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Branching process

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application. Athreya identifies the three classes of size-dependent branching processes as sub-critical, stable, and super-critical branching measures. For Athreya, the central parameters are crucial to control if sub-critical and super-critical unstable branching is to be avoided. Size dependent branching processes are also discussed under the topic of
1560:) for the number of offspring of a given parent, if the mean number of offspring produced by a single parent is less than or equal to one, then the ultimate extinction probability is one. If the mean number of offspring produced by a single parent is greater than one, then the ultimate extinction probability is strictly less than one. 1472: 92:
that does not vary from individual to individual. Branching processes are used to model reproduction; for example, the individuals might correspond to bacteria, each of which generates 0, 1, or 2 offspring with some probability in a single time unit. Branching processes can also
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There are many other branching processes, for example, branching processes in random environments, in which the reproduction law is chosen randomly at each generation, or branching processes, where the growth of the population is controlled by external influences or interacting processes. Branching
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Branching processes can be simulated for a range of problems. One specific use of simulated branching process is in the field of evolutionary biology. Phylogenetic trees, for example, can be simulated under several models, helping to develop and validate estimation methods as well as supporting
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for all individuals. For continuous-time branching processes, each individual waits for a random time (which is a continuous random variable), and then divides according to the given distribution. The waiting time for different individuals are independent, and are independent with the number of
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Along with discussion of a more general model of branching processes known as age-dependent branching processes by Grimmett, in which individuals live for more than one generation, Krishna Athreya has identified three distinctions between size-dependent branching processes which have general
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is visited. Then in each period, the number of revealed but unvisited nodes equals the number of such nodes in the previous period, plus the new nodes that are revealed when visiting a node, minus the node that is visited. The process ends once all revealed nodes have been visited.
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For multitype branching processes that the populations of different types grow exponentially, the proportions of different types converge almost surely to a constant vector under some mild conditions. This is the strong law of large numbers for multitype branching processes.
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For any nontrivial cases (trivial cases are ones in which the probability of having no offspring is zero for every member of the population - in such cases the probability of ultimate extinction is 0), the probability of ultimate extinction equals one if
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processes where particles have to work (contribute resources to the environment) in order to be able to reproduce, and live in a changing society structure controlling the distribution of resources, are so-called resource-dependent branching processes.
967: 507:= 1. To gain some intuition for this formulation, imagine a walk where the goal is to visit every node, but every time a previously unvisited node is visited, additional nodes are revealed that must also be visited. Let 1466: 1359: 42:
indexed by some set, usually natural or non-negative real numbers. The original purpose of branching processes was to serve as a mathematical model of a population in which each individual in generation 
495: 148:> 1, then the probability of ultimate extinction is less than 1 (but not necessarily zero; consider a process where each individual either has 0 or 100 children with equal probability. In that case, 1696: 763: 1081: 2296:
The monograph by Athreya and Ney summarizes a common set of conditions under which this law of large numbers is valid. Later there are some improvements through discarding different conditions.
328: 625: 2793:, 2nd ed., Clarendon Press, Oxford, 1992. Section 5.4 discusses the model of branching processes described above. Section 5.5 discusses a more general model of branching processes known as 2867: 227: 2175: 1146: 3402: 2032: 2003: 2275: 1208: 3226: 2779: 2229: 2202: 2116: 2089: 2062: 3829: 2822: 86: 3359: 3339: 60: 809: 3743: 2037:
For example, consider the population of cancer stem cells (CSCs) and non-stem cancer cells (NSCCs). After each time interval, each CSC has probability
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system, which has a unique attracting fixed point. This fixed point is just the vector that the proportions converge to in the law of large numbers.
3670: 3344: 1468:) function. There are at most two intersection points. Since (1,1) is always an intersect point for the two functions, there only exist three cases: 3354: 3712: 3427: 3609: 1520:
In case 1, the ultimate extinction probability is strictly less than one. For case 2 and 3, the ultimate extinction probability equals to one.
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is exactly the expected number of offspring a parent could produce, it can be concluded that for a branching process with generating function
152:= 50, but probability of ultimate extinction is greater than 0.5, since that's the probability that the first individual has 0 children). If 3899: 3889: 3412: 2669: 2548:"TreeSimGM: Simulating phylogenetic trees under general Bellman–Harris models with lineage-specific shifts of speciation and extinction in R" 3799: 3763: 2428:
and M. Duerinckx (2015) "Resource dependent branching processes and the envelope of societies", Annals of Applied Probability. 25: 324–372.
2336: 1570: 3716: 4067: 3804: 2914: 2815: 2388: 1364: 383: 3869: 3447: 3417: 1586: 697: 2786:, 2nd ed. Section 10.3 discusses branching processes in detail together with the application of generating functions to study them. 1260: 3720: 3704: 3914: 3619: 2839: 3819: 3784: 3753: 3748: 3387: 3184: 3101: 2346: 643: 3758: 3086: 667:, ... be the probabilities of producing 0, 1, 2, ... offspring by each individual in each generation. Let 3382: 3189: 2290: 995: 3108: 3844: 3724: 2776: 4072: 3849: 3685: 3584: 3569: 2981: 2897: 2808: 3859: 3495: 3854: 253: 156: = 1, then ultimate extinction occurs with probability 1 unless each individual always has exactly one child. 3457: 2341: 569: 3041: 2986: 2902: 3789: 3779: 3422: 3392: 3794: 2959: 2857: 2005:, a random vector representing the numbers of children in different types, satisfies a probability distribution on 1951: = 1/3, and this is the value to which the extinction probability converges with increasing generations. 3505: 3081: 2862: 2321: 180: 4093: 3874: 3675: 3589: 3574: 2964: 20: 3708: 3594: 3016: 2605:"The overshoot and phenotypic equilibrium in characterizing cancer dynamics of reversible phenotypic plasticity" 3096: 3071: 89: 3814: 3397: 2932: 789:
offspring in the first generation, then to die out by the mth generation, each of these lines must die out in
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G. R. Grimmett and D. R. Stirzaker, Probability and Random Processes, 2nd ed., Clarendon Press, Oxford, 1992.
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Hagen, Oskar; Andermann, Tobias; Quental, Tiago B.; Antonelli, Alexandre; Silvestro, Daniele (May 2018).
