processes”
Find the probability generating function of a GW processDifference between $lim P[…]$ and $P[ lim ]$Branching Process in simple random walkShow that in a Galton-Walton Branching Process, $phi_n'(s)to0$ for every $sin(0,1)$ if $p_0>0$Relation between stationary distribution of a D/M/1 queue and extinction probability in a branching process?Branching Process; understanding theorem proofDeeper intuition about probability generating function through extinction probability?Proofs (involving Branching Processes)Extinction problem for a generalisation of Galton-Watson branching processesIs $C^X_n_n = 1^infty$ is a martingale?
$begingroup$
I'm currently reading from Chapter 1: The Galton-Watson Process in Arthreya's "Branching Processes," and I'm not sure that I'm understanding this identity correctly. We're given our generating function for the linear fractional Galton-Watson Process as $f$. We denote $mathbbEZ_1 = f'(1) = m$.
We have observed that for any two points $u,v$ that
$$
fracf(s)-f(u)f(s)-f(v)=fracs-us-vfrac1-pv1-pu.
$$
We've shown that $f(s)=s$ has roots $s_0$ and $1$. The text claims the following:
Taking $u=s_0, v=1$, if $mneq 1$ we get
$$
frac1-p1-ps_0=lim_sto 1left(fracf(s)-s_0s-s_0right)left(fracf(s)-1s-1right)^-1 = frac1m.
$$
I would like to confirm that my understanding of this is correct. From the first identity, we can rearrange to get the terms that are in the second. Then, we can observe that if $mneq1$ then $s_0 neq 1$, then the left factor has a defined limit as $sto1$, and the right factor is the definition of the derivative at 1, only inverted. So we can break our limit into
$$
lim_sto 1left(fracf(s)-s_0s-s_0right)cdotlim_sto 1left(fracf(s)-1s-1right)^-1.
$$
Then since $f(s)$ is continuous and $f(1)=1$, we have
$$
lim_sto 1left(fracf(s)-s_0s-s_0right)cdotlim_sto 1left(fracf(s)-1s-1right)^-1 =
left(frac1-s_01-s_0right)cdotlim_sto 1left(fracf(s)-1s-1right)^-1 = lim_sto 1left(fracf(s)-1s-1right)^-1 = frac1m.
$$
Is this a correct assessment of the argument?
probability-theory generating-functions
$endgroup$
add a comment |
$begingroup$
I'm currently reading from Chapter 1: The Galton-Watson Process in Arthreya's "Branching Processes," and I'm not sure that I'm understanding this identity correctly. We're given our generating function for the linear fractional Galton-Watson Process as $f$. We denote $mathbbEZ_1 = f'(1) = m$.
We have observed that for any two points $u,v$ that
$$
fracf(s)-f(u)f(s)-f(v)=fracs-us-vfrac1-pv1-pu.
$$
We've shown that $f(s)=s$ has roots $s_0$ and $1$. The text claims the following:
Taking $u=s_0, v=1$, if $mneq 1$ we get
$$
frac1-p1-ps_0=lim_sto 1left(fracf(s)-s_0s-s_0right)left(fracf(s)-1s-1right)^-1 = frac1m.
$$
I would like to confirm that my understanding of this is correct. From the first identity, we can rearrange to get the terms that are in the second. Then, we can observe that if $mneq1$ then $s_0 neq 1$, then the left factor has a defined limit as $sto1$, and the right factor is the definition of the derivative at 1, only inverted. So we can break our limit into
$$
lim_sto 1left(fracf(s)-s_0s-s_0right)cdotlim_sto 1left(fracf(s)-1s-1right)^-1.
$$
Then since $f(s)$ is continuous and $f(1)=1$, we have
$$
lim_sto 1left(fracf(s)-s_0s-s_0right)cdotlim_sto 1left(fracf(s)-1s-1right)^-1 =
left(frac1-s_01-s_0right)cdotlim_sto 1left(fracf(s)-1s-1right)^-1 = lim_sto 1left(fracf(s)-1s-1right)^-1 = frac1m.
$$
Is this a correct assessment of the argument?
probability-theory generating-functions
$endgroup$
add a comment |
$begingroup$
I'm currently reading from Chapter 1: The Galton-Watson Process in Arthreya's "Branching Processes," and I'm not sure that I'm understanding this identity correctly. We're given our generating function for the linear fractional Galton-Watson Process as $f$. We denote $mathbbEZ_1 = f'(1) = m$.
