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Predicting extinction or explosion in a Galton–Watson branching process

Author

Listed:
  • Peter Guttorp
  • Michael Perlman

Abstract

Based on observations $$X_1,\dots ,X_n$$ X 1 , … , X n of successive generations of a discrete-parameter Galton–Watson branching process, one wishes to predict whether extinction or explosion will ultimately occur. This problem can be formulated as a simple hypothesis-testing problem to which the Neyman–Pearson Lemma is directly applicable if the extinction probability is known or estimable. If it is not, valid (but conservative) tests still can be obtained. Copyright Springer Science+Business Media Dordrecht 2013

Suggested Citation

  • Peter Guttorp & Michael Perlman, 2013. "Predicting extinction or explosion in a Galton–Watson branching process," Statistical Inference for Stochastic Processes, Springer, vol. 16(2), pages 113-125, July.
  • Handle: RePEc:spr:sistpr:v:16:y:2013:i:2:p:113-125
    DOI: 10.1007/s11203-013-9083-0
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