2121: 1092: 3974: 3956: 3936: 3931: 3650: 3482: 3462: 3309: 3252: 3091: 3001: 2331: 136:< 1, then the expected number of individuals goes rapidly to zero, which implies ultimate extinction 3442: 1580:
Consider a parent can produce at most two offspring. The extinction probability in each generation is:
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generation must be added up, the extinction probability is nondecreasing in generations. That is,
4014: 3979: 3894: 3864: 3634: 3629: 3452: 3289: 2954: 2892: 2831: 2720:"Phenotypic equilibrium as probabilistic convergence in multi-phenotype cell population dynamics" 2642: 2616: 137: 35: 27: 3695: 113: 1174: 4034: 3839: 3490: 3247: 3133: 3026: 3006: 2996: 2847: 2759: 2665: 2634: 2585: 2567: 2528: 2477: 2459: 2384: 3700: 3437: 4054: 3941: 3824: 3194: 3169: 3118: 3046: 2969: 2922: 2749: 2739: 2698: 2626: 2575: 2559: 2518: 2508: 2467: 2451: 2376: 1968:
In multitype branching processes, individuals are not identical, but can be classified into
39: 2207: 2180: 2094: 2067: 2040: 4019: 3919: 3904: 3665: 3599: 3277: 3221: 3204: 2949: 2783: 2425: 102: 3834: 3066: 1764: = 0.3, the extinction probability for the first 20 generations is as follows: 962:{\displaystyle d_{m}=p_{0}+p_{1}d_{m-1}+p_{2}(d_{m-1})^{2}+p_{3}(d_{m-1})^{3}+\cdots .\,} 65: 2735: 2687:"Functional limit theorems for multitype branching processes and generalized PĂłlya urns" 2497:"Estimating Age-Dependent Extinction: Contrasting Evidence from Fossils and Phylogenies" 4024: 3989: 3909: 3515: 3262: 3179: 3148: 3143: 3123: 3113: 3056: 3051: 3031: 3011: 2976: 2944: 2927: 2754: 2719: 2580: 2547: 2523: 2496: 2472: 2439: 117: 45: 4087: 3926: 3467: 3304: 3299: 3257: 3199: 3021: 2937: 2877: 2646: 2603:
Chen, Xiufang; Wang, Yue; Feng, Tianquan; Yi, Ming; Zhang, Xingan; Zhou, Da (2016).
3984: 3946: 3500: 3432: 3321: 3316: 3128: 3061: 3036: 2872: 2351: 2309: 3564: 793: âˆ’ 1 generations. Since they proceed independently, the probability is ( 2744: 2380: 547:
children. In general, the waiting time is an exponential variable with parameter
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For continuous-time cases, proportions of the population expectation satisfy an
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The right-hand side of the equation is a probability generating function. Let
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A central question in the theory of branching processes is the probability of
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The scaling limit of near-critical branching processes can be used to obtain
112:, where no individuals exist after some finite number of generations. Using 3533: 2563: 2513: 2455: 116:, it can be shown that starting with one individual in generation zero, the 98: 2763: 2638: 2589: 2532: 2481: 542:
For discrete-time branching processes, the "branching time" is fixed to be
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be used to model other systems with similar dynamics, e.g., the spread of
2440:"Age-Dependent Speciation Can Explain the Shape of Empirical Phylogenies" 1708: = 0. For the ultimate extinction probability, we need to find 209:
be a random variable denoting the number of direct successors of member
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Generalized autoregressive conditional heteroskedasticity (GARCH) model
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Taking as example probabilities for the numbers of offspring produced
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This is also equivalent to finding the intersection point(s) of lines
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to produce one CSC and one NSCC (asymmetric division), probability
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The most common formulation of a branching process is that of the
687:= 0. Since the probabilities for all paths that lead to 0 by the 1461:{\displaystyle h''(z)=2p_{2}+6p_{3}z+12p_{4}z^{2}+\cdots \geq 0} 490:{\displaystyle S_{i+1}=S_{i}+X_{i+1}-1=\sum _{j=1}^{i+1}X_{j}-i} 2804: 516:
represent the number of revealed but unvisited nodes in period
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Hagen, O.; Hartmann, K.; Steel, M.; Stadler, T. (2015-05-01).
1691:{\displaystyle d_{m}=p_{0}+p_{1}d_{m-1}+p_{2}(d_{m-1})^{2}.\,} 758:{\displaystyle 0=d_{0}\leq d_{1}\leq d_{2}\leq \cdots \leq 1.} 529:
represent the number of new nodes that are revealed when node
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produces some random number of individuals in generation 
1354:{\displaystyle h'(z)=p_{1}+2p_{2}z+3p_{3}z^{2}+\cdots \geq 0} 1086:
Using the generating function, the previous equation becomes
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Alternatively, the branching process can be formulated as a
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is the expected number of children of each individual. If
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Autoregressive conditional heteroskedasticity (ARCH) model
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Restricted representation § Classical branching rules
