Events
Statistics Seminar - Monte Carlo methods for branching processes
by Dr. Emma Horton, (University of Warwick)
Abstract: 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 , where is the leading eigenvalue of the system and and 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).