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arXiv 1005.3758math.PRq-bio.QMstat.APstat.ML
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分支过程的距离界及其扩散极限

Some distance bounds of branching processes and their diffusion limits

Niels B. Kammerer, Wolfgang Stummer

摘要:

我们分别计算精确值的“距离”的界限-在这个意义上的(变换)的权力分歧和相对熵-两个离散时间的Galton-Watson分支过程与移民GWI的后代以及移民是任意泊松分布(导致任意类型的临界)。渐近可扩展性行为的影响,在所涉及的GWI的连续性和整个分离。此外,我们确定了相应的极限量的上下文中,两个GWI收敛到费勒型分支扩散过程,观测之间的时滞趋于零。并给出了贝叶斯决策和Neyman-Pearson检验在静态随机环境下的应用。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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