We have observed that for any two points $u,v$ that
$$
fracf(s)-f(u)f(s)-f(v)=fracs-us-vfrac1-pv1-pu.
$$
We've shown that $f(s)=s$ has roots $s_0$ and $1$. The text claims the following:
Taking $u=s_0, v=1$, if $mneq 1$ we get
$$
frac1-p1-ps_0=lim_sto 1left(fracf(s)-s_0s-s_0right)left(fracf(s)-1s-1right)^-1 = frac1m.
$$
I would like to confirm that my understanding of this is correct. From the first identity, we can rearrange to get the terms that are in the second. Then, we can observe that if $mneq1$ then $s_0 neq 1$, then the left factor has a defined limit as $sto1$, and the right factor is the definition of the derivative at 1, only inverted. So we can break our limit into
$$
lim_sto 1left(fracf(s)-s_0s-s_0right)cdotlim_sto 1left(fracf(s)-1s-1right)^-1.
$$
Then since $f(s)$ is continuous and $f(1)=1$, we have
$$
lim_sto 1left(fracf(s)-s_0s-s_0right)cdotlim_sto 1left(fracf(s)-1s-1right)^-1 =
left(frac1-s_01-s_0right)cdotlim_sto 1left(fracf(s)-1s-1right)^-1 = lim_sto 1left(fracf(s)-1s-1right)^-1 = frac1m.
$$
Is this a correct assessment of the argument?
probability-theory generating-functions
$endgroup$
I'm currently reading from Chapter 1: The Galton-Watson Process in Arthreya's "Branching Processes," and I'm not sure that I'm understanding this identity correctly. We're given our generating function for the linear fractional Galton-Watson Process as $f$. We denote $mathbbEZ_1 = f'(1) = m$.
We have observed that for any two points $u,v$ that
$$
fracf(s)-f(u)f(s)-f(v)=fracs-us-vfrac1-pv1-pu.
$$
We've shown that $f(s)=s$ has roots $s_0$ and $1$. The text claims the following:
Taking $u=s_0, v=1$, if $mneq 1$ we get
$$
frac1-p1-ps_0=lim_sto 1left(fracf(s)-s_0s-s_0right)left(fracf(s)-1s-1right)^-1 = frac1m.
$$
I would like to confirm that my understanding of this is correct. From the first identity, we can rearrange to get the terms that are in the second. Then, we can observe that if $mneq1$ then $s_0 neq 1$, then the left factor has a defined limit as $sto1$, and the right factor is the definition of the derivative at 1, only inverted. So we can break our limit into
$$
lim_sto 1left(fracf(s)-s_0s-s_0right)cdotlim_sto 1left(fracf(s)-1s-1right)^-1.
$$
Then since $f(s)$ is continuous and $f(1)=1$, we have
$$
lim_sto 1left(fracf(s)-s_0s-s_0right)cdotlim_sto 1left(fracf(s)-1s-1right)^-1 =
left(frac1-s_01-s_0right)cdotlim_sto 1left(fracf(s)-1s-1right)^-1 = lim_sto 1left(fracf(s)-1s-1right)^-1 = frac1m.
$$
Is this a correct assessment of the argument?
probability-theory generating-functions
probability-theory generating-functions
asked Mar 20 at 18:10
perpetuallyconfusedperpetuallyconfused
126
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