We define the height process for super-critical continuous state branching processes with quadratic branching mechanism. It appears as a projective limit of Brownian motions with positive drift reflected at 0 and a>0 as a goes to infinity. Then we extend the pruning procedure of branching processes to the super-critical case. This give a complete duality picture between pruning and size proportional immigration for quadratic continuous state branching processes.
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".
For a generalized continuous state branching process with non-vanishing diffusion part, finite expectation and a directed ("left-to-right") interaction, we construct the height process of its forest of genealogical trees. The connection between this height process and the population size process is given by an extension of the second Ray--Knight theorem. This paper generalizes earlier work of the two last authors which was restricted to the case of continuous branching mechanisms. Our approach is different from that of Berestycki et al. There the diffusion part of the population process was al…
In this work, we first show that the properly rescaled height process of the genealogical tree of a continuous time branching process converges to the height process of the genealogy of a (possibly discontinuous) continuous state branching process. We then prove the same type of result for generalized branching processes with interaction.
We study the height of the maximal particle at time $t$ of a one dimensional branching Brownian motion with a space-dependent branching rate. The branching rate is set to zero in finitely many intervals (obstacles) of order $t$. We obtain almost sure asymptotics of the first order of the maximum, describe the path of a particle reaching this height and describe its dependence on the size and location of the obstacles.
We code Galton-Walton trees by a continuous height process, in order to give a precise meaning to the convergence of forests of trees. This allows us to establish the convergence of the forest of genealogical trees of the branching process of a large population towards the genealogical trees of the limiting continuous state branching process (CSBP). The approximation considered here is new, compared to that which has been studied in Etienne Pardoux.
We consider the height of random k-trees and k-Apollonian networks. These random graphs are not really trees, but instead have a tree-like structure. The height will be the maximum distance of a vertex from the root. We show that w.h.p. the height of random k-trees and k-Apollonian networks is asymptotic to clog t, where t is the number of vertices, and c=c(k) is given as the solution to a transcendental equation. The equations are slightly different for the two types of process. In the limit as k-->oo the height of both processes is asymptotic to log t/(k log 2).
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…
For a particular case of a branching random walk with lattice support, namely the Yule branching random walk, we prove that the distribution of the centred maximum oscillates around a distribution corresponding to a critical travelling wave in the following sense: there exist continuous functions $t \mapsto a_t$ and $x \mapsto \overlineϕ(x)$ such that: $$\lim_{t \rightarrow +\infty} \sup_{x \in \mathbb{R}} \vert \mathbb{P}(\overline{X}(t) \leq a_t +x )-\overlineϕ(x- \{ a_t +x\})\vert=0,$$ where $\{x\}=x-\lfloor x \rfloor$ and $\overline{X}(t)$ is the height of the Yule tree. We also shows that…
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.
The basic object we consider is a certain model of continuum random tree, called the stable tree. We construct a fragmentation process $(F^-(t), t>=0)$ out of this tree by removing the vertices located under height $t$. Thanks to a self-similarity property of the stable tree, we show that the fragmentation process is also self-similar. The semigroup and other features of the fragmentation are given explicitly. Asymptotic results are given, as well as a couple of related results on continuous-state branching processes.
In this work, we study asymptotics of the genealogy of Galton--Watson processes conditioned on the total progeny. We consider a fixed, aperiodic and critical offspring distribution such that the rescaled Galton--Watson processes converges to a continuous-state branching process (CSBP) with a stable branching mechanism of index $α\in (1, 2]$. We code the genealogy by two different processes: the contour process and the height process that Le Gall and Le Jan recently introduced \cite{LGLJ1, LGLJ1}. We show that the rescaled height process of the corresponding Galton--Watson family tree, with one…
We consider branching processes with interaction in continuous time, both with values in the integers and in the reals (in the second case we restrict ourselves to continuous processes), which model the evolution of the size of a population. We assume that for large population size the interaction is of the type of a competition, which limits the size of the population. We discuss in which cases the interaction is strong enough so that the extinction time (or equivalently the height of the forest of genealogical trees) remains finite, as the number of ancestors tends to infinity, or even such …
We study a genealogical model for continuous-state branching processes with immigration with a (sub)critical branching mechanism. This model allows the immigrants to be on the same line of descent. The corresponding family tree is an ordered rooted continuum random tree with a single infinite end defined thanks to two continuous processes denoted by $(\overleftarrow{H}_t ;t\geq 0)$ and $(\overrightarrow{H}_t ;t\geq 0)$ that code the parts at resp. the left and the right hand of the infinite line of descent of the tree. These processes are called the left and the right height processes. We defi…
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 show joint convergence of the Lukasiewicz path and height process for slightly supercritical Galton-Watson forests. This shows that the height processes for supercritical continuous state branching processes as constructed by Lambert (2002) are the limit under rescaling of their discrete counterparts. Unlike for (sub-)critical Galton-Watson forests, the height process does not encode the entire metric structure of a supercritical Galton-Watson forest. We demonstrate that this result is nonetheless useful, by applying it to the configuration model with an i.i.d. power-law degree sequence in …
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.
Supercritical branching processes in constant environment conditioned on eventual extinction are known to be subcritical branching processes. The case of random environment is more subtle. A supercritical branching diffusion in random environment (BDRE) conditioned on eventual extinction of the population is not a BDRE. However the quenched law of the population size of a supercritical BDRE conditioned on eventual extinction is equal to the quenched law of the population size of a subcritical BDRE. As a consequence, supercritical BDREs have a phase transition which is similar to a well-known p…
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.
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 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.
The family tree of a Galton-Watson branching process may contain N-ary subtrees, i.e. subtrees whose vertices have at least N>0 children. For family trees without infinite N-ary subtrees, we study how fast N-ary subtrees of height t disappear as t goes to infinity.
We construct a class of superprocesses by taking the high density limit of a sequence of interacting-branching particle systems. The spatial motion of the superprocess is determined by a system of interacting diffusions, the branching density is given by an arbitrary bounded non-negative Borel function, and the superprocess is characterized by a martingale problem as a diffusion process with state space $M(\IR)$, improving and extending considerably the construction of Wang (1997, 1998). It is then proved in a special case that a suitable rescaled process of the superprocess converges to the u…
Limit theorems for strongly and intermediately supercritical branching processes in Markovian environment with linear fractional offspring distributions
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…
Let $\left \{ Z_{n}, n\ge 0 \right \}$ be a supercritical branching process in an independent and identically distributed random environment $ξ=\left ( ξ_{n} \right )_{n\geq 0} $. In this paper, we get some deviation inequalities for $\ln \left (Z_{n+n_{0} } / Z_{n_{0} } \right ).$ And some applications are given for constructing confidence intervals.
We study supercritical branching processes under the influence of an i.i.d. emigration component. We provide conditions, under which the lifetime of the process is finite respectively has a finite expectation. A new version of the Kesten-Stigum theorem is obtained and the extinction probability for a large initial population size is related to the tail behaviour of the emigration.
It is well known that a supercritical single-type Bienyamé-Galton-Watson process can be viewed as a decomposable branching process formed by two subtypes of particles: those having infinite line of descent and those who have finite number of descendants. In this paper we analyze such a decomposition for the linear-fractional Bienyamé-Galton-Watson processes with countably many types.
We investigate the long-time evolution of branching diffusion processes (starting with a single particle) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. We analyze the super-critical case, when the total number of particles growing exponentially with positive probability. We study the asymptotics of the number of particles in different regions of space and describe the growth of the region occupied by the particles.
Consider a branching system with particles moving according to an Ornstein-Uhlenbeck process with drift $μ>0$ and branching according to a law in the domain of attraction of the $(1+β)$-stable distribution. The mean of the branching law is strictly larger than $1$ implying that the system is supercritical and the total number of particles grows exponentially at some rate $λ>0$. It is known that the system obeys a law of large numbers. In the paper we study its rate of convergence. We discover an interesting interplay between the branching rate $λ$ and the drift parameter $μ$. There are three r…
It is well known that a simple, supercritical Bienaymé-Galton-Watson process turns into a subcritical such process, if conditioned to die out. We prove that the corresponding holds true for general, multi-type branching, where child-bearing may occur at different ages, life span may depend upon reproduction, and the whole course of events is thus affected by conditioning upon extinction.
A recent conjecture of Fyodorov--Hiary--Keating states that the maximum of the absolute value of the Riemann zeta function on a typical bounded interval of the critical line is $\exp\{\log \log T -\frac{3}{4}\log \log \log T+O(1)\}$, for an interval at (large) height $T$. In this paper, we verify the first two terms in the exponential for a model of the zeta function, which is essentially a randomized Euler product. The critical element of the proof is the identification of an approximate tree structure, present also in the actual zeta function, which allows us to relate the maximum to that of…
In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it has been noticed in previous works, there is a phase transition in the behavior of the process. Here, we examine the strongly and intermediately supercritical regimes The main result is a conditional limit theorem for the rescaled associated random walk in the intermediately case.
Spatial branching processes became increasingly popular in the past decades, not only because of their obvious connection to biology, but also because superprocesses are intimately related to nonlinear partial differential equations. Another hot topic in today's research in probability theory is `random media', including the now classical problems on `Brownian motion among obstacles' and the more recent `random walks in random environment' and `catalytic branching' models. These notes aim to give a gentle introduction into some topics in spatial branching processes and superprocesses in determ…
This survey studies asymptotics of random fringe trees and extended fringe trees in random trees that can be constructed as family trees of a Crump-Mode-Jagers branching process, stopped at a suitable time. This includes random recursive trees, preferential attachment trees, fragmentation trees, binary search trees and (more generally) $m$-ary search trees, as well as some other classes of random trees. We begin with general results, mainly due to Aldous (1991) and Jagers and Nerman (1984). The general results are applied to fringe trees and extended fringe trees for several particular types o…
We focus on the existence and its characterization of limit for a certain critical branching random walks in time-space random environment in 1 dimension which was introduced by Birkner et.al. Each particle performs simple random walk on $\mathbb{Z}$ and branching mechanism depends on the time-space site. The weak limit points of this measure valued processes are characterized as a solution of the non-trivial martingale problem and called super-Brownian motions in random environment by Mytnik.
