A Galton-Watson process whose offspring law is a binomial distribution has mean and the displayed offspring probability generating function. Its branching extinction probability is the smallest root of in . It dominates a breadth-first exploration of a binomial random graph by allowing each explored vertex up to independent possible children, including previously exposed or already discovered vertices as phantom children.
Let be the branching extinction probability of a Galton-Watson process with offspring probability generating function . Conditional on extinction, the probability of children is multiplied by : every child's descendants must also become extinct. Hence the new probability generating function is and its mean is . If , the total progeny of a branching process has conditional expected value , and unconditionally . The Markov inequality gives a finite-total-progeny tail bound without discarding the survival mass.
For a positive-integer geometric distribution with , the capped time has masses for and at . The last mass includes all later arrivals, not only . Its probability generating function and expected value are
The expectation follows either by differentiating the PGF or summing the tail probabilities up to .
Claim count distribution 2026-10-07
The probability distribution of the nonnegative integer number of claims over a specified accounting period. Its probability generating function determines the count probabilities. A Poisson distribution gives equal count expected value and variance; a Poisson mixture allows heterogeneity in the underlying risk intensity.
For a Galton-Watson process with one ancestor this is the probability that some generation is empty. It is the smallest fixed point of the offspring probability generating function in ; the complementary survival probability is . A branching process conditioned on extinction reweights reproduction using this fixed point.
For the simple symmetric random walk on , the renewal equation relates first-return and return probability generating functions. The central-binomial return series is , giving . Its value tends to one at , but its derivative diverges there: the walk has null recurrent states.
Generating function 2026-10-07
A power series encoding a sequence through its coefficients. It turns combinatorial splitting and concatenation rules into algebraic identities. A counting generating function is not necessarily a probability generating function: its coefficients need not sum to one.
Panjer claim-count class 2026-10-07
The nonnegative integer laws whose probabilities satisfy this recurrence for all . Their probability generating function solves . This is the count class used in the Panjer aggregate algorithm; the count recurrence itself should be distinguished from that aggregate recursion. It includes the Poisson distribution, binomial distribution, and negative binomial distribution with suitable parameters.