Maxima of random particles scores in Markov branching process with continuous time |
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Authors: | A. V. Lebedev |
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Affiliation: | (1) Department of Probability Theory, Faculty of Mechanics and Mathematics, Moscow State University, 119991 Moscow, Russia |
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Abstract: | We consider supercritical Markov branching processes with continuous time where every particle has one or two random scores. We are interested in maxima of these scores over the population. The class of nondegenerate limit laws for linear normed maxima is described. Limit copulas, upper and lower tail dependence coefficients are obtained for cases of two scores and two time points. Results are illustrated by the computer simulation. The work was partially supported by RFBR grants No. 07-01-00077, No. 07-01-00373. |
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Keywords: | Markov branching process Continuous time Random score Maximum Extreme value distribution Multivariate distribution Copula Computer simulation |
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