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Independent and identically distributed random variables
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independent and identically distributed random variables
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to produce two NSCCs (symmetric division), probability
1076:{\displaystyle h(z)=p_{0}+p_{1}z+p_{2}z^{2}+\cdots .\,} 551:
for all individuals, so that the process is Markovian.
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Autoregressive integrated moving average (ARIMA) model
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Law of large numbers for multitype branching processes
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to produce nothing (death); each NSCC has probability
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to produce two CSCs (symmetric division), probability
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is the ultimate extinction probability. If there are
700: 572: 386: 256: 68: 48: 3967: 3772: 3734: 3643: 3557: 3514: 3481: 3373: 3330: 3240: 3157: 2913: 2838: 1972:types. After each time step, an individual of type 2269: 2231:to produce one NSCC (stagnation), and probability 2223: 2196: 2169: 2110: 2083: 2056: 2026: 1997: 1690: 1460: 1353: 1202: 1140: 1075: 961: 757: 619: 489: 323:{\displaystyle Z_{n+1}=\sum _{i=1}^{Z_{n}}X_{n,i}} 322: 196:(often interpreted as the size of generation  80: 54: 2118:to produce one CSC (stagnation), and probability 1976:will produce individuals of different types, and 1947:In this example, we can solve algebraically that 620:{\displaystyle \lim _{n\to \infty }\Pr(Z_{n}=0).} 3227:Stochastic chains with memory of variable length 642:The process can be analyzed using the method of 589: 574: 234: âˆˆ{ 0, 1, 2, ...} and 555:Extinction problem for a Galton–Watson process 88:, according, in the simplest case, to a fixed 19:For the process in representation theory, see 2816: 2664:. Berlin: Springer-Verlag. pp. 199–206. 635: â‰€ 1 and strictly less than one if 8: 2718:Jiang, Da-Quan; Wang, Yue; Zhou, Da (2017). 2371:Athreya, K. B. (2006). "Branching Process". 34:is a type of mathematical object known as a 2691:Stochastic Processes and Their Applications 2660:Athreya, Krishna B.; Ney, Peter E. (1972). 3355:Autoregressive–moving-average (ARMA) model 2823: 2809: 2801: 1517:> 1.(See the black curve in the graph) 980:) be the ordinary generating function for 2753: 2743: 2702: 2620: 2579: 2522: 2512: 2471: 2261: 2248: 2236: 2215: 2209: 2188: 2182: 2161: 2148: 2135: 2123: 2102: 2096: 2075: 2069: 2048: 2042: 2018: 2014: 2013: 2010: 1989: 1984: 1981: 1687: 1678: 1662: 1649: 1630: 1620: 1607: 1594: 1588: 1503:< 1 (see the red curve in the graph). 1440: 1430: 1411: 1395: 1366: 1333: 1323: 1304: 1288: 1262: 1199: 1176: 1137: 1119: 1100: 1094: 1072: 1057: 1047: 1031: 1018: 997: 958: 943: 927: 914: 901: 885: 872: 853: 843: 830: 817: 811: 737: 724: 711: 699: 599: 577: 571: 475: 459: 448: 423: 410: 391: 385: 308: 296: 291: 280: 261: 255: 67: 47: 1766: 2363: 1510:= 1.(See the green curve in the graph) 1506:Case 2 has only one intersect point at 3661:Doob's martingale convergence theorems 1513:Case 3 has another intersect point at 1499:Case 1 has another intersect point at 3413:Constant elasticity of variance (CEV) 3403:Chan–Karolyi–Longstaff–Sanders (CKLS) 2546:Hagen, Oskar; Stadler, Tanja (2018). 676:be the extinction probability by the 167:of a branching process is called the 7: 2789:G. R. Grimmett and D. R. Stirzaker, 2337:Resource-dependent branching process 1571:resource-dependent branching process 247:}. Then the recurrence equation is 101:or the propagation of neutrons in a 2170:{\displaystyle 1-p_{1}-p_{2}-p_{3}} 1141:{\displaystyle d_{m}=h(d_{m-1}).\,} 538:Continuous-time branching processes 377:. Then the recurrence equation is 38:, which consists of collections of 3900:Skorokhod's representation theorem 3681:Law of large numbers (weak/strong) 2412:Krishna Athreya and Peter Jagers. 1564:Size dependent branching processes 584: 14: 3870:Martingale representation theorem 2795:age-dependent branching processes 2775:C. M. Grinstead and J. L. Snell, 3915:Stochastic differential equation 3805:Doob's optional stopping theorem 3800:Doob–Meyer decomposition theorem 2791:Probability and Random Processes 2552:Methods in Ecology and Evolution 2027:{\displaystyle \mathbb {N} ^{n}} 1998:{\displaystyle \mathbf {X} _{i}} 1985: 238: âˆˆ {1, ...,  3785:Convergence of random variables 3671:Fisher–Tippett–Gnedenko theorem 2347:Martingale (probability theory) 644:probability generating function 3383:Binomial options pricing model 2609:Journal of Theoretical Biology 2373:Encyclopedia of Environmetrics 1955:Simulating branching processes 1675: 1655: 1382: 1376: 1278: 1272: 1193: 1187: 1131: 1112: 1008: 1002: 940: 920: 898: 878: 611: 592: 581: 1: 3850:Kolmogorov continuity theorem 3686:Law of the iterated logarithm 2270:{\displaystyle 1-p_{4}-p_{5}} 1964:Multitype branching processes 1576:Example of extinction problem 1548: + ... =  369:be a random variable that is 3855:Kolmogorov extension theorem 3534:Generalized queueing network 3042:Interacting particle systems 2745:10.1371/journal.pone.0170916 2381:10.1002/9780470057339.vab032 2277:to produce nothing (death). 