We study the harmonic moments of Galton-Watson processes, possibly non homogeneous, with positive values. Good estimates of these are needed to compute unbiased estimators for non canonical branching
Markov processes, which occur, for instance, in the modeling of the polymerase chain reaction. By convexity, the ratio of the harmonic mean to the mean is at most 1. We prove that, for every square integrable branching mechanisms, this ratio lies between 1-A/k and 1-B/k for every initial population of size k greater than A. The positive constants A and B, such that B is at most A, are explicit and depend only on the generation-by-generation branching mechanisms. In particular, we do not use the distribution of the limit of the classical martingale associated to the Galton-Watson process. Thus, emphasis is put on non asymptotic bounds and on the dependence of the harmonic mean upon the size of the initial population. In the Bernoulli case, which is relevant for the modeling of the polymerase chain reaction, we prove essentially optimal bounds that are valid for every initial population. Finally, in the general case and for large enough initial populations, similar techniques yield sharp estimates of the harmonic moments of higher degrees.
We consider a model of Branching Brownian Motion in which the usual spatially-homogeneous and catalytic branching at a single point are simultaneously present. We establish the almost sure growth rates of population in certain time-dependent regions and as a consequence the first-order asymptotic behaviour of the rightmost particle.
Let $(Z_n)$ be a supercritical branching process in an independent and identically distributed random environment $ξ$. We show the exact decay rate of the probability $\mathbb{P}(Z_n=j | Z_0 = k)$ as $n \to \infty$, for each $j \geq k,$ assuming that $\mathbb{P} (Z_1 = 0) =0$. We also determine the critical value for the existence of harmonic moments of the random variable $W=\lim_{n\to\infty}\frac{Z_n}{\mathbb E (Z_n|ξ)}$ under a simple moment condition.
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…
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 show that the mean inverse populations of nondecreasing, square integrable, continuous-time branching processes decrease to zero like the inverse of their mean population if and only if the initial population $k$ is greater than a first threshold $m_1\ge1$. If, furthermore, $k$ is greater than a second threshold $m_2\ge m_1$, the normalized mean inverse population is at most $1/(k-m_2)$. We express $m_1$ and $m_2$ as explicit functionals of the reproducing distribution, we discuss some analogues for discrete time branching processes and link these results to the behavior of random products …
Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures (homogeneous and some inhomogeneous cases). In this paper, with d=1 for simplicity, we extend previous results to a wide class of initial measures obeying a quasi-homogeneity property, which includes as special cases homogeneous Poisson measures and many deterministic measures (simple example: one atom at each point of Z), by means of a new unified approach. In…
Let $(Z_n)$ be a supercritical branching process in an independent and identically distributed random environment $ξ$. We study the asymptotic of the harmonic moments $\mathbb{E}\left[Z_n^{-r} | Z_0=k \right]$ of order $r>0$ as $n \to \infty$. We exhibit a phase transition with the critical value $r_k>0$ determined by the equation $\mathbb E p_1^k = \mathbb E m_0^{-r_k},$ where $m_0=\sum_{k=0}^\infty k p_k$ with $p_k=\mathbb P(Z_1=k | ξ),$ assuming that $p_0=0.$ Contrary to the constant environment case (the Galton-Watson case), this critical value is different from that for the existence of t…
The asymptotic normality of conditional least squares estimators for the offspring variance in critical branching processes with non-homogeneous immigration is established, under moment assumptions on both reproduction and immigration. The proofs use martingale techniques and weak convergence results in Skorokhod spaces.
