# extinction minus one

**R – Xi'an's Og**, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)

Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

**T**he riddle from The Riddler of 19 Feb. is about the Bernoulli Galton-Watson process, where each individual in the population has one or zero descendant with equal probabilities: *Starting with a large population os size *N*, what is the probability that the size of the population on the brink of extinction is equal to one?* While it is easy to show that the probability the n-th generation is extinct is

I could not find a way to express the probability to hit one and resorted to brute force simulation, easily coded

for(t in 1:(T<-1e8)){N=Z=1e4 while(Z>1)Z=rbinom(1,Z,.5) F=F+Z} F/T

which produces an approximate probability of 0.7213 or 0.714. The impact of N is quickly vanishing, as expected when the probability to reach 1 in one generation is negligible…

However, when returning to Dauphine after a two-week absence, I presented the problem with my probabilist neighbour François Simenhaus, who immediately pointed out that this probability was more simply seen as the probability that the maximum of N independent geometric rv’s was achieved by a single one among the N. Searching later a reference for that probability, I came across the 1990 paper of Bruss and O’Cinneide, which shows that the probability of uniqueness of the maximum does not converge as N goes to infinity, but rather fluctuates around 0.72135 with logarithmic periodicity. It is only when N=2^n that the sequence converges to 0.721521… This probability actually writes down in closed form as

(which is obvious in retrospect!, albeit containing a typo in the original paper which is missing a ½ factor in equation (17)) and its asymptotic behaviour is not obvious either, as noted by the authors.

On the historical side, and in accordance with Stiegler’s law, the *Galton-Watson process* should have been called the *Bienaymé** process*! (Bienaymé was a student of Laplace, who successively lost positions for his political idea, before eventually joining Académie des Sciences, and later founding the Société Mathématique de France.)

**leave a comment**for the author, please follow the link and comment on their blog:

**R – Xi'an's Og**.

R-bloggers.com offers

**daily e-mail updates**about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.

Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.