Modern Stochastics: Theory and Applications (Feb 2022)

Factorial moments of the critical Markov branching process with geometric reproduction of particles

  • Assen Tchorbadjieff,
  • Penka Mayster

DOI
https://doi.org/10.15559/22-VMSTA201
Journal volume & issue
Vol. 9, no. 2
pp. 229 – 244

Abstract

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The factorial moments of any Markov branching process describe the behaviour of its probability generating function $F(t,s)$ in the neighbourhood of the point $s=1$. They are applied to solve the forward Kolmogorov equation for the critical Markov branching process with geometric reproduction of particles. The solution includes quickly convergent recurrent iterations of polynomials. The obtained results on factorial moments enable computation of statistical measures as shape and skewness. They are also applicable to the comparison between critical geometric branching and linear birth-death processes.

Keywords