We study branching processes in an i.i.d. random environment, where the associated random walk is of the oscillating type. This class of processes generalizes the classical notion of criticality. The main properties of such branching processes are developed under a general assumption, known as Spitzer's condition in fluctuation theory of random walks, and some additional moment condition. We determine the exact asymptotic behavior of the survival probability and prove conditional functional limit theorems for the generation size process and the associated random walk. The results rely on a stimulating interplay between branching process theory and fluctuation theory of random walks.
We consider a branching Brownian motion with linear drift in which particles are killed on exiting the interval (0,K) and study the evolution of the process on the event of survival as the width of the interval shrinks to the critical value at which survival is no longer possible. We combine spine techniques and a backbone decomposition to obtain exact asymptotics for the near-critical survival probability. This allows us to deduce the existence of a quasi-stationary limit result for the process conditioned on survival which reveals that the backbone thins down to a spine as we approach critic…
We study a catalytic branching process (CBP) with any finite set of catalysts. This model describes a system of particles where the movement is governed by a Markov chain with arbitrary finite or countable state space and the branching may only occur at the points of catalysis. The results obtained generalize and strengthen those known in cases of CBP with a single catalyst and of branching random walk on d-dimensional integer lattice with a finite number of sources of particles generation. We propose to classify CBP with N catalysts as supercritical, critical or subcritical according to the v…
Conditions for almost sure extinction are studied in discrete time branching processes with an infinite number of types. It is not assumed that the expected number of children is a bounded function of the parent's type. There might also be no integer m such that there is a lower positive bound, uniform over the ancestor's type, for the probability that a population is extinct at the m-th generation. A weaker condition than the existence of such an m is seen to lead to extinction almost surely if the sequence of expected generation sizes does not tend to infinity. Some criteria for a positive p…
We consider a branching random walk on $\mathbb{R}$ with a killing barrier at zero. At criticality, the process becomes eventually extinct, and the total progeny $Z$ is therefore finite. We show that the tail distribution of $Z$ displays a typical behaviour in $(n\ln^2(n))^{-1}$, which confirms the prediction of Addario-Berry and Broutin.
We study branching diffusions in a bounded domain $D$ of $\mathbb{R}^d$ in which particles are killed upon hitting the boundary $\partial D$. It is known that any such process undergoes a phase transition when the branching rate $β$ exceeds a critical value: a multiple of the first eigenvalue of the generator of the diffusion. We investigate the system at criticality and show that the associated genealogical tree, when the process is conditioned to survive for a long time, converges to Aldous' Continuum Random Tree under appropriate rescaling. The result holds under only a mild assumption on t…
Branching-stable processes have recently appeared as counterparts of stable subordinators, when addition of real variables is replaced by branching mechanism for point processes. Here, we are interested in their domains of attraction and describe explicit conditions for a branching random walk to converge after a proper magnification to a branching-stable process. This contrasts with deep results that have been obtained during the last decade on the asymptotic behavior of branching random walks and which involve either shifting without rescaling, or demagnification.
In this paper, a special sequence of controlled branching processes is considered. We provide a simple set of sufficient conditions for the weak convergence of such processes to a weak solution to a kind of continuous branching processes with dependent immigration.
In this paper we study several aspects of the growth of a supercritical Galton-Watson process {Z_n:n\ge1}, and bring out some criticality phenomena determined by the Schroder constant. We develop the local limit theory of Z_n, that is, the behavior of P(Z_n=v_n) as v_n\nearrow \infty, and use this to study conditional large deviations of {Y_{Z_n}:n\ge1}, where Y_n satisfies an LDP, particularly of {Z_n^{-1}Z_{n+1}:n\ge1} conditioned on Z_n\ge v_n.
We study the asymptotics of the survival probability for the critical and decomposable branching processes in random environment and prove Yaglom type limit theorems for these processes. It is shown that such processes possess some properties having no analogues for the decomposable branching processes in constant environment
This survey aims at collecting and presenting results for one-type, discrete time branching processes with random control functions. In particular, the subclass of critical migration processes with different regimes of immigration and emigration is reviewed in detail. Critical controlled branching processes with continuous state space are also discussed.
We provide a simple set of sufficient conditions for the weak convergence of discrete Galton-Watson branching processes with immigration to continuous time and continuous state branching processes with immigration.