The long-term behaviors of flows of continuous-state branching processes are characterized through subordinators and extremal processes. The extremal processes arise in the case of supercritical processes with infinite mean and of subcritical processes with infinite variation. The jumps of these extremal processes are interpreted as specific initial individuals whose progenies overwhelm the population. These individuals, which correspond to the records of a certain Poisson point process embedded in the flow, are called super-individuals. They radically increase the growth rate to $+\infty$ in …
We focus on the existence and characterization of the limit for a certain critical branching random walks in time-space random environment in one dimension which was introduced by M. Birnkenr et.al. Each particle performs simple random walk on $\mathbb{Z}$ and branching mechanism depends on the time-space site. The weak limit of this measure valued processes is characterized as a solution to the non-trivial martingale problem and called super-Brownian motions in random environment by L. Mytnik. Moreover, we will show the weak uniqueness of the solutions with some initial condition.
Let $(Z_n)$ be a supercritical branching process in a random environment $ξ= (ξ_n)$. We establish a Berry-Esseen bound and a Cramér's type large deviation expansion for $\log Z_n$ under the annealed law $\mathbb P$. We also improve some earlier results about the harmonic moments of the limit variable $W=lim_{n\to \infty} W_n$, where $W_n =Z_n/ \mathbb{E}_ξ Z_n$ is the normalized population size.
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.
Under a fourth order moment condition on the branching and a second order moment condition on the immigration mechanisms, we show that an appropriately scaled projection of a supercritical and irreducible continuous state and continuous time branching process with immigration on certain left non-Perron eigenvectors of the branching mean matrix is asymptotically mixed normal. With an appropriate random scaling, under some conditional probability measure, we prove asymptotic normality as well. In case of a non-trivial process, under a first order moment condition on the immigration mechanism, we…
Suppose that $(Z_n)_{n\geq0}$ is a supercritical branching process in independent and identically distributed random environment. The right tail function of the scaled growth rate for $(Z_n)_{n\geq0}$ is studied. The upper bounds for $\displaystyle\mathbb{P}\left[\frac{\log Z_n}{Mn}-μ\geq x\right]$ for any $x\geq3$ are obtained, by applying an extension of the Hoeffding type inequalities.
Under a first order moment condition on the immigration mechanism, we show that an appropriately scaled supercritical and irreducible multi-type continuous state and continuous time branching process with immigration (CBI process) converges almost surely. If an $x \log(x)$ moment condition on the branching mechanism does not hold, then the limit is zero. If this $x \log(x)$ moment condition holds, then we prove $L_1$ convergence as well. The projection of the limit on any left non-Perron eigenvector of the branching mean matrix is vanishing. If, in addition, a suitable extra power moment condi…
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 branching process in random environment $\{Z_n\}_{n\geq 0}$, which is a~population growth process where individuals reproduce independently of each other with the reproduction law randomly picked at each generation. We focus on the supercritical case, when the process survives with a positive probability and grows exponentially fast on the nonextinction set. Our main is goal is establish Fourier techniques for this model, which allow to obtain a number of precise estimates related to limit theorems. As a consequence we provide new results concerning central limit theorem, Edgew…
We consider a supercritical Galton-Watson branching process with immigration. It is well known that under suitable conditions on the offspring and immigration distributions, there is a finite, strictly positive limit ${\mathcal{W}}$ for the normalized population size. Small value probabilities for ${\mathcal{W}}$ are obtained. Precise effects of the balance between offspring and immigration distributions are characterized.
We construct random locally compact real trees called Levy trees that are the genealogical trees associated with continuous-state branching processes. More precisely, we define a growing family of discrete Galton-Watson trees with i.i.d. exponential branch lengths that is consistent under Bernoulli percolation on leaves; we define the Levy tree as the limit of this growing family with respect to the Gromov-Hausdorff topology on metric spaces. This elementary approach notably includes supercritical trees and does not make use of the height process introduced by Le Gall and Le Jan to code the ge…
We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded single-type process composed of all individuals having the same type as the ancestor. As an important intermediate step, we determine the (exact) polynomial rate of convergence of Nerman's martingale in continuous time to its limit. The techniques used also allow us to give streamlined proofs of the weak and strong laws of large numbers and ratio convergence for the …
We construct a flow of continuous time and discrete state branching processes. Some scaling limit theorems for the flow are proved, which lead to the path-valued branching processes and nonlocal branching superprocesses over the positive half line studied in Li (2012).