In this paper, we reveal the branching structure for a non-homogeneous random walk with bounded jumps. The ladder time $T_1,$ the first hitting time of $[1,\infty)$ by the walk starting from $0,$ could be expressed in terms of a non-homogeneous multitype branching process. As an application of the branching structure, we prove a law of large numbers of random walk in random environment with bounded jumps and specify the explicit invariant density for the Markov chain of ``the environment viewed from the particle" .The invariant density and the limit velocity could be expressed explicitly in te…
We suggest a method for constructing positive harmonic functions for a wide class of transition kernels on $Z^+$. We also find natural conditions under which these functions have positive finite limits at infinity. Further, we apply our results on harmonic functions to asymptotically homogeneous Markov chains on $Z^+$ with asymptotically negative drift. More precisely, assuming that Markov chain satisfy Cramér's condition, we study the tail asymptotics of the stationary distribution. In particular, we clarify the influence of the rate of convergence of jumps of the chain towards the limiting d…
Multi-type branching processes with immigration generated by point processes
Faculty of Mathematics and Informatics, Sofia University ”St. Kliment Ohridski”（索非亚大学克利门特·奥赫里德斯基数学与信息学院）；Institute of Mathematics and Informatics, Bulgarian Academy of Sciences（保加利亚科学院数学与信息研究所）
Homogeneous fragmentations describe the evolution of a unit mass that breaks down randomly into pieces as time passes. They can be thought of as continuous time analogs of a certain type of branching random walks, which suggests the use of time-discretization to shift known results from the theory of branching random walks to the fragmentation setting. In particular, this yields interesting information about the asymptotic behaviour of fragmentations. On the other hand, homogeneous fragmentations can also be investigated using a powerful technique of discretization of space due to Kingman, nam…
We introduce and give a more or less complete study of a family of branching-Toeplitz operators on the Hilbert space $\ell^2(T_q)$ indexed by a rooted homogeneous tree $T_q$ of degree $q\ge 2$. The finite dimensional analogues of such operators form a very natural family of structured sparse matrices called branching-Toeplitz matrices and will also be investigated. The branching-Toeplitz operators/matrices in this paper should be viewed as natural generalizations of the standard Toeplitz operators/matrices. We will apply our results to construct a family of determinantal point processes on hom…
We study a rumour model from a percolation theory and branching process point of view. The existence of a giant component is related to the event where the rumour, which started from the root of a tree, spreads out through an infinite number of its vertices. We present lower and upper bounds for the probability of that event, according to the distribution of the random variables that defines the radius of influence of each individual. We work with Galton-Watson branching trees (homogeneous and non-homogeneous) and spherically symmetric trees which includes homogeneous and $k-$periodic trees.
Let $(Z_{n})$ be a supercritical branching process in a random environment $ξ$, and $W$ be the limit of the normalized population size $Z_{n}/\mathbb{E}[Z_{n}|ξ]$. We show large and moderate deviation principles for the sequence $\log Z_{n}$ (with appropriate normalization). For the proof, we calculate the critical value for the existence of harmonic moments of $W$, and show an equivalence for all the moments of $Z_{n}$. Central limit theorems on $W-W_n$ and $\log Z_n$ are also established.
We consider a stationary continuous model of random size population with non-neutral mutations using a continuous state branching process with non-homogeneous immigration. We assume the type (or mutation) of the immigrants is random given by a constant mutation rate measure. We determine some genealogical properties of this process such as: distribution of the time to the most recent common ancestor (MRCA), bottleneck effect at the time to the MRCA (which might be drastic for some mutation rate measures), favorable type for the MRCA, asymptotics of the number of ancestors.
We consider a branching model in discrete time where each individual has a trait in some general state space. Both the reproduction law and the trait inherited by the offsprings may depend on the trait of the mother and the environment. We study the long time behavior of the population and the ancestral lineage of typical individuals under general assumptions, which we specify for applications to some models motivated by biology. Our results focus on the growth rate, the trait distribution among the population for large time, so as local densities and the position of extremal individuals. The …
Consider two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices. Let $ν$ be the extinction time. Under certain conditions, we show that both $P(ν=n)$ and $P(ν>n)$ are asymptotically the same as some functions of the products of spectral radii of the mean matrices. We also give an example for which $P(ν=n)$ decays with various speeds such as $\frac{c}{n(\log n)^2},$ $\frac{c}{n^β},β>1$ et al. which are very different from the ones of homogeneous multitype Galton-Watson processes.
