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Likely path to extinction in simple branching models with large initial population

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  • F. C. Klebaner
  • R. Liptser

Abstract

We give explicit formulae for most likely paths to extinction in simple branching models when initial population is large. In discrete time, we study the Galton-Watson process, and in continuous time, the branching diffusion. The most likely paths are found with the help of the large deviation principle (LDP). We also find asymptotics for the extinction probability, which gives a new expression in continuous time and recovers the known formula in discrete time. Due to the nonnegativity of the processes, the proof of LDP at the point of extinction uses a nonstandard argument of independent interest.

Suggested Citation

  • F. C. Klebaner & R. Liptser, 2006. "Likely path to extinction in simple branching models with large initial population," International Journal of Stochastic Analysis, Hindawi, vol. 2006, pages 1-23, May.
    • Handle: RePEc:hin:jnijsa:060376
    DOI: 10.1155/JAMSA/2006/60376
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