Homogeneous mass fragmentation processes describe the evolution of a unit mass that breaks down randomly into pieces as time. Mathematically speaking, they can be thought of as continuous-time analogues of branching random walks with non-negative displacements. Following recent developments in the theory of branching random walks, in particular the work of \cite{AShi10}, we consider the problem of the Seneta-Heyde norming of the so-called additive martingale at criticality. Aside from replicating results for branching random walks in the new setting of fragmentation processes, our main goal is…
We construct two kinds of stochastic flows of discrete Galton-Watson branching processes. Some scaling limit theorems for the flows are proved, which lead to local and nonlocal branching superprocesses over the positive half line.
We establish weak and strong law of large numbers for a class of branching symmetric Hunt processes with the branching rate being a smooth measure with respect to the underlying Hunt process, and the branching mechanism being general and state-dependent. Our work is motivated by recent work on strong law of large numbers for branching symmetric Markov processes by Chen-Shiozawa [J. Funct. Anal., 250, 374--399, 2007] and for branching diffusions by Engländer-Harris-Kyprianou [Ann. Inst. Henri Poincaré Probab. Stat., 46, 279--298, 2010]. Our results can be applied to some interesting examples th…
For many stochastic diffusion processes with mean field interaction, convergence of the rescaled total mass processes towards a diffusion process is known. Here we show convergence of the so-called finite system scheme for interacting jump-type processes known as mutually catalytic branching processes with infinite branching rate. Due to the lack of second moments the rescaling of time is different from the finite rate mutually catalytic case. The limit of rescaled total mass processes is identified as the finite rate mutually catalytic branching diffusion. The convergence of rescaled processe…
In this paper, for $α\in (1, 2}$ we show that the $α$-stable continuous-state branching process and the associated process conditioned never to become extinct are positive self-similar Markov processes. Understanding the interaction of the Lamperti transformation for continuous-state branching processes and the Lamperti transformation for positive self-similar Markov processes permits accessto a number of explicit results concerning the paths of stable-continuous branching processes and its conditioned version.
This is a survey on recent progresses in the study of branching processes with immigration, generalized Ornstein-Uhlenbeck processes and affine Markov processes. We mainly focus on the applications of skew convolution semigroups and the connections in those processes.
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.
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems proved in [1], P. for branching OU processes with binary branching mechanisms. Compared with the results of [1], our central limit theorems are more satisfactory in the sense that the normal random variables in our theorems are non-degenerate.
We observe the Galton-Watson Branching Processes. Limit properties of transition functions and their convergence to invariant measures are investigated.
In this note, we study the asymptotic behaviour near extinction of (sub-) critical continuous state branching processes. In particular, we establish an analogue of Khintchin's law of the iterated logarithm near extinction time for a continuous state branching process whose branching mechanism satisfies a given condition and its reflected process at its infimum.
We consider the down/up crossing property of weighted Markov branching processes. The joint probability distribution of multi crossing numbers of such processes are obtained. In particular, for Markov branching processes, the probability distribution of death number is given and for bulk-arrival queueing model, the joint probability distributions of service number and arrival number is also given.
We consider a branching stable process with positive jumps, i.e. a continuous-time branching process in which the particles evolve independently as stable L{é}vy processes with positive jumps. Assuming the branching mechanism is critical or subcritical, we compute the asymptotics of the maximum location ever reached by a particle of the process.
We determine the limiting distribution and the explicit tail behavior for the maximal displacement of a branching symmetric stable process with spatially inhomogeneous branching structure. Here the branching rate is a Kato class measure with compact support and can be singular with respect to the Lebesgue measure.
A family of continuous-state branching processes with immigration are constructed as the solution flow of a stochastic equation system driven by time-space noises. The family can be regarded as an inhomogeneous increasing path-valued branching process with immigration. Two nonlocal branching immigration superprocesses can be defined from the flow. We identify explicitly the branching and immigration mechanisms of those processes. The results provide new perspectives into the tree-valued Markov processes of Aldous and Pitman [Ann. Inst. Henri Poincaré Probab. Stat. 34 (1998) 637-686] and Abraha…
In this paper we use the spine decomposition and martingale change of measure to establish a Kesten-Stigum $L\log L$ theorem for branching Hunt processes. This result is a generalization of the results in Asmussen-Hering (1976) and Hering (1978) for branching diffusions.
These notes were used in a short graduate course on branching processes the author gave in Beijing Normal University. The following main topics are covered: scaling limits of Galton--Watson processes, continuous-state branching processes, extinction probabilities, conditional limit theorems, decompositions of sample paths, martingale problems, stochastic equations, Lamperti's transformations, independent and dependent immigration processes. Some of the results are simplified versions of those in the author's book "Measure-valued branching Markov processes" (Springer, 2011). We hope these simpl…
The aim of this paper is to prove stability of traveling waves for integro-differential equations connected with branching Markov processes. In other words, the limiting law of the left-most particle of a (time-continuous) branching Markov process with a Lévy non-branching part is demonstrated. The key idea is to approximate the branching Markov process by a branching random walk and apply the result of Aïdékon [1] on the limiting law of the latter one.
We give constructions of age-structured branching processes without or with immigration as pathwise unique solutions to stochastic integral equations. A necessary and sufficient condition for the ergodicity of the model with immigration is also given.
A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in terms of particle motion/mutation. Long memory processes, like branching fractional Brownian motion and fractional Ornstein-Uhlenbeck processes with large Hurst parameters, as well as rough processes, like fractional processes with with smaller Hurst parameter, are included as important examples. General branching with second moments is allowed and moment mea…
Under mild non-degeneracy assumptions on branching rates in each generation, we provide a criterion for almost-sure extinction of a multi-type branching process with time-dependent branching rates. We also provide a criterion for the total number of particles (conditioned on survival and divided by the expectation of the resulting random variable) to approach an exponential random variable as time goes to infinity.
By the methods of multitype branching processes in random environment counted by random characteristics we study the tail distribution of busy periods and some other characteristics of the branching type polling systems in which the service disciplines, input parameters and service time distributions are changing in a random manner.
We consider branching random walks and contact processes on infinite, connected, locally finite graphs whose reproduction and infectivity rates across edges are inversely proportional to vertex degree. We show that when the ambient graph is a Galton-Watson tree then, in certain circumstances, the branching random walks and contact processes will have weak survival phases. We also provide bounds on critical values.
We propose a class of non-Markov population models with continuous or discrete state space via a limiting procedure involving sequences of rescaled and randomly time-changed Galton--Watson processes. The class includes as specific cases the classical continuous-state branching processes and Markov branching processes. Several results such as the expressions of moments and the branching inequality governing the evolution of the process are presented and commented. The generalized Feller branching diffusion and the fractional Yule process are analyzed in detail as special cases of the general mo…
Using the Lyapunov criteria arguments, we find sufficient conditions on explosion/nonexplosion for continuous-state branching processes with competition in Lévy random environment. In particular, we identify the necessary and sufficient conditions on explosion/nonexplosion when the competition function is a power function and the Lévy measure of the associated branching mechanism is stable.
We introduce flows of branching processes with competition, which describe the evolution of general continuous state branching populations in which interactions between individuals give rise to a negative density dependence term. This generalizes the logistic branching processes studied by Lambert. Following the approach developed by Dawson and Li, we first construct such processes as the solutions of certain flow of stochastic differential equations. We then propose a novel genealogical description for branching processes with competition based on interactive pruning of Lévy-trees, and establ…
Since the seminal work of Dawson and Perkins, mutually catalytic versions of super-processes have been studied frequently. In this article we combine two approaches extending their ideas: the approach of adding correlations to the driving noise of the system is combined with the approach of obtaining new processes by letting the branching rate tend to infinity. We introduce infinite rate symbiotic branching processes which surprisingly can be interpreted as generalized voter processes with additional strength of opinions. Since many of the arguments go along the lines of known proofs this arti…
We study the estimation of two-type continuous-state branching processes with immigration (CBI-processes). The ergodicity of the processes is proved. We also establish the strong consistency and central limit theorems of the conditional least squares estimators and the weighted conditional least squares estimators of the drift and diffusion coefficients based on low frequency observations.
In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and unifies all the central limit theorems obtained recently in \cite{RSZ2} for supercritical branching symmetric Markov processes. To prove our central limit theorem, we have to carefully develop the spectral theory of nonsymmetric strongly continuous semigroups which should be of independent interest.
