Volume 2006, Issue 1 060376
Research Article
Open Access

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

F. C. Klebaner

F. C. Klebaner

School of Mathematical Sciences, Monash University, University of Sciences and Technology Houary Boumediene, Victoria 3800, Australia

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R. Liptser

Corresponding Author

R. Liptser

School of Mathematical Sciences, Monash University, University of Sciences and Technology Houary Boumediene, Victoria 3800, Australia

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First published: 14 May 2006
Citations: 3

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.

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