General branching processes with immigration

1996 ◽  
Vol 33 (04) ◽  
pp. 940-948 ◽  
Author(s):  
Peter Olofsson

A general multi-type branching process where new individuals immigrate according to some point process is considered. An intrinsic submartingale is defined and a convergence result for processes counted with random characteristics is obtained. Some examples are given.

1996 ◽  
Vol 33 (4) ◽  
pp. 940-948 ◽  
Author(s):  
Peter Olofsson

A general multi-type branching process where new individuals immigrate according to some point process is considered. An intrinsic submartingale is defined and a convergence result for processes counted with random characteristics is obtained. Some examples are given.


1983 ◽  
Vol 15 (01) ◽  
pp. 1-20
Author(s):  
Marek Kimmel

The multitype age-dependent branching process in varying environment is treated as a random stream (point process) of the birth and death events. We derive the point-process version of the Bellman–Harris equation, which provides us with a symbolic method of writing the equations for the arbitrary finite-dimensional distribution of the process. We also derive a new recurrence relation, the ‘principle of last generation'. This result is applied to obtain new moment equations for the process with immigration also. General considerations are illustrated by a simple cell kinetics model.


1983 ◽  
Vol 15 (1) ◽  
pp. 1-20 ◽  
Author(s):  
Marek Kimmel

The multitype age-dependent branching process in varying environment is treated as a random stream (point process) of the birth and death events. We derive the point-process version of the Bellman–Harris equation, which provides us with a symbolic method of writing the equations for the arbitrary finite-dimensional distribution of the process. We also derive a new recurrence relation, the ‘principle of last generation'. This result is applied to obtain new moment equations for the process with immigration also. General considerations are illustrated by a simple cell kinetics model.


1986 ◽  
Vol 23 (03) ◽  
pp. 827-831 ◽  
Author(s):  
J. H. Bagley

An almost sure convergence result for the normed population size of a supercritical controlled branching process is proved.


1986 ◽  
Vol 23 (3) ◽  
pp. 827-831 ◽  
Author(s):  
J. H. Bagley

An almost sure convergence result for the normed population size of a supercritical controlled branching process is proved.


2007 ◽  
Vol 44 (02) ◽  
pp. 492-505
Author(s):  
M. Molina ◽  
M. Mota ◽  
A. Ramos

We investigate the probabilistic evolution of a near-critical bisexual branching process with mating depending on the number of couples in the population. We determine sufficient conditions which guarantee either the almost sure extinction of such a process or its survival with positive probability. We also establish some limiting results concerning the sequences of couples, females, and males, suitably normalized. In particular, gamma, normal, and degenerate distributions are proved to be limit laws. The results also hold for bisexual Bienaymé–Galton–Watson processes, and can be adapted to other classes of near-critical bisexual branching processes.


2020 ◽  
Vol 57 (4) ◽  
pp. 1111-1134
Author(s):  
Dorottya Fekete ◽  
Joaquin Fontbona ◽  
Andreas E. Kyprianou

AbstractIt is well understood that a supercritical superprocess is equal in law to a discrete Markov branching process whose genealogy is dressed in a Poissonian way with immigration which initiates subcritical superprocesses. The Markov branching process corresponds to the genealogical description of prolific individuals, that is, individuals who produce eternal genealogical lines of descent, and is often referred to as the skeleton or backbone of the original superprocess. The Poissonian dressing along the skeleton may be considered to be the remaining non-prolific genealogical mass in the superprocess. Such skeletal decompositions are equally well understood for continuous-state branching processes (CSBP).In a previous article [16] we developed an SDE approach to study the skeletal representation of CSBPs, which provided a common framework for the skeletal decompositions of supercritical and (sub)critical CSBPs. It also helped us to understand how the skeleton thins down onto one infinite line of descent when conditioning on survival until larger and larger times, and eventually forever.Here our main motivation is to show the robustness of the SDE approach by expanding it to the spatial setting of superprocesses. The current article only considers supercritical superprocesses, leaving the subcritical case open.


1995 ◽  
Vol 32 (01) ◽  
pp. 1-10
Author(s):  
Ziad Taib

The functional differential equation y′(x) = ay(λx) + by(x) arises in many different situations. The purpose of this note is to show how it arises in some multitype branching process cