首页 | 本学科首页   官方微博 | 高级检索  
     检索      


APPROXIMATION OF EXCEEDANCE PROCESSES IN LARGE POPULATIONS
Abstract:We consider a population of n individuals. Each of these individuals generates a discrete time branching stochastic process. We study the number of ancestors S(n,t) whose offspring at time t exceeds level θ(t), where θ(t) is some positive valued function. It is proved that S(n,t) may be approximated as t → ∞ and n → ∞ by some stochastic processes with independent increments.

Keywords:Population  Ancestor  Branching process  Poisson process  Brownian motion  Binomial process  Exceedance  Skorohod topology
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号