Inequalities for Multitype Branching Processes

Bruce W. Turnbull

doi:10.1214/aop/1176996940

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Home > Journals > Ann. Probab. > Volume 1 > Issue 3 > Article

June, 1973 Inequalities for Multitype Branching Processes

Bruce W. Turnbull

Ann. Probab. 1(3): 475-479 (June, 1973). DOI: 10.1214/aop/1176996940

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Abstract

Some results of the paper "Inequalities for Branching Processes" [Ann. Prob. 1 (1973)] by the same author are extended to a multitype branching process. Bounds are obtained on the probability of extinction and mean time to extinction of the process when the probability transition laws are allowed to vary from period to period and are required only to belong to some class $\mathscr{M}$.

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Bruce W. Turnbull. "Inequalities for Multitype Branching Processes." Ann. Probab. 1 (3) 475 - 479, June, 1973. https://doi.org/10.1214/aop/1176996940

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Published: June, 1973

First available in Project Euclid: 19 April 2007

zbMATH: 0258.60064

MathSciNet: MR353478

Digital Object Identifier: 10.1214/aop/1176996940

Subjects:

Primary: 60J80

Secondary: 60G40 , 60G45

Keywords: Chebyshev-like inequalities , dynamic programming , gambling theory , Martingales , Multitype branching processes , non-Markovian processes , stopping times

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