Binomial branching process 2026-10-07
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.
Branching process conditioned on extinction 2026-10-07
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.
Capped geometric waiting time 2026-10-07
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 areThe 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.
In a Galton-Watson process, each individual independently has children with probability . This probability distribution determines its offspring probability generating function, its mean when finite, and the branching extinction probability. A binomial branching process and a Poisson branching process have different offspring distributions even when their means agree.
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.
Past exam of the mathematics course of the University of Cambridge 2002 ia Paper 2 10F a Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2002 ia Paper 2 10F b Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2002 ia Paper 2 10F c Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2002 ia Paper 2 12F b Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2002 ia Paper 2 12F c Solution Created 2026-09-24 Updated 2026-09-24