考虑一个在实直线上的分支随机游动,其中零是一个杀死势垒:从一个非负的点开始,粒子独立地复制和移动,但当它们接触到负的半直线时被杀死。在临界和次临界情况下,被杀死的分支随机游动的种群几乎肯定会消亡,这里的次临界情况是指没有杀死的分支随机游动的最右边的粒子具有负速度,而临界情况是指这个速度为零。我们研究了杀死的分支随机游动的总后代,并给出了它们在临界和亚临界情况下的精确尾部分布,解决了Aldous [Power laws and killed branching随机游动,http://www.stat.berkeley.edu/Rationaldous/Research/OP/brw.html]的一个公开问题。
英文摘要:
Consider a branching random walk on the real line with a killing barrier at zero: starting from a nonnegative point, particles reproduce and move independently, but are killed when they touch the negative half-line. The population of the killed branching random walk dies out almost surely in both critical and subcritical cases, where by subcritical case we mean that the rightmost particle of the branching random walk without killing has a negative speed, and by critical case, when this speed is zero. We investigate the total progeny of the killed branching random walk and give their precise tail distribution both in the critical and subcritical cases, which solves an open problem of Aldous [Power laws and killed branching random walks, http://www.stat.berkeley.edu/~aldous/Research/OP/brw.html].
In this work, we consider a modification of the usual Branching Random Walk (BRW), where we give certain independent and identically distributed (i.i.d.) displacements to all the particles at the $n$-th generation, which may be different from the driving increment distribution. This model was first introduced by Bandyopadhyay and Ghosh (2021) and they termed it as Last Progeny Modified Branching Random Walk (LPM-BRW). Under very minimal assumptions, we derive the large deviation principle (LDP) for the right-most position of a particle in generation $n$. As a byproduct, we also complete the LD…
We study the extremes of branching random walks under the assumption that the underlying Galton-Watson tree has infinite progeny mean. It is assumed that the displacements are either regularly varying or they have lighter tails. In the regularly varying case, it is shown that the point process sequence of normalized extremes converges to a Poisson random measure. We study the asymptotics of the scaled position of the rightmost particle in the $n$-th generation when the tail of the displacement behaves like $\exp(-K(x))$, where either $K$ is a regularly varying function of index $r> 0$, or $K$ …
In this work, we consider a modification of time \emph{inhomogeneous} branching random walk, where the driving increment distribution changes over time macroscopically. Following Bandyopadhyay and Ghosh (2021), we give certain independent and identically distributed (i.i.d.) displacements to all the particles at the last generation. We call this process \emph{last progeny modified time inhomogeneous branching random walk (LPMTI-BRW)}. Under very minimal assumptions on the underlying point processes of the displacements, we show that the maximum displacement converges to a limit after only an a…
For a continuous-time Bienaymé-Galton-Watson process, $X$, with immigration and culling, $0$ as an absorbing state, call $X^q$ the process that results from killing $X$ at rate $q\in (0,\infty)$, followed by stopping it on extinction or explosion. Then an explicit identification of the relevant harmonic functions of $X^q$ allows to determine the Laplace transforms (at argument $q$) of the first passage times downwards and of the explosion time for $X$. Strictly speaking, this is accomplished only when the killing rate $q$ is sufficiently large (but always when the branching mechanism is not su…
We obtain sharp asymptotic estimates for hitting probabilities of a critical branching Brownian motion in one dimension with killing at 0 We also obtain sharp asymptotic formulas for the tail probabilities of the number of particles killed at 0. In the special case of double-or-nothing branching, we give exact formulas for both the hitting probabilities, in terms of elliptic functions, and the distribution of the number of killed particles.
In this paper we provide explicit representations of Laplace transforms of extinction time and total progeny of rough continuous-state branching processes introduced in [7]. Also, we show that their tail distributions are much fatter than those of Feller branching diffusions.
We consider a class of multitype Galton-Watson branching processes with a countably infinite type set $\mathcal{X}_d$ whose mean progeny matrices have a block lower Hessenberg form. For these processes, the probability $\boldsymbol{q}(A)$ of extinction in subsets of types $A\subseteq \mathcal{X}_d$ may differ from the global extinction probability $\boldsymbol{q}$ and the partial extinction probability $\tilde{\boldsymbol{q}}$. After deriving partial and global extinction criteria, we develop conditions for $\boldsymbol{q}<\boldsymbol{q}(A)<\tilde{\boldsymbol{q}}$. We then present an iterative…
We introduce a class of branching processes in which the reproduction or lifetime distribution at a given time depends on the total cumulative number of individuals who have been born in the population until that time. We focus on a continuous-time version of these processes, called total-progeny-dependent birth-and-death processes, and study some of their properties through the analysis of their fluid (deterministic) approximation. These properties include the maximum population size, the total progeny size at extinction, the time to reach the maximum population size, and the time until extin…
We consider the critical branching processes in correlated random environment which is positively associated and study the probability of survival up to the n-th generation. Moreover, when the environment is given by fractional Brownian motion, we estimate also the tail of progeny as well as the tail of width.
