Some distance bounds of branching processes and their diffusion limits

Details Some distance bounds of branching processes and their diffusion limits Some distance bounds of branching processes and their diffusion limits

2010-05-20

arxiv.org/abs/1005.3758v1

Mathematics

Probability

45 pages

Scientific paper

We compute exact values respectively bounds of "distances" - in the sense of (transforms of) power divergences and relative entropy - between two discrete-time Galton-Watson branching processes with immigration GWI for which the offspring as well as the immigration is arbitrarily Poisson-distributed (leading to arbitrary type of criticality). Implications for asymptotic distinguishability behaviour in terms of contiguity and entire separation of the involved GWI are given, too. Furthermore, we determine the corresponding limit quantities for the context in which the two GWI converge to Feller-type branching diffusion processes, as the time-lags between observations tend to zero. Some applications to (static random environment like) Bayesian decision making and Neyman-Pearson testing are presented as well.

Affiliated with

Also associated with

No associations

Rating

Some distance bounds of branching processes and their diffusion limits does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Some distance bounds of branching processes and their diffusion limits, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Some distance bounds of branching processes and their diffusion limits will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-211392