Additional aspects of the generalized linear-fractional branching process

TL;DR

This paper extends the analysis of the generalized linear-fractional branching process, providing explicit limit laws, long-term behavior, and transition probabilities, thereby deepening understanding of its probabilistic properties.

Contribution

It offers new explicit formulas and results for the heta-linear fractional branching process, including limit laws, transition matrices, and behavior in critical and super-critical regimes.

Findings

Explicit limit laws for sub-critical and super-critical cases

Long-term population behavior in the critical case

Transition matrix and its powers computed explicitly

Abstract

We derive some additional results on the Bienyam\'e-Galton-Watson branching process with $\theta -$linear fractional branching mechanism, as studied in \cite{Sag}. This includes: the explicit expression of the limit laws in both the sub-critical cases and the super-critical cases with finite mean, the long-run behavior of the population size in the critical case, limit laws in the super-critical cases with infinite mean when the $\theta $-process is either regular or explosive, results regarding the time to absorption, an expression of the probability law of the $\theta $-branching mechanism involving Bell polynomials, the explicit computation of the stochastic transition matrix of the $\theta -$process, together with its powers.