The Galton--Watson process is the simplest example of a branching process. The relationship between the offspring distribution, and, when the extinction occurs almost surely, the distribution of the total progeny is well known. In this paper, we illustrate the relationship between these two distributions when we consider the large deviation rate function (provided by Cramér's theorem) for empirical means of i.i.d. random variables. We also consider the case with a random initial population. In the final part, we present large deviation results for sequences of estimators of the offspring mean …
We consider a slightly subcritical branching Brownian motion with absorption, where particles move as Brownian motions with drift $-\sqrt{2+2\varepsilon}$, undergo dyadic fission at rate $1$, and are killed when they reach the origin. We obtain a Yaglom type asymptotic result, showing that the long run expected number of particles conditioned on survival grows exponentially as $1/\sqrt{\varepsilon}$ as the process approaches criticality.
Let $η^*_n$ denote the maximum, at time $n$, of a nonlattice one-dimensional branching random walk $η_n$ possessing (enough) exponential moments. In a seminal paper, Aidekon demonstrated convergence of $η^*_n$ in law, after recentering, and gave a representation of the limit. We give here a shorter proof of this convergence by employing reasoning motivated by Bramson, Ding and Zeitouni. Instead of spine methods and a careful analysis of the renewal measure for killed random walks, our approach employs a modified version of the second moment method that may be of independent interest.
We consider a branching random walk in a random space-time environment of disasters where each particle is killed when meeting a disaster. This extends the model of the "random walk in a disastrous random environment" introduced by [15]. We obtain a criterion for positive survival probability, see Theorem 1. The proofs for the subcritical and the supercritical cases follow standard arguments, which involve moment methods and a comparison with an embedded branching process with i.i.d. offspring distributions. The proof of almost sure extinction in the critical case is more difficult and uses th…
Brunet-Derrida behavior of branching-selection particle systems on the line
本文考虑了$\R$上的一类分支选择粒子系统,这类系统与E. Brunet和B.德里达在他们1997年的论文“由于截止而引起的锋面速度的变化”。基于数值模拟和启发式论证,Brunet和Derrida证明,当粒子系统的总体规模$N$趋于无穷大时,系统的渐近速度以出乎意料的慢速率$(\log N)^{-2}$收敛到极限值。在本文中,我们给出了一个严格的数学证明,这一事实,为类的粒子系统,我们考虑。证明利用了R. Pemantle,and by N. Gantert,Y. Hu和Z.施,并依赖于一个比较的粒子系统与家庭的$N$独立分支随机游动杀死以下的线性空间-时间障碍。
We introduce a set of tools which simplify and streamline the proofs of limit theorems concerning near-critical particles in branching random walks under optimal assumptions. We exemplify our method by giving another proof of the Seneta-Heyde norming for the critical additive martingale, initially due to Aïdékon and Shi. The method involves in particular the replacement of certain second moment estimates by truncated first moment bounds, and the replacement of ballot-type theorems for random walks by estimates coming from an explicit expression for the potential kernel of random walks killed b…
We work under the A\"ıdékon-Chen conditions which ensure that the derivative martingale in a supercritical branching random walk on the line converges almost surely to a nondegenerate nonnegative random variable that we denote by $Z$. It is shown that $\mathbb{E} Z\mathbf{1}_{\{Z\le x\}}=\log x+o(\log x)$ as $x\to\infty$. Also, we provide necessary and sufficient conditions under which $\mathbb{E} Z\mathbf{1}_{\{Z\le x\}}=\log x+{\rm const}+o(1)$ as $x\to\infty$. This more precise asymptotics is a key tool for proving distributional limit theorems which quantify the rate of convergence of the …
We study self-similarity in random binary rooted trees. In a well-understood case of Galton-Watson trees, a distribution on a space of trees is said to be self-similar if it is invariant with respect to the operation of pruning, which cuts the tree leaves. This only happens for the critical Galton-Watson tree (a constant process progeny), which also exhibits other special symmetries. We extend the prune-invariance setup to arbitrary binary trees with edge lengths. In this general case the class of self-similar processes becomes much richer and covers a variety of practically important situatio…