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Geometric branching reproduction Markov processes
Volume 7, Issue 4 (2020), pp. 357–378
Assen Tchorbadjieff   Penka Mayster  

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https://doi.org/10.15559/20-VMSTA163
Pub. online: 30 September 2020      Type: Research Article      Open accessOpen Access

Received
7 June 2020
Revised
20 September 2020
Accepted
20 September 2020
Published
30 September 2020

Abstract

We present a model of a continuous-time Markov branching process with the infinitesimal generating function defined by the geometric probability distribution. It is proved that the solution of the backward Kolmogorov equation is expressed by the composition of special functions – Wright function in the subcritical case and Lambert-W function in the critical case. We found the explicit form of conditional limit distribution in the subcritical branching reproduction. In the critical case, the extinction probability and probability mass function are expressed as a series containing Bell polynomial, Stirling numbers, and Lah numbers.

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Keywords
Branching process Lagrange inversion Gauss hypergeometric Wright Lambert-W functions extinction probability

MSC2010
11B73 33C05 60J80

Funding
This research has been partially supported by the Bulgarian National Science Fund, grant No KP-06-H22/3.

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