A uniform limit theorem and exponential limit law for critical multitype age-dependent branching processes

1978 ◽  
Vol 15 (02) ◽  
pp. 235-242
Author(s):  
Martin I. Goldstein

Let Z(t) ··· (Z 1(t), …, Zk (t)) be an indecomposable critical k-type age-dependent branching process with generating function F(s, t). Denote the right and left eigenvalues of the mean matrix M by u and v respectively and suppose μ is the vector of mean lifetimes, i.e. Mu = u, vM = v. It is shown that, under second moment assumptions, uniformly for s ∈ ([0, 1] k of the form s = 1 – cu, c a constant. Here vμ is the componentwise product of the vectors and Q[u] is a constant. This result is then used to give a new proof of the exponential limit law.

1978 ◽  
Vol 15 (2) ◽  
pp. 235-242 ◽  
Author(s):  
Martin I. Goldstein

Let Z(t) ··· (Z1(t), …, Zk (t)) be an indecomposable critical k-type age-dependent branching process with generating function F(s, t). Denote the right and left eigenvalues of the mean matrix M by u and v respectively and suppose μ is the vector of mean lifetimes, i.e. Mu = u, vM = v.It is shown that, under second moment assumptions, uniformly for s ∈ ([0, 1]k of the form s = 1 – cu, c a constant. Here vμ is the componentwise product of the vectors and Q[u] is a constant.This result is then used to give a new proof of the exponential limit law.


1971 ◽  
Vol 8 (3) ◽  
pp. 589-598 ◽  
Author(s):  
Krishna B. Athreya

The functional equation ϕ(mu) = h(ϕ(u)) where is a probability generating function with 1 < m = h'(1 –) < ∞ and where F(t) is a non-decreasing right continuous function with F(0 –) = 0, F(0 +) < 1 and F(+ ∞) = 1 arises in a Galton-Watson process in a natural way. We prove here that for any if and only if This unifies several results in the literature on the supercritical Galton-Watson process. We generalize this to an age dependent branching process case as well.


1971 ◽  
Vol 8 (03) ◽  
pp. 589-598 ◽  
Author(s):  
Krishna B. Athreya

The functional equation ϕ(mu) = h(ϕ(u)) where is a probability generating function with 1 &lt; m = h'(1 –) &lt; ∞ and where F(t) is a non-decreasing right continuous function with F(0 –) = 0, F(0 +) &lt; 1 and F(+ ∞) = 1 arises in a Galton-Watson process in a natural way. We prove here that for any if and only if This unifies several results in the literature on the supercritical Galton-Watson process. We generalize this to an age dependent branching process case as well.


1969 ◽  
Vol 10 (1-2) ◽  
pp. 231-235 ◽  
Author(s):  
P. J. Brockwell

Let M(t) denote the mean population size at time t (conditional on a single ancestor of age zero at time zero) of a branching process in which the distribution of the lifetime T of an individual is given by Pr {T≦t} =G(t), and in which each individual gives rise (at death) to an expected number A of offspring (1λ A λ ∞). expected number A of offspring (1 < A ∞). Then it is well-known (Harris [1], p. 143) that, provided G(O+)-G(O-) 0 and G is not a lattice distribution, M(t) is given asymptotically by where c is the unique positive value of p satisfying the equation .


1970 ◽  
Vol 7 (01) ◽  
pp. 89-98
Author(s):  
John Lamperti

In the first part of this paper, we will consider a class of Markov chains on the non-negative integers which resemble the Galton-Watson branching process, but with one major difference. If there are k individuals in the nth “generation”, and are independent random variables representing their respective numbers of offspring, then the (n + 1)th generation will contain max individuals rather than as in the branching case. Equivalently, the transition matrices Pij of the chains we will study are to be of the form where F(.) is the probability distribution function of a non-negative, integervalued random variable. The right-hand side of (1) is thus the probability that the maximum of i independent random variables distributed by F has the value j. Such a chain will be called a “maximal branching process”.


1971 ◽  
Vol 8 (2) ◽  
pp. 407-412 ◽  
Author(s):  
R. A. Doney

1. Let {Z(t), t ≧ 0} be an age-dependent branching process with offspring generating function and life-time distribution function G(t). Denote by N(t) the progeny of the process, that is the total number of objects which have been born in [0, t], counting the ancestor. (See Section 2 for definitions.) Then in the Galton-Watson process (i.e., when G(t) = 0 for t ≦ 1, G(t) = 1 for t > 1) we have the simple relation Nn = Z0 + Z1 + ··· + Zn, so that the asymptotic behaviour of Nn as n → ∞ follows from a knowledge of the asymptotic behaviour of Zn. In particular, if 1 < m = h'(1) < ∞ and Zn(ω)/E(Zn) → Z(ω) > 0 then also Nn(ω)/E(Nn) → Z(ω) > 0; since E(Zn)/E(Nn) → 1 – m–1 this means that


1970 ◽  
Vol 7 (1) ◽  
pp. 89-98 ◽  
Author(s):  
John Lamperti

In the first part of this paper, we will consider a class of Markov chains on the non-negative integers which resemble the Galton-Watson branching process, but with one major difference. If there are k individuals in the nth “generation”, and are independent random variables representing their respective numbers of offspring, then the (n + 1)th generation will contain max individuals rather than as in the branching case. Equivalently, the transition matrices Pij of the chains we will study are to be of the form where F(.) is the probability distribution function of a non-negative, integervalued random variable. The right-hand side of (1) is thus the probability that the maximum of i independent random variables distributed by F has the value j. Such a chain will be called a “maximal branching process”.


1968 ◽  
Vol 8 (4) ◽  
pp. 671-682 ◽  
Author(s):  
E. Seneta

Let Zn be the numer of individuals in the nth generation of a discrete branching process, descended from a single a singel ancestor, for which we put It is well known that the probability generating function of Zn is Fn(s), the n-th functional iterate of F(s), and that if m = EZ1 does not exceed unity, then lim (Harris [1], Chapter 1). In particular, extinction is certain.


1978 ◽  
Vol 15 (01) ◽  
pp. 199-201 ◽  
Author(s):  
Lawrence S. Evans

For a single-type Galton—Watson branching process with mean less than one and finite second moment, we establish an upper bound for the mean of the associated Yaglom limit. This bound is attained if and only if the generating function of the process is linear.


1971 ◽  
Vol 8 (02) ◽  
pp. 407-412 ◽  
Author(s):  
R. A. Doney

1. Let {Z(t), t ≧ 0} be an age-dependent branching process with offspring generating function and life-time distribution function G(t). Denote by N(t) the progeny of the process, that is the total number of objects which have been born in [0, t], counting the ancestor. (See Section 2 for definitions.) Then in the Galton-Watson process (i.e., when G(t) = 0 for t ≦ 1, G(t) = 1 for t &gt; 1) we have the simple relation Nn = Z 0 + Z 1 + ··· + Zn , so that the asymptotic behaviour of Nn as n → ∞ follows from a knowledge of the asymptotic behaviour of Zn . In particular, if 1 &lt; m = h'(1) &lt; ∞ and Zn (ω)/E(Zn ) → Z(ω) &gt; 0 then also Nn (ω)/E(Nn ) → Z(ω) &gt; 0; since E(Zn )/E(Nn ) → 1 – m –1 this means that


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