2987:Continuous-time random walk 2777:Introduction to Probability 2322:Galton–Watson process 356:denote the state in period 192:denote the state in period 181:Galton–Watson process 4110: 3995:Extreme value theory (EVT) 3795:Doob decomposition theorem 3087:Ornstein–Uhlenbeck process 2858:Chinese restaurant process 2631:10.1016/j.jtbi.2015.11.008 1257:) is an increasing (since 18: 16:Kind of stochastic process 4063: 3875:Optional stopping theorem 3676:Large deviation principle 3428:Heath–Jarrow–Morton (HJM) 3365:Moving-average (MA) model 3350:Autoregressive (AR) model 3175:Hidden Markov model (HMM) 3109:Schramm–Loewner evolution 2704:10.1016/j.spa.2003.12.002 2300:Other branching processes 1203:{\displaystyle d=h(d).\,} 3790:DolĂ©ans-Dade exponential 3620:Progressively measurable 3418:Cox–Ingersoll–Ross (CIR) 1168:can be found by solving 175:Mathematical formulation 120:size of generation  90:probability distribution 4010:Mathematical statistics 4000:Large deviations theory 3830:Infinitesimal generator 3691:Maximal ergodic theorem 3610:Piecewise-deterministic 3212:Random dynamical system 3077:Markov additive process 2685:Janson, Svante (2003). 2564:10.1111/2041-210X.12917 2342:Bruss–Duerinckx theorem 1781:Extinction probability 680:generation. Obviously, 169:basic reproductive rate 3845:Karhunen–LoĂšve theorem 3780:Cameron–Martin formula 3744:Burkholder–Davis–Gundy 3139:Variance gamma process 2271: 2225: 2198: 2171: 2112: 2085: 2058: 2028: 1999: 1773:Extinction probability 1757: = 0.6, and 1692: 1496: 1462: 1355: 1204: 1142: 1077: 963: 759: 621: 561:extinction probability 491: 470: 324: 303: 82: 56: 3975:Actuarial mathematics 3937:Uniform integrability 3932:Stratonovich integral 3860:LĂ©vy–Prokhorov metric 3764:Marcinkiewicz–Zygmund 3651:Central limit theorem 3253:Gaussian random field 3082:McKean–Vlasov process 3002:Dyson Brownian motion 2863:Galton–Watson process 2514:10.1093/sysbio/syx082 2456:10.1093/sysbio/syv001 2332:Branching random walk 2272: 2226: 2224:{\displaystyle p_{5}} 2199: 2197:{\displaystyle p_{4}} 2172: 2113: 2111:{\displaystyle p_{3}} 2086: 2084:{\displaystyle p_{2}} 2059: 2057:{\displaystyle p_{1}} 2029: 2000: 1693: 1474: 1463: 1356: 1205: 1143: 1078: 964: 777:converges to a limit 760: 622: 492: 444: 325: 276: 144:. Alternatively, if 83: 57: 4050:Time series analysis 4005:Mathematical finance 3890:Reflection principle 3217:Regenerative process 3017:Fleming–Viot process 2832:Stochastic processes 2235: 2208: 2181: 2122: 2095: 2068: 2041: 2009: 1980: 1960:hypothesis testing. 1778:Generation # (11–20) 1587: 1365: 1361:) and convex (since 1261: 1245:is a straight line. 1175: 1093: 996: 810: 698: 570: 384: 254: 66: 46: 4045:Stochastic analysis 3885:Quadratic variation 3880:Prokhorov's theorem 3815:Feynman–Kac formula 3285:Markov random field 2933:Birth–death process 2736:2017PLoSO..1270916J 2662:Branching Processes 2414:Branching Processes 1770:Generation # (1–10) 639: > 1. 161:theoretical ecology 142:Markov's inequality 110:ultimate extinction 81:{\displaystyle n+1} 4015:Probability theory 3895:Skorokhod integral 3865:Malliavin calculus 3448:Korn-Kreer-Lenssen 3332:Time series models 3295:Pitman–Yor process 2782:2011-07-27 at the 2501:Systematic Biology 2444:Systematic Biology 2267: 2221: 2194: 2167: 2108: 2081: 2054: 2024: 1995: 1750: = 0.1, 1688: 1523:By observing that 1497: 1458: 1351: 1200: 1138: 1073: 959: 755: 617: 588: 487: 320: 138:with probability 1 78: 52: 36:stochastic process 28:probability theory 4081: 4080: 4035:Signal processing 3754:Doob's upcrossing 3749:Doob's martingale 3713:Engelbert–Schmidt 3656:Donsker's theorem 3590:Feller-continuous 3458:Rendleman–Bartter 3248:Dirichlet process 3165:Branching process 3134:Telegraph process 3027:Geometric process 3007:Empirical process 2997:Diffusion process 2853:Branching process 2848:Bernoulli process 2671:978-3-642-65371-1 2416:. Springer. 1973. 1945: 1944: 1487:) intersect with 573: 55:{\displaystyle n} 32:branching process 4101: 4094:Markov processes 4055:Machine learning 3942:Usual hypotheses 3825:Girsanov theorem 3810:Dynkin's formula 3575:Continuous paths 3483:Actuarial models 3423:Garman–Kohlhagen 3393:Black–Karasinski 3388:Black–Derman–Toy 3375:Financial models 3241:Fields and other 3170:Gaussian process 3119:Sigma-martingale 2923:Additive process 2825: 2818: 2811: 2802: 2768: 2767: 2757: 2747: 2715: 2709: 2708: 2706: 2682: 2676: 2675: 2657: 2651: 2650: 2624: 2600: 2594: 2593: 2583: 2543: 2537: 2536: 2526: 2516: 2492: 2486: 2485: 2475: 2435: 2429: 2423: 2417: 2410: 2404: 2401: 2395: 2394: 2368: 2276: 2274: 2273: 2268: 2266: 2265: 2253: 2252: 2230: 2228: 2227: 2222: 2220: 2219: 2203: 2201: 2200: 2195: 2193: 2192: 2176: 2174: 2173: 2168: 2166: 2165: 2153: 2152: 2140: 2139: 2117: 2115: 2114: 2109: 2107: 2106: 2090: 2088: 2087: 2082: 2080: 2079: 2063: 2061: 2060: 2055: 2053: 2052: 2033: 2031: 2030: 2025: 2023: 2022: 2017: 2004: 2002: 2001: 1996: 1994: 1993: 1988: 1767: 1712:which satisfies 1697: 1695: 1694: 1689: 1683: 1682: 1673: 1672: 1654: 1653: 1641: 1640: 1625: 1624: 1612: 1611: 1599: 1598: 1527:(1) =  1467: 1465: 1464: 1459: 1445: 1444: 1435: 1434: 1416: 1415: 1400: 1399: 1375: 1360: 1358: 1357: 1352: 1338: 1337: 1328: 1327: 1309: 1308: 1293: 1292: 1271: 1237: â‰„ 0. 