In the Garden of Branching Processes

@article{Dorman2004InTG,
  title={In the Garden of Branching Processes},
  author={Karin S. Dorman and Janet S. Sinsheimer and Kenneth Lange},
  journal={SIAM Review},
  year={2004},
  volume={46},
  pages={202-229}
}
The current paper surveys and develops numerical methods for multitype branching processes in continuous time. Particular attention is paid to the calculation of means, variances, extinction probabilities, and marginal distributions in the presence of a Poisson stream of immigrant particles. The Poisson process assumption allows for temporally complex patterns of immigration and facilitates application of marked Poisson processes and Campbell’s formulas. The methods and formulas derived are… CONTINUE READING