Critical branching processes in a varying environment behave much the same as critical Galton-Watson processes. In this note we like to confirm this finding with regard to the underlying genealogical structures. In particular, we consider the most recent common ancestor given survival and the corresponding reduced branching processes, in the spirit of Zubkov (1975) and Fleischmann and Siegmund-Schultze (1977).
The work continues the author's many-year research in theory of maximal branching processes, which are obtained from classical branching processes by replacing the summation of descendant numbers with taking the maximum. One can say that in each generation, descendants of only one particle survive, namely those of the particle that has the largest number of descendants. Earlier, the author generalized processes with integer values to processes with arbitrary nonnegative values, investigated their properties, and proved limit theorems. Then processes with several types of particles were introdu…
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.
Scaling limits for continuous-time branching processes with discrete state space are provided as the initial state tends to infinity. Depending on the finiteness or non-finiteness of the mean and/or the variance of the offspring distribution, the limits are in general time-inhomogeneous Gaussian processes, time-inhomogeneous generalized Ornstein-Uhlenbeck type processes or continuous-state branching processes. We also provide transfer results showing how specific asymptotic relations for the probability generating function of the offspring distribution carry over to those of the one-dimensiona…
Branching processes and Fleming-Viot processes are two main models in stochastic population theory. Incorporating an immigration in both models, we generalize the results of Shiga (1990) and Birkner et al. (2005) which respectively connect the Feller diffusion with the classical Fleming-Viot process and the alpha-stable continuous state branching process with the Beta(2-alpha, alpha)-generalized Fleming-Viot process. In a recent work, a new class of probability-measure valued processes, called M-generalized Fleming-Viot processes with immigration, has been set up in duality with the so-called …
The notion of stability can be generalised to point processes by defining the scaling operation in a randomised way: scaling a configuration by $t$ corresponds to letting such a configuration evolve according to a Markov branching particle system for -$\log t$ time. We prove that these are the only stochastic operations satisfying basic associativity and distributivity properties and we thus introduce the notion of branching-stable point processes. We characterise stable distributions with respect to local branching as thinning-stable point processes with multiplicities given by the quasi-stat…
Let $\{Z_n, n\geq 0\}$ be a supercritical branching process in an independent and identically distributed random environment. We prove Cramér moderate deviations and Berry-Esseen bounds for $\ln (Z_{n+n_0}/Z_{n_0})$ % under the annealed law, uniformly in $n_0 \in \mathbb{N}$, which extend the corresponding results by Grama et al. (Stochastic Process.\ Appl. 2017) established for $n_0=0$. The extension is interesting in theory, and is motivated by applications. A new method is developed for the proofs; some conditions of Grama et al. (2017) are relaxed in our present setting. An example of appl…
We present a progress report for studies on maxima related to offspring in branching processes. We summarize and discuss the findings on the subject that appeared in the last ten years. Some of the results are refined and illustrated with new examples.
We consider multitype branching processes arising in the study of random laminations of the disk. We classify these processes according to their subcritical or supercritical behavior and provide Kolmogorov-type estimates in the critical case corresponding to the random recursive lamination process of [1]. The proofs use the infinite dimensional Perron-Frobenius theory and quasi-stationary distributions.
The nonlinear branching process with immigration is constructed as the pathwise unique solution of a stochastic integral equation driven by Poisson ran- dom measures. Some criteria for the regularity, recurrence, ergodicity and strong ergodicity of the process are then established.
This paper studies: (i) the long time behaviour of the empirical distribution of age and normalised position of an age dependent critical branching Markov process conditioned on non-extinction; and (ii) the super-process limit of a sequence of age dependent critical branching Brownian motions.
We construct and study branching Markov processes on the space of finite configurations of the state space of a given standard process, controlled by a branching kernel and a killing one. In particular, we may start with a superprocess, obtaining a branching process with state space the finite configurations of positive finite measures on a topological space. A main tool in proving the path regularity of the branching process is the existence of convenient superharmonic functions having compact level sets, allowing the use of appropriate potential theoretical methods.
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.
It is proved in this paper that Riemann-Liouville processes can arise from the temporal structures of the scaled occupation time fluctuation limits of the site-dependent (d,α,σ(x))branching particle systems in the case of 1=d<α<2 and \int_{\R}σ(x)\d x<\infty.