In this paper, a critical Galton-Watson branching process with immigration $Z_{n}$ is studied. We first obtain the convergence rate of the harmonic moment of $Z_{n}$. Then the large deviation of $S_{Z_n}:=\sum_{i=1}^{Z_n} X_i$ is obtained, where $\{X_i\}$ is a sequence of independent and identically distributed zero-mean random variables with tail index $α>2$. We shall see that the converging rate is determined by the immigration mean, the variance of reproducing and the tail index of $X_1^+$, comparing to previous result for supercritical case, where the rate depends on the Schröder constant …
Does a minimal harmonic function $h$ remain minimal when it is viewed as a parabolic function? The question is answered for a class of long thin semi-infinite tubes $D\subset \R^d$ of variable width and minimal harmonic functions $h$ corresponding to the boundary point of $D$ ``at infinity.'' Suppose $f(u)$ is the width of the tube $u$ units away from its endpoint and $f$ is a Lipschitz function. The answer to the question is affirmative if and only if $\int^\infty f^3(u)du = \infty$. If the test fails, there exist parabolic $h$-transforms of space-time Brownian motion in $D$ with infinite lif…
The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence of measures, so that the resulting (random) Markov chains are still space homogeneous, but no longer time homogeneous. We study various notions of measure theoretical boundaries associated with this model and establish an analogue of the Poisson formula for (random) bounded harmonic functions. Under natural conditions on transition probabilities we identify t…
In this paper, we study harmonic analysis on finite homogeneous spaces whose associated permutation representation decomposes with multiplicity. After a careful look at Frobenius reciprocity and transitivity of induction, and the introduction of three types of spherical functions, we develop a theory of Gelfand Tsetlin bases for permutation representations. Then we study several concrete examples on the symmetric groups, generalizing the Gelfand pair of the Johnson scheme; we also consider statistical and probabilistic applications. After that, we consider the composition of two permutation re…
It is a common method for proving weak convergence of a sequence of time-homogeneous Markov processes towards a time-homogeneous Markov process first to show convergence of the corresponding infinitesimal generators and then to check some additional conditions. The aim of the present paper is to investigate convergence properties of discrete infinitesimal generators of appropriately scaled random step functions formed from a multi-type continuous state and continuous time branching process with immigration. We also present a convergence result for usual infinitesimal generators of the branchin…
We propose a definition of branching-type stationary stochastic processes on rooted trees and related definitions of hyper-positivity for functions on the unit circle and functions on the set of non-negative integers. We then obtain (1) a necessary and sufficient condition on a rooted tree for the existence of non-trivial branching-type stationary stochastic processes on it, (2) a complete criterion of the hyper-positive functions in the setting of rooted homogeneous trees in terms of a variant of the classical Herglotz-Bochner Theorem, (3) a prediction theory result for branching-type station…
We consider a branching process with Poissonian immigration where individuals have inheritable types. At rate theta, new individuals singly enter the total population and start a new population which evolves like a supercritical, homogeneous, binary Crump-Mode-Jagers process: individuals have i.i.d. lifetimes durations (non necessarily exponential) during which they give birth independently at constant rate b. First, using spine decomposition, we relax previously known assumptions required for a.s. convergence of total population size. Then, we consider three models of structured populations: …
Consider a branching process with a homogeneous reproduction law. Sampling a single cell uniformly from the population at a time $T > 0$ and looking along the sampled cell's ancestral lineage, we find that the reproduction law is heterogeneous - the expected reproductive output of ancestral cells on the lineage from time $0$ to time $T$ continuously increases. This `inspection paradox' is due to sampling bias, that cells with a larger number of offspring are more likely to have one of their descendants sampled by virtue of their prolificity, and the bias's strength grows with the random popula…
We formulate the notion of the classical Fisher-Kolmogorov-Petrovskii-Piscounov (FKPP) reaction diffusion equation associated with a homogeneous conservative fragmentation process and study its traveling waves. Specifically, we establish existence, uniqueness and asymptotics. In the spirit of classical works such as McKean [Comm. Pure Appl. Math. 28 (1975) 323-331] and [Comm. Pure Appl. Math. 29 (1976) 553-554], Neveu [In Seminar on Stochastic Processes (1988) 223-242 Birkhäuser] and Chauvin [Ann. Probab. 19 (1991) 1195-1205], our analysis exposes the relation between traveling waves and certa…
