Emma Horton

University of Warwick University of Warwick


Monte Carlo methods for branching processes


Probability Seminar


26th April 2024, 3:30 pm – 4:30 pm
Fry Building, 2.04


Branching processes naturally arise as pertinent models in a variety of situations such as cell division, population dynamics and nuclear fission. For a wide class of branching processes, it is common that their first moment exhibits a Perron Frobenius-type decomposition. That is, the first order asymptotic behaviour is described by a triple $(\lambda, \varphi, \eta)$, where $\lambda$ is the leading eigenvalue of the system and $\varphi$ and $\eta$ are the corresponding right eigenfunction and left eigenmeasure respectively. Thus, obtaining good estimates of these quantities is imperative for understanding the long-time behaviour of these processes. In this talk, we discuss various Monte Carlo methods for estimating this triple.
This talk is based on joint work with Alex Cox (University of Bath) and Denis Villemonais (Université de Lorraine).






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