Deriving variance of a branching process with generating functions In lecture today my professor in

Ezekiel Yoder

Ezekiel Yoder

Answered question

2022-06-24

Deriving variance of a branching process with generating functions
In lecture today my professor introduced the notion of branching processes, and left the derivation of Var ( X n + 1 ) to the students as an exercise. He said that we should try solving the problem through generating functions. For notation, let μ denote the average of the offspring distribution, and let σ 2 denote its variance. X n denotes the number of offspring present at time n, and it is assumed that X 0 = 1.
I began this by first deriving the recursive formula for Var ( X n + 1 ), which goes as follows:
Var ( X n + 1 ) = μ 2 Var ( X n ) + μ n σ 2
We can then define a generating function f(x) as follows:
Var ( X n + 1 ) = c n + 1 , f ( x ) = n = 0 c n x n = n = 0 c n + 1 x n + 1
So we have:
n = 0 c n + 1 x n + 1 = n = 0 ( μ 2 c n x n + 1 ) + n = 0 μ n σ 2 x n + 1
I eventually simplify this down to the form of:
f ( x ) = σ 2 x × 1 1 μ x × 1 1 μ 2 x
I'm new to generating functions, and don't have much experience with working with them. How do I pull out and isolate c n + 1 from the left-hand side of this expression? How would you guys finish this problem?

Answer & Explanation

popman14ee

popman14ee

Beginner2022-06-25Added 19 answers

Step 1
f ( x ) = σ 2 x ( n 0 ( μ x ) n ) ( m 0 ( μ 2 x ) m )
Step 2
In order to obtain x k from multiplying these terms, you get 1 factor of x from the first term σ 2 x, n factors of x from ( μ x ) n , and m factors of x from ( μ 2 x ) m .
Step 2
So collecting all cases where 1 + n + m = k, you have
σ 2 n = 0 k 1 μ n μ 2 ( k n 1 ) = σ 2 n = 0 k 1 μ 2 k n 2 as the coefficient for x k .

Do you have a similar question?

Recalculate according to your conditions!

New Questions in Discrete math

Ask your question.
Get an expert answer.

Let our experts help you. Answer in as fast as 15 minutes.

Didn't find what you were looking for?