Approximation of excedence processes in large populations

Approximation of excedence processes in large populations

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Article ID: iaor20021475
Country: United States
Volume: 17
Issue: 2
Start Page Number: 147
End Page Number: 156
Publication Date: Jan 2001
Journal: Communications in Statistics - Stochastic Models
Authors:
Abstract:

We consider a population of n individuals. Each of these individuals generates a discrete time branching stochastic process. We study the number of ancestors S(n,t) whose offspring at time t exceeds level that is some positive valued function. It is proved that S(n,t) may be approximated in the limit by some stochastic processes with independent increments.

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