1209: 1207: 1206: 1201: 1147: 1145: 1144: 1139: 1130: 1129: 1105: 1104: 1082: 1080: 1079: 1074: 1062: 1061: 1052: 1051: 1036: 1035: 1023: 1022: 968: 966: 965: 960: 948: 947: 938: 937: 919: 918: 906: 905: 896: 895: 877: 876: 864: 863: 848: 847: 835: 834: 822: 821: 764: 762: 761: 756: 742: 741: 729: 728: 716: 715: 626: 624: 623: 618: 604: 603: 587: 496: 494: 493: 488: 480: 479: 469: 458: 434: 433: 415: 414: 402: 401: 329: 327: 326: 321: 319: 318: 302: 301: 300: 290: 272: 271: 163:, the parameter 87: 85: 84: 79: 61: 59: 58: 53: 40:random variables 4109: 4108: 4104: 4103: 4102: 4100: 4099: 4098: 4084: 4083: 4082: 4077: 4059: 4020:Queueing theory 3963: 3905:Skorokhod space 3768: 3759:Kunita–Watanabe 3730: 3696:Sanov's theorem 3666:Ergodic theorem 3639: 3635:Time-reversible 3553: 3516:Queueing models 3510: 3506:Sparre–Anderson 3496:CramĂ©r–Lundberg 3477: 3463:SABR volatility 3369: 3326: 3278:Boolean network 3236: 3222:Renewal process 3153: 3102:Non-homogeneous 3092:Poisson process 2982:Contact process 2945:Brownian motion 2915:Continuous time 2909: 2903:Maximal entropy 2834: 2829: 2784:Wayback Machine 2772: 2771: 2730:(2): e0170916. 2717: 2716: 2712: 2684: 2683: 2679: 2672: 2659: 2658: 2654: 2602: 2601: 2597: 2545: 2544: 2540: 2494: 2493: 2489: 2437: 2436: 2432: 2426:F. Thomas Bruss 2424: 2420: 2411: 2407: 2402: 2398: 2391: 2370: 2369: 2365: 2360: 2318: 2302: 2283: 2257: 2244: 2233: 2232: 2211: 2206: 2205: 2184: 2179: 2178: 2157: 2144: 2131: 2120: 2119: 2098: 2093: 2092: 2071: 2066: 2065: 2044: 2039: 2038: 2012: 2007: 2006: 1983: 1978: 1977: 1966: 1957: 1763: 1756: 1749: 1736: 1729: 1722: 1707: 1674: 1658: 1645: 1626: 1616: 1603: 1590: 1585: 1584: 1578: 1566: 1547: 1540: 1533: 1475:Three cases of 1436: 1426: 1407: 1391: 1368: 1363: 1362: 1329: 1319: 1300: 1284: 1264: 1259: 1258: 1173: 1172: 1159: 1115: 1096: 1091: 1090: 1053: 1043: 1027: 1014: 994: 993: 988: 939: 923: 910: 897: 881: 868: 849: 839: 826: 813: 808: 807: 802: 776: 733: 720: 707: 696: 695: 686: 675: 666: 659: 652: 595: 568: 567: 557: 540: 528: 515: 506: 471: 419: 406: 387: 382: 381: 368: 355: 339: 304: 292: 257: 252: 251: 246: 225: 208: 191: 177: 114:Wald's equation 103:nuclear reactor 64: 63: 44: 43: 24: 17: 12: 11: 5: 4107: 4105: 4097: 4096: 4086: 4085: 4079: 4078: 4076: 4075: 4070: 4068:List of topics 4064: 4061: 4060: 4058: 4057: 4052: 4047: 4042: 4037: 4032: 4027: 4025:Renewal theory 4022: 4017: 4012: 4007: 4002: 3997: 3992: 3990:Ergodic theory 3987: 3982: 3980:Control theory 3977: 3971: 3969: 3965: 3964: 3962: 3961: 3960: 3959: 3954: 3944: 3939: 3934: 3929: 3924: 3923: 3922: 3912: 3910:Snell envelope 3907: 3902: 3897: 3892: 3887: 3882: 3877: 3872: 3867: 3862: 3857: 3852: 3847: 3842: 3837: 3832: 3827: 3822: 3817: 3812: 3807: 3802: 3797: 3792: 3787: 3782: 3776: 3774: 3770: 3769: 3767: 3766: 3761: 3756: 3751: 3746: 3740: 3738: 3732: 3731: 3729: 3728: 3709:Borel–Cantelli 3698: 3693: 3688: 3683: 3678: 3673: 3668: 3663: 3658: 3653: 3647: 3645: 3644:Limit theorems 3641: 3640: 3638: 3637: 3632: 3627: 3622: 3617: 3612: 3607: 3602: 3597: 3592: 3587: 3582: 3577: 3572: 3567: 3561: 3559: 3555: 3554: 3552: 3551: 3546: 3541: 3536: 3531: 3526: 3520: 3518: 3512: 3511: 3509: 3508: 3503: 3498: 3493: 3487: 3485: 3479: 3478: 3476: 3475: 3470: 3465: 3460: 3455: 3450: 3445: 3440: 3435: 3430: 3425: 3420: 3415: 3410: 3405: 3400: 3395: 3390: 3385: 3379: 3377: 3371: 3370: 3368: 3367: 3362: 3357: 3352: 3347: 3342: 3336: 3334: 3328: 3327: 3325: 3324: 3319: 3314: 3313: 3312: 3307: 3297: 3292: 3287: 3282: 3281: 3280: 3275: 3265: 3263:Hopfield model 3260: 3255: 3250: 3244: 3242: 3238: 3237: 3235: 3234: 3229: 3224: 3219: 3214: 3209: 3208: 3207: 3202: 3197: 3192: 3182: 3180:Markov process 3177: 3172: 3167: 3161: 3159: 3155: 3154: 3152: 3151: 3149:Wiener sausage 3146: 3144:Wiener process 3141: 3136: 3131: 3126: 3124:Stable process 3121: 3116: 3114:Semimartingale 3111: 3106: 3105: 3104: 3099: 3089: 3084: 3079: 3074: 3069: 3064: 3059: 3057:Jump diffusion 3054: 3049: 3044: 3039: 3034: 3032:Hawkes process 3029: 3024: 3019: 3014: 3012:Feller process 3009: 3004: 2999: 2994: 2989: 2984: 2979: 2977:Cauchy process 2974: 2973: 2972: 2967: 2962: 2957: 2952: 2942: 2941: 2940: 2930: 2928:Bessel process 2925: 2919: 2917: 2911: 2910: 2908: 2907: 2906: 2905: 2900: 2895: 2890: 2880: 2875: 2870: 2865: 2860: 2855: 2850: 2844: 2842: 2836: 2835: 2830: 2828: 2827: 2820: 2813: 2805: 2799: 2798: 2787: 2770: 2769: 2710: 2697:(2): 177–245. 2677: 2670: 2652: 2595: 2558:(3): 754–760. 2538: 2507:(3): 458–474. 2487: 2450:(3): 432–440. 