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BGW.GeneratingFunction

The offspring generating function in [0, ∞] #

For an offspring law μ on ℕ, offspringGF μ s = ∑ k, μ {k} * s ^ k in ℝ≥0∞, with 0 ^ 0 = 1. Only elementary facts are proved: the values at 0 and 1, monotonicity, and the uniqueness of the fixed point 1 in [0, 1] for a law of mean at most one with μ {1} ≠ 1 (eq_one_of_offspringGF_eq), and, for a law of mean greater than one (infinite mean allowed), a point s < 1 with f s ≤ s (exists_lt_one_offspringGF_le). The extinction results use monotonicity; the normalization results use the uniqueness; the supercritical classification uses the point below one. Adapted from PoissonDeclumping/Bienayme/Normalization.lean, where the generating function is defined on a probability mass function.

noncomputable def BGW.offspringGF (μ : MeasureTheory.Measure ℕ) (s : ENNReal) :

The generating function s ↦ ∑ k, μ {k} * s ^ k of an offspring law, with values in ℝ≥0∞.

Equations
Instances For

    f 0 = μ {0}.

    The point masses of a probability measure on ℕ sum to one.

    f 1 = 1 for a probability measure.

    The generating function is monotone on [0, ∞]; no hypothesis on μ is needed.

    The fixed point 1 is unique for mean at most one #

    theorem BGW.eq_one_of_offspringGF_eq (μ : MeasureTheory.Measure ℕ) [MeasureTheory.IsProbabilityMeasure μ] (hm : ∑' (k : ℕ), ↑k * μ {k} ≤ 1) (hne : μ {1} ≠ 1) {s : ENNReal} (hs : s ≤ 1) (hfix : offspringGF μ s = s) :
    s = 1

    For an offspring law of mean at most one with μ {1} ≠ 1, the only fixed point of the generating function in [0, 1] is 1.

    A point below one for mean greater than one #

    For an offspring law of mean greater than one, possibly infinite, there is s < 1 with f s ≤ s. The mean is truncated to a finite part M > 1; with x ^ N = M⁻¹ one has 1 - f x ≥ ∑_{k < N} μ {k} (1 - x ^ k) ≥ x ^ N (1 - x) M = 1 - x.