We study the exploration (or height) process of a continuous time non-binary Galton-Watson random tree, in the subcritical, critical and supercritical cases. Thus we consider the branching process in continuous time (Z_{t})_{t\geq 0}, which describes the number of offspring alive at time t. We then renormalize our branching process and exploration process, and take the weak limit as the size of the population tends to infinity. Finally we deduce a Ray-Knight representation.
Limit theorems for strongly and intermediately supercritical branching processes in Markovian environment with linear fractional offspring distributions
Let $(Z_n)_{n\geqslant 0}$ be a branching process in a random environment defined by a Markov chain $(X_n)_{n\geqslant 0}$ with values in a finite state space $\mathbb X$ starting at $X_0=i \in\mathbb X$. We extend from the i.i.d. environment to the Markovian one the classical classification of the branching processes into critical and strongly, intermediate and weakly subcritical states. In all these cases, we study the asymptotic behaviour of the probability that $Z_n>0$ as $n\to+\infty$.
A branching process in a Markovian environment consists of an irreducible Markov chain on a set of "environments" together with an offspring distribution for each environment. At each time step the chain transitions to a new random environment, and one individual is replaced by a random number of offspring whose distribution depends on the new environment. We give a first moment condition that determines whether this process survives forever with positive probability. On the event of survival we prove a law of large numbers and a central limit theorem for the population size. We also define a …
The infinite discrete stable Boltzmann maps are "heavy-tailed" generalisations of the well-known Uniform Infinite Planar Quadrangulation. Very efficient tools to study these objects are Markovian step-by-step explorations of the lattice called peeling processes. Such a process depends on an algorithm which selects at each step the next edge where the exploration continues. We prove here that, whatever this algorithm, a peeling process always reveals about the same portion of the map, thus growing roughly metric balls. Applied to well-designed algorithms, this easily enables us to compare dista…
A population has two types of individuals, each occupying an island. One of those, where individuals of type 1 live, offers a variable environment. Type 2 individuals dwell on the other island, in a constant environment. Only one-way migration (1->2) is possible. We study the asymptotics of the survival probability in critical and subcritical cases.
A multitype Markovian branching process with one-type population size dependence
Nuffield Department of Medicine, University of Oxford（牛津大学纳菲尔德医学系）；Mahidol Oxford Tropical Medicine Research Unit, Mahidol University（马希托牛津热带医学研究单位，马希隆大学）；School of Mathematics and Statistics, University of Melbourne（墨尔本大学数学与统计学院）
We consider multitype Markovian branching processes evolving in a Markovian random environment. To determine whether or not the branching process becomes extinct almost surely is akin to computing the maximal Lyapunov exponent of a sequence of random matrices, which is a notoriously difficult problem. We define dual processes and we construct bounds for the Lyapunov exponent. The bounds are obtained by adding or by removing information: to add information results in a lower bound, to remove information results in an upper bound and we show that to add more information gives smaller lower bound…
In this work, we study asymptotics of the genealogy of Galton-Watson processes. Thus we consider a offspring distribution such that the rescaled Galton-Watson processes converges to a continuous state branching process (CSBP) with jumps. After we show that the rescaled height (or exploration) process of the corresponding Galton-Watson family tree, converges in a functional sense, to the continuous height process that Le Gall and Le Jan introduced in 1998 on their paper "branching processes in Lévy processes : The exploration process".
We consider branching random walks on the Euclidean lattice in dimensions five and higher. In this non-Markovian setting, we first obtain a relationship between the equilibrium measure and Green's function, in the form of an approximate last passage decomposition. Secondly, we obtain exponential moment bounds for functionals of the branching random walk, under optimal condition. As a corollary we obtain an approximate variational characterisation of the branching capacity. We finally derive upper bounds involving the branching capacity for the tail of the time spent in an arbitrary finite coll…
In this article, we study branching random walks on graphs modeling division-mutation processes inspired by adaptive immunity. We apply the theory of expander graphs on mutation rules in evolutionary processes and obtain estimates for the cover times of the branching random walks. This analysis reveals an unexpected saturation phenomenon : increasing the mutation rate above a certain threshold does not enhance the speed of state-space exploration.
Poissonian ensembles of Markov loops on a finite graph define a random graph process in which the addition of a loop can merge more than two connected components. We study Markov loops on the complete graph derived from a simple random walk killed at each step with a constant probability. Using a component exploration procedure, we describe the asymptotic distribution of the connected component size of a vertex at a time proportional to the number of vertices, show that the largest component size undergoes a phase transition and establish the coagulation equations associated to this random gra…
Consider a continuous-state branching population constructed as a flow of nested subordinators. Inverting the subordinators and reversing time give rise to a flow of coalescing Markov processes (with negative jumps) which correspond to the ancestral lineages of individuals in the current generation. The process of the ancestral lineage of a fixed individual is the Siegmund dual process of the continuous-state branching process. We study its semi-group, its long-term behavior and its generator. In order to follow the coalescences in the ancestral lineages and to describe the backward genealogy …
In this note, we investigate fundamental relations between exploration processes in random graphs, and branching processes. We formulate a class of models that we call {\em rank-$k$ random graphs}, and that are special in that their neighborhood explorations can be obtained by a {\em thinning} of multi-type branching processes. We show that any rank-2 random graph can be described in terms of thinning of a 2-type branching process, while for higher rank, it is not clear how many types are needed.
Branching process approximation to the initial stages of an epidemic process has been used since the 1950's as a technique for providing stochastic counterparts to deterministic epidemic threshold theorems. One way of describing the approximation is to construct both branching and epidemic processes on the same probability space, in such a way that their paths coincide for as long as possible. In this paper, it is shown, in the context of a Markovian model of parasitic infection, that coincidence can be achieved with asymptotically high probability until o(N^{2/3}) infections have occurred, wh…
An individual-based model (IBM) of a spatiotemporal terrestrial ecological population is proposed. This model is spatially explicit and features the position of each individual together with another characteristic, such as the size of the individual, which evolves according to a given stochastic model. The population is locally regulated through an explicit competition kernel. The IBM is represented as a measure-valued branching/diffusing stochastic process. The approach allows (i) to describe the associated Monte Carlo simulation and (ii) to analyze the limit process under large initial popul…
We consider the exploration process associated to the continuous random tree (CRT) built using a Levy process with no negative jumps. This process has been studied by Duquesne, Le Gall and Le Jan. This measure-valued Markov process is a useful tool to study CRT as well as super-Brownian motion with general branching mechanism. In this paper we prove this process is Feller, and we compute its infinitesimal generator on exponential functionals and give the corresponding martingale.
We investigate the genealogical structure of general critical or subcritical continuous-state branching processes. Analogously to the coding of a discrete tree by its contour function, this genealogical structure is coded by a real-valued stochastic process called the height process, which is itself constructed as a local time functional of a Levy process with no negative jumps. We present a detailed study of the height process and of an associated measure-valued process called the exploration process, which plays a key role in most applications. Under suitable assumptions, we prove that whene…
A family of Feller branching diffusions $Z^x$, $x \ge 0$, with nonlinear drift and initial value $x$ can, with a suitable coupling over the {\em ancestral masses} $x$, be viewed as a path-valued process indexed by $x$. For a coupling due to Dawson and Li, which in case of a linear drift describes the corresponding Feller branching diffusion, and in our case makes the path-valued process Markovian, we find an SDE solved by $Z$, which is driven by a random point measure on excursion space. In this way we are able to identify the infinitesimal generator of the path-valued process. We also establi…
A numerical algorithm for a class of BSDEs via branching process
Société Générale, Global Market Quantitative Research（法国兴业银行全球市场量化研究部）；CEREMADE, University of Paris-Dauphine（巴黎第九大学 CEREMADE 中心）；Ecole Polytechnique Paris, Centre de Mathématiques Appliquées（巴黎综合理工学院应用数学中心）
We study the scaling limit of the volume and perimeter of the discovered regions in the Markovian explorations known as peeling processes for infinite random planar maps such as the uniform infinite planar triangulation (UIPT) or quadrangulation (UIPQ). In particular, our results apply to the metric exploration or peeling by layers algorithm, where the discovered regions are (almost) completed balls, or hulls, centered at the root vertex. The scaling limits of the perimeter and volume of hulls can be expressed in terms of the hull process of the Brownian plane studied in our previous work. Oth…
We consider a spectrally positive Lévy process $X$ that does not drift to $+\infty$, viewed as coding for the genealogical structure of a (sub)critical branching process, in the sense of a contour or exploration process \cite{GaJa98,Lam10}. We denote by $I$ the past infimum process defined for each $t\geq 0$ by $I_t:= \inf_{[0,t]} X$ and we let $γ$ be the unique time at which the excursion of the reflected process $X-I$ away from 0 attains its supremum. We prove that the pre-$γ$ and the post-$γ$ subpaths of this excursion are invariant under space-time reversal, which has several other consequ…
We obtain a representation of Feller's branching diffusion with logistic growth in terms of the local times of a reflected Brownian motion $H$ with a drift that is affine linear in the local time accumulated by $H$ at its current level. As in the classical Ray-Knight representation, the excursions of $H$ are the exploration paths of the trees of descendants of the ancestors at time $t=0$, and the local time of $H$ at height $t$ measures the population size at time $t$ (see e.g. \cite{LG4}). We cope with the dependence in the reproduction by introducing a pecking order of individuals: an indivi…
We consider a general branching population where the lifetimes of individuals are i.i.d.\ with arbitrary distribution and where each individual gives birth to new individuals at Poisson times independently from each other. In addition, we suppose that individuals experience mutations at Poissonian rate $θ$ under the infinitely many alleles assumption assuming that types are transmitted from parents to offspring. This mechanism leads to a partition of the population by type, called the allelic partition. The main object of this work is the frequency spectrum $A(k,t)$ which counts the number of …
Occupation-Time Fluctuations of an Age-Dependent Branching System Driven by Poisson Immigration
Centro de Investigación en Matemáticas（数学研究中心）；Faculty of Mathematics and Informatics, Sofia University “St. Kliment Ohridski”（索非亚“圣克利门特·奥赫里德斯基”大学数学与信息学院）；Institute of Mathematics and Informatics, Bulgarian Academy of Sciences（保加利亚科学院数学与情报研究所）
In this paper we study the number of customers in infinite-server queues with a self-exciting (Hawkes) arrival process. Initially we assume that service requirements are exponentially distributed and that the Hawkes arrival process is of a Markovian nature. We obtain a system of differential equations that characterizes the joint distribution of the arrival intensity and the number of customers. Moreover, we provide a recursive procedure that explicitly identifies (transient and stationary) moments. Subsequently, we allow for non-Markovian Hawkes arrival processes and non-exponential service t…
We propose a new stochastic model for streamflow discharge timeseries as a jump-driven process, called a superposition of continuous-state branching processes with immigration (a supCBI process). It is a non-Markovian model having the capability of reproducing the subexponential autocorrelation found in the hydrological data. The Markovian embedding as a version of matrix analytic methods is applied to the supCBI process, successfully yielding analytical formulae of statistical moments and autocorrelation. The supCBI process is identified at study sites, where hourly streamflow discharge data …
Much work in the study of large deviations for random graph models is focused on the dense regime where the theory of graphons has emerged as a principal tool. These tools do not give a good approach to large deviation problems for random graph models in the sparse regime. The aim of this paper is to study an approach for large deviation problems in this regime by establishing Large Deviation Principles (LDP) on suitable path spaces for certain exploration processes of the associated random graph sequence. Our work focuses on the study of one particular class of random graph models, namely the…
We analyze the distribution of the distance between two nodes, sampled uniformly at random, in digraphs generated via the directed configuration model, in the supercritical regime. Under the assumption that the covariance between the in-degree and out-degree is finite, we show that the distance grows logarithmically in the size of the graph. In contrast with the undirected case, this can happen even when the variance of the degrees is infinite. The main tool in the analysis is a new coupling between a breadth-first graph exploration process and a suitable branching process based on the Kantoro…
We present a construction of a Lévy continuum random tree (CRT) associated with a super-critical continuous state branching process using the so-called exploration process and a Girsanov's theorem. We also extend the pruning procedure to this super-critical case. Let $ψ$ be a critical branching mechanism. We set $ψ_θ(\cdot)=ψ(\cdot+θ)-ψ(θ)$. Let $Θ=(θ_\infty,+\infty)$ or $Θ=[θ_\infty,+\infty)$ be the set of values of $θ$ for which $ψ_θ$ is a branching mechanism. The pruning procedure allows to construct a decreasing Lévy-CRT-valued Markov process $(\ct_θ,θ\inΘ)$, such that $\mathcal{T}_θ$ has …
We define a graph process $\mathcal{G}(p,q)$ based on a discrete branching process with deletions and mergers, which is inspired by the 4-cycle structure of both the hypercube $Q_d$ and the lattice $\mathbb{Z}^d$ for large $d$. Individuals have Poisson offspring distribution with mean $1+p$ and certain deletions and mergers occur with probability $q$; these parameters correspond to the mean number of edges discovered from a given vertex in an exploration of a percolation cluster and to the probability that a non-backtracking path of length four closes a cycle, respectively. We prove survival a…