2430: 2418: 2405: 2396: 2390:978-0471899976 2389: 2362: 2361: 2359: 2356: 2355: 2354: 2349: 2344: 2339: 2334: 2329: 2324: 2317: 2314: 2310:superprocesses 2301: 2298: 2282: 2279: 2264: 2260: 2256: 2251: 2247: 2243: 2240: 2218: 2214: 2191: 2187: 2164: 2160: 2156: 2151: 2147: 2143: 2138: 2134: 2130: 2127: 2105: 2101: 2078: 2074: 2051: 2047: 2021: 2016: 1992: 1987: 1965: 1962: 1956: 1953: 1943: 1942: 1939: 1936: 1934: 1931: 1927: 1926: 1923: 1920: 1918: 1915: 1911: 1910: 1907: 1904: 1902: 1899: 1895: 1894: 1891: 1888: 1886: 1883: 1879: 1878: 1875: 1872: 1870: 1867: 1863: 1862: 1859: 1856: 1854: 1851: 1847: 1846: 1843: 1840: 1838: 1835: 1831: 1830: 1827: 1824: 1822: 1819: 1815: 1814: 1811: 1808: 1806: 1803: 1799: 1798: 1795: 1792: 1790: 1787: 1783: 1782: 1779: 1776: 1774: 1771: 1761: 1754: 1747: 1734: 1730:d +  1727: 1720: 1705: 1699: 1698: 1686: 1681: 1677: 1671: 1668: 1665: 1661: 1657: 1652: 1648: 1644: 1639: 1636: 1633: 1629: 1623: 1619: 1615: 1610: 1606: 1602: 1597: 1593: 1577: 1574: 1565: 1562: 1545: 1541: + 3 1538: 1534: + 2 1531: 1457: 1454: 1451: 1448: 1443: 1439: 1433: 1429: 1425: 1422: 1419: 1414: 1410: 1406: 1403: 1398: 1394: 1390: 1387: 1384: 1381: 1378: 1374: 1371: 1350: 1347: 1344: 1341: 1336: 1332: 1326: 1322: 1318: 1315: 1312: 1307: 1303: 1299: 1296: 1291: 1287: 1283: 1280: 1277: 1274: 1270: 1267: 1211: 1210: 1198: 1195: 1192: 1189: 1186: 1183: 1180: 1155: 1149: 1148: 1136: 1133: 1128: 1125: 1122: 1118: 1114: 1111: 1108: 1103: 1099: 1084: 1083: 1071: 1068: 1065: 1060: 1056: 1050: 1046: 1042: 1039: 1034: 1030: 1026: 1021: 1017: 1013: 1010: 1007: 1004: 1001: 984: 970: 969: 957: 954: 951: 946: 942: 936: 933: 930: 926: 922: 917: 913: 909: 904: 900: 894: 891: 888: 884: 880: 875: 871: 867: 862: 859: 856: 852: 846: 842: 838: 833: 829: 825: 820: 816: 797: 772: 766: 765: 754: 751: 748: 745: 740: 736: 732: 727: 723: 719: 714: 710: 706: 703: 684: 671: 664: 657: 650: 628: 627: 616: 613: 610: 607: 602: 598: 594: 591: 586: 583: 580: 576: 556: 553: 539: 536: 524: 511: 504: 498: 497: 486: 483: 478: 474: 468: 465: 462: 457: 454: 451: 447: 443: 440: 437: 432: 429: 426: 422: 418: 413: 409: 405: 400: 397: 394: 390: 364: 351: 337: 331: 330: 317: 314: 311: 307: 299: 295: 289: 286: 283: 279: 275: 270: 267: 264: 260: 242: 221: 204: 187: 176: 173: 77: 74: 71: 51: 15: 13: 10: 9: 6: 4: 3: 2: 4106: 4095: 4092: 4091: 4089: 4074: 4071: 4069: 4066: 4065: 4062: 4056: 4053: 4051: 4048: 4046: 4043: 4041: 4038: 4036: 4033: 4031: 4028: 4026: 4023: 4021: 4018: 4016: 4013: 4011: 4008: 4006: 4003: 4001: 3998: 3996: 3993: 3991: 3988: 3986: 3983: 3981: 3978: 3976: 3973: 3972: 3970: 3966: 3958: 3955: 3953: 3950: 3949: 3948: 3945: 3943: 3940: 3938: 3935: 3933: 3930: 3928: 3927:Stopping time 3925: 3921: 3918: 3917: 3916: 3913: 3911: 3908: 3906: 3903: 3901: 3898: 3896: 3893: 3891: 3888: 3886: 3883: 3881: 3878: 3876: 3873: 3871: 3868: 3866: 3863: 3861: 3858: 3856: 3853: 3851: 3848: 3846: 3843: 3841: 3838: 3836: 3833: 3831: 3828: 3826: 3823: 3821: 3818: 3816: 3813: 3811: 3808: 3806: 3803: 3801: 3798: 3796: 3793: 3791: 3788: 3786: 3783: 3781: 3778: 3777: 3775: 3771: 3765: 3762: 3760: 3757: 3755: 3752: 3750: 3747: 3745: 3742: 3741: 3739: 3737: 3733: 3726: 3722: 3718: 3717:Hewitt–Savage 3714: 3710: 3706: 3702: 3701:Zero–one laws 3699: 3697: 3694: 3692: 3689: 3687: 3684: 3682: 3679: 3677: 3674: 3672: 3669: 3667: 3664: 3662: 3659: 3657: 3654: 3652: 3649: 3648: 3646: 3642: 3636: 3633: 3631: 3628: 3626: 3623: 3621: 3618: 3616: 3613: 3611: 3608: 3606: 3603: 3601: 3598: 3596: 3593: 3591: 3588: 3586: 3583: 3581: 3578: 3576: 3573: 3571: 3568: 3566: 3563: 3562: 3560: 3556: 3550: 3547: 3545: 3542: 3540: 3537: 3535: 3532: 3530: 3527: 3525: 3522: 3521: 3519: 3517: 3513: 3507: 3504: 3502: 3499: 3497: 3494: 3492: 3489: 3488: 3486: 3484: 3480: 3474: 3471: 3469: 3466: 3464: 3461: 3459: 3456: 3454: 3451: 3449: 3446: 3444: 3441: 3439: 3436: 3434: 3431: 3429: 3426: 3424: 3421: 3419: 3416: 3414: 3411: 3409: 3406: 3404: 3401: 3399: 3398:Black–Scholes 3396: 3394: 3391: 3389: 3386: 3384: 3381: 3380: 3378: 3376: 3372: 3366: 3363: 3361: 3358: 3356: 3353: 3351: 3348: 3346: 3343: 3341: 3338: 3337: 3335: 3333: 3329: 3323: 3320: 3318: 3315: 3311: 3308: 3306: 3303: 3302: 3301: 3300:Point process 3298: 3296: 3293: 3291: 3288: 3286: 3283: 3279: 3276: 3274: 3271: 3270: 3269: 3266: 3264: 3261: 3259: 3258:Gibbs measure 3256: 3254: 3251: 3249: 3246: 3245: 3243: 3239: 3233: 3230: 3228: 3225: 3223: 3220: 3218: 3215: 3213: 3210: 3206: 3203: 3201: 3198: 3196: 3193: 3191: 3188: 3187: 3186: 3183: 3181: 3178: 3176: 3173: 3171: 3168: 3166: 3163: 3162: 3160: 3156: 3150: 3147: 3145: 3142: 3140: 3137: 3135: 3132: 3130: 3127: 3125: 3122: 3120: 3117: 3115: 3112: 3110: 3107: 3103: 3100: 3098: 3095: 3094: 3093: 3090: 3088: 3085: 3083: 3080: 3078: 3075: 3073: 3070: 3068: 3065: 3063: 3060: 3058: 3055: 3053: 3050: 3048: 3047:ItĂŽ diffusion 3045: 3043: 3040: 3038: 3035: 3033: 3030: 3028: 3025: 3023: 3022:Gamma process 3020: 3018: 3015: 3013: 3010: 3008: 3005: 3003: 3000: 2998: 2995: 2993: 2990: 2988: 2985: 2983: 2980: 2978: 2975: 2971: 2968: 2966: 2963: 2961: 2958: 2956: 2953: 2951: 2948: 2947: 2946: 2943: 2939: 2936: 2935: 2934: 2931: 2929: 2926: 2924: 2921: 2920: 2918: 2916: 2912: 2904: 2901: 2899: 2896: 2894: 2893:Self-avoiding 2891: 2889: 2886: 2885: 2884: 2881: 2879: 2878:Moran process 2876: 2874: 2871: 2869: 2866: 2864: 2861: 2859: 2856: 2854: 2851: 2849: 2846: 2845: 2843: 2841: 2840:Discrete time 2837: 2833: 2826: 2821: 2819: 2814: 2812: 2807: 2806: 2803: 2796: 2792: 2788: 2785: 2781: 2778: 2774: 2773: 2765: 2761: 2756: 2751: 2746: 2741: 2737: 2733: 2729: 2725: 2721: 2714: 2711: 2705: 2700: 2696: 2692: 2688: 2681: 2678: 2673: 2667: 2663: 2656: 2653: 2648: 2644: 2640: 2636: 2632: 2628: 2623: 2618: 2614: 2610: 2606: 2599: 2596: 2591: 2587: 2582: 2577: 2573: 2569: 2565: 2561: 2557: 2553: 2549: 2542: 2539: 2534: 2530: 2525: 2520: 2515: 2510: 2506: 2502: 2498: 2491: 2488: 2483: 2479: 2474: 2469: 2465: 2461: 2457: 2453: 2449: 2445: 2441: 2434: 2431: 2427: 2422: 2419: 2415: 2409: 2406: 2400: 2397: 2392: 2386: 2382: 2378: 2374: 2367: 2364: 2357: 2353: 2350: 2348: 2345: 2343: 2340: 2338: 2335: 2333: 2330: 2328: 2325: 2323: 2320: 2319: 2315: 2313: 2311: 2306: 2299: 2297: 2294: 2292: 2287: 2280: 2278: 2262: 2258: 2254: 2249: 2245: 2241: 2238: 2216: 2212: 2189: 2185: 2162: 2158: 2154: 2149: 2145: 2141: 2136: 2132: 2128: 2125: 2103: 2099: 2076: 2072: 2049: 2045: 2035: 2019: 1990: 1975: 1971: 1963: 1961: 1954: 1952: 1950: 1940: 1937: 1935: 1932: 1929: 1928: 1924: 1921: 1919: 1916: 1913: 1912: 1908: 1905: 1903: 1900: 1897: 1896: 1892: 1889: 1887: 1884: 1881: 1880: 1876: 1873: 1871: 1868: 1865: 1864: 1860: 1857: 1855: 1852: 1849: 1848: 1844: 1841: 1839: 1836: 1833: 1832: 1828: 1825: 1823: 1820: 1817: 1816: 1812: 1809: 1807: 1804: 1801: 1800: 1796: 1793: 1791: 1788: 1785: 1784: 1780: 1777: 1775: 1772: 1769: 1768: 1765: 1760: 1753: 1746: 1741: 1739: 1733: 1726: 1723: +  1719: 1716: =  1715: 1711: 1704: 1684: 1679: 1669: 1666: 1663: 1659: 1650: 1646: 1642: 1637: 1634: 1631: 1627: 1621: 1617: 1613: 1608: 1604: 1600: 1595: 1591: 1583: 1582: 1581: 1575: 1573: 1572: 1563: 1561: 1559: 1555: 1551: 1544: 1537: 1530: 1526: 1521: 1518: 1516: 1511: 1509: 1504: 1502: 1494: 1490: 1486: 1482: 1478: 1473: 1469: 1455: 1452: 1449: 1446: 1441: 1437: 1431: 1427: 1423: 1420: 1417: 1412: 1408: 1404: 1401: 1396: 1392: 1388: 1385: 1379: 1372: 1369: 1348: 1345: 1342: 1339: 1334: 1330: 1324: 1320: 1316: 1313: 1310: 1305: 1301: 1297: 1294: 1289: 1285: 1281: 1275: 1268: 1265: 1256: 1252: 1249: =  1248: 1244: 1240: 1236: 1232: 1228: 1225: =  1224: 1220: 1217: =  1216: 1196: 1190: 1184: 1181: 1178: 1171: 1170: 1169: 1167: 1163: 1158: 1154: 1134: 1126: 1123: 1120: 1116: 1109: 1106: 1101: 1097: 1089: 1088: 1087: 1069: 1066: 1063: 1058: 1054: 1048: 1044: 1040: 1037: 1032: 1028: 1024: 1019: 1015: 1011: 1005: 999: 992: 991: 990: 987: 983: 979: 975: 955: 952: 949: 944: 934: 931: 928: 924: 915: 911: 907: 902: 892: 889: 886: 882: 873: 869: 865: 860: 857: 854: 850: 844: 840: 836: 831: 827: 823: 818: 814: 806: 805: 804: 800: 796: 792: 788: 784: 780: 775: 771: 752: 749: 746: 743: 738: 734: 730: 725: 721: 717: 712: 708: 704: 701: 694: 693: 692: 690: 683: 679: 674: 670: 663: 656: 649: 645: 640: 638: 634: 614: 608: 605: 600: 596: 578: 566: 565: 564: 562: 559:The ultimate 554: 552: 550: 545: 537: 535: 532: 527: 523: 519: 514: 510: 503: 484: 481: 476: 472: 466: 463: 460: 455: 452: 449: 445: 441: 438: 435: 430: 427: 424: 420: 416: 411: 407: 403: 398: 395: 392: 388: 380: 379: 378: 376: 372: 367: 363: 359: 354: 350: 346: 341: 336: 315: 312: 309: 305: 297: 293: 287: 284: 281: 277: 273: 268: 265: 262: 258: 250: 249: 248: 245: 241: 237: 233: 229: 224: 220: 216: 212: 207: 203: 199: 195: 190: 186: 182: 174: 172: 170: 166: 162: 157: 155: 151: 147: 143: 139: 135: 131: 127: 123: 119: 115: 111: 106: 104: 100: 96: 91: 75: 72: 69: 49: 41: 37: 33: 29: 22: 3985:Econometrics 3947:Wiener space 3835:ItĂŽ integral 3736:Inequalities 3625:Self-similar 3595:Gauss–Markov 3585:Exchangeable 3565:CĂ dlĂ g paths 3501:Risk process 3453:LIBOR market 3322:Random graph 3317:Random field 3164: 3129:Superprocess 3067:LĂ©vy process 3062:Jump process 3037:Hunt process 2873:Markov chain 2852: 2794: 2790: 2727: 2723: 2713: 2694: 2690: 2680: 2661: 2655: 2612: 2608: 2598: 2555: 2551: 2541: 2504: 2500: 2490: 2447: 2443: 2433: 2421: 2413: 2408: 2399: 2372: 2366: 2352:Superprocess 2307: 2303: 2295: 2288: 2284: 2036: 1973: 1969: 1967: 1958: 1948: 1946: 1758: 1751: 1744: 1742: 1737: 1731: 1724: 1717: 1713: 1709: 1702: 1700: 1579: 1567: 1557: 1553: 1549: 1542: 1535: 1528: 1524: 1522: 1519: 1514: 1512: 1507: 1505: 1500: 1498: 1492: 1488: 1484: 1480: 1476: 1254: 1250: 1246: 1242: 1238: 1234: 1230: 1226: 1222: 1218: 1214: 1212: 1165: 1161: 1156: 1152: 1150: 1085: 985: 981: 977: 973: 971: 798: 794: 790: 786: 782: 778: 773: 769: 767: 688: 681: 677: 672: 668: 661: 654: 647: 641: 636: 632: 629: 563:is given by 558: 548: 543: 541: 530: 525: 521: 517: 512: 508: 501: 499: 374: 365: 361: 357: 352: 348: 342: 334: 332: 243: 239: 235: 231: 222: 218: 214: 210: 205: 201: 197: 193: 188: 184: 178: 164: 158: 153: 149: 145: 133: 129: 125: 124:equals  121: 109: 107: 31: 25: 4030:Ruin theory 3968:Disciplines 3840:ItĂŽ's lemma 3615:Predictable 3290:Percolation 3273:Potts model 3268:Ising model 3232:White noise 3190:Differences 3052:ItĂŽ process 2992:Cox process 2888:Loop-erased 2883:Random walk 2327:Random tree 1233:) for  768:Therefore, 345:random walk 200:), and let 4040:Statistics 3820:Filtration 3721:Kolmogorov 3705:Blumenthal 3630:Stationary 3570:Continuous 3558:Properties 3443:Hull–White 3185:Martingale 3072:Local time 2960:Fractional 2938:pure birth 2622:1503.04558 2358:References 803:) . Thus, 520:, and let 360:, and let 213:in period 3952:Classical 2965:Geometric 2955:Excursion 2615:: 40–49. 2572:2041-210X 2464:1063-5157 2255:− 2242:− 2155:− 2142:− 2129:− 1667:− 1635:− 1453:≥ 1450:⋯ 1346:≥ 1343:⋯ 1124:− 1067:⋯ 953:⋯ 932:− 890:− 858:− 750:≤ 747:⋯ 744:≤ 731:≤ 718:≤ 585:∞ 582:→ 482:− 446:∑ 436:− 373:over all 278:∑ 230:over all 99:genealogy 4088:Category 4073:Category 3957:Abstract 3491:BĂŒhlmann 3097:Compound 2780:Archived 2764:28182672 2724:PLOS ONE 2647:15335040 2639:26626088 2590:29938014 2533:29069434 2482:25575504 2316:See also 1373:″ 1269:′ 217:, where 118:expected 95:surnames 3580:Ergodic 3468:Vaơíček 3310:Poisson 2970:Meander 2755:5300154 2732:Bibcode 2581:5993341 2524:5920349 2473:4395845 1925:0.3304 1909:0.3297 1893:0.3288 1877:0.3276 1861:0.3262 1845:0.3244 1829:0.3221 1813:0.3192 1797:0.3156 660:,  653:,  347:. Let 183:. Let 3920:Tanaka 3605:Mixing 3600:Markov 3473:Wilkie 3438:Ho–Lee 3433:Heston 3205:Super- 2950:Bridge 2898:Biased 2762:  2752:  2668:  2645:  2637:  2588:  2578:  2570:  2531:  2521:  2480:  2470:  2462:  2387:  1941:0.331 1933:0.3109 1917:0.3051 1901:0.2975 1885:0.2878 1869:0.2751 1853:0.2584 1837:0.2362 1821:0.2058 1151:Since 781:, and 646:. Let 128:where 3773:Tools 3549:M/M/c 3544:M/M/1 3539:M/G/1 3529:Fluid 3195:Local 2643:S2CID 2617:arXiv 1805:0.163 1701:with 500:with 340:= 1. 333:with 3725:LĂ©vy 3524:Bulk 3408:Chen 3200:Sub- 3158:Both 2760:PMID 2666:ISBN 2635:PMID 2586:PMID 2568:ISSN 2529:PMID 2478:PMID 2460:ISSN 2385:ISBN 1221:and 226:are 30:, a 3305:Cox 2750:PMC 2740:doi 2699:doi 2695:110 2627:doi 2613:390 2576:PMC 2560:doi 2519:PMC 2509:doi 2468:PMC 2452:doi 2377:doi 2291:ODE 1789:0.1 575:lim 371:iid 223:n,i 206:n,i 159:In 140:by 97:in 26:In 4090:: 3723:, 3719:, 3715:, 3711:, 3707:, 2758:. 2748:. 2738:. 2728:12 2726:. 2722:. 2693:. 2689:. 2641:. 2633:. 2625:. 2611:. 2607:. 2584:. 2574:. 2566:. 2554:. 2550:. 2527:. 2517:. 2505:67 2503:. 2499:. 2476:. 2466:. 2458:. 2448:64 2446:. 2442:. 2383:. 2375:. 2312:. 2034:. 1938:20 1930:10 1922:19 1906:18 1890:17 1874:16 1858:15 1842:14 1826:13 1810:12 1794:11 1740:. 1525:hâ€Č 1491:= 1479:= 1424:12 1241:= 1164:, 1160:→ 989:: 801:−1 753:1. 590:Pr 171:. 105:. 3727:) 3703:( 2824:e 2817:t 2810:v 2766:. 2742:: 2734:: 2707:. 2701:: 2674:. 2649:. 2629:: 2619:: 2592:. 2562:: 2556:9 2535:. 2511:: 2484:. 2454:: 2393:. 2379:: 2263:5 2259:p 2250:4 2246:p 2239:1 2217:5 2213:p 2190:4 2186:p 2163:3 2159:p 2150:2 2146:p 2137:1 2133:p 2126:1 2104:3 2100:p 2077:2 2073:p 2050:1 2046:p 2020:n 2015:N 1991:i 1986:X 1974:i 1970:n 1949:d 1914:9 1898:8 1882:7 1866:6 1850:5 1834:4 1818:3 1802:2 1786:1 1762:2 1759:p 1755:1 1752:p 1748:0 1745:p 1738:d 1735:2 1732:p 1728:1 1725:p 1721:0 1718:p 1714:d 1710:d 1706:0 1703:d 1685:. 1680:2 1676:) 1670:1 1664:m 1660:d 1656:( 1651:2 1647:p 1643:+ 1638:1 1632:m 1628:d 1622:1 1618:p 1614:+ 1609:0 1605:p 1601:= 1596:m 1592:d 1558:z 1556:( 1554:h 1550:ÎŒ 1546:3 1543:p 1539:2 1536:p 1532:1 1529:p 1515:z 1508:z 1501:z 1495:. 1493:z 1489:y 1485:z 1483:( 1481:h 1477:y 1456:0 1447:+ 1442:2 1438:z 1432:4 1428:p 1421:+ 1418:z 1413:3 1409:p 1405:6 1402:+ 1397:2 1393:p 1389:2 1386:= 1383:) 1380:z 1377:( 1370:h 1349:0 1340:+ 1335:2 1331:z 1325:3 1321:p 1317:3 1314:+ 1311:z 1306:2 1302:p 1298:2 1295:+ 1290:1 1286:p 1282:= 1279:) 1276:z 1273:( 1266:h 1255:z 1253:( 1251:h 1247:y 1243:z 1239:y 1235:z 1231:z 1229:( 1227:h 1223:y 1219:z 1215:y 1197:. 1194:) 1191:d 1188:( 1185:h 1182:= 1179:d 1166:d 1162:d 1157:m 1153:d 1135:. 1132:) 1127:1 1121:m 1117:d 1113:( 1110:h 1107:= 1102:m 1098:d 1070:. 1064:+ 1059:2 1055:z 1049:2 1045:p 1041:+ 1038:z 1033:1 1029:p 1025:+ 1020:0 1016:p 1012:= 1009:) 1006:z 1003:( 1000:h 986:i 982:p 978:z 976:( 974:h 956:. 950:+ 945:3 941:) 935:1 929:m 925:d 921:( 916:3 912:p 908:+ 903:2 899:) 893:1 887:m 883:d 879:( 874:2 870:p 866:+ 861:1 855:m 851:d 845:1 841:p 837:+ 832:0 828:p 824:= 819:m 815:d 799:m 795:d 791:m 787:j 783:d 779:d 774:m 770:d 739:2 735:d 726:1 722:d 713:0 709:d 705:= 702:0 689:m 685:0 682:d 678:m 673:m 669:d 665:2 662:p 658:1 655:p 651:0 648:p 637:ÎŒ 633:ÎŒ 615:. 612:) 609:0 606:= 601:n 597:Z 593:( 579:n 549:λ 544:1 531:i 526:i 522:X 518:i 513:i 509:S 505:0 502:S 485:i 477:j 473:X 467:1 464:+ 461:i 456:1 453:= 450:j 442:= 439:1 431:1 428:+ 425:i 421:X 417:+ 412:i 408:S 404:= 399:1 396:+ 393:i 389:S 375:i 366:i 362:X 358:i 353:i 349:S 338:0 335:Z 316:i 313:, 310:n 306:X 298:n 294:Z 288:1 285:= 282:i 274:= 269:1 266:+ 263:n 259:Z 244:n 240:Z 236:i 232:n 219:X 215:n 211:i 202:X 198:n 194:n 189:n 185:Z 165:ÎŒ 154:ÎŒ 150:ÎŒ 146:ÎŒ 134:ÎŒ 130:ÎŒ 126:ÎŒ 122:n 76:1 73:+ 70:n 50:n 23:.

Index

Restricted representation § Classical branching rules
probability theory
stochastic process
random variables
probability distribution
surnames
genealogy
nuclear reactor
Wald's equation
expected
with probability 1
Markov's inequality
theoretical ecology
basic reproductive rate
Galton–Watson process
independent and identically distributed random variables
random walk
iid
extinction probability
probability generating function

resource-dependent branching process
ODE
superprocesses
Galton–Watson process
Random tree
Branching random walk
Resource-dependent branching process
Bruss–Duerinckx theorem
Martingale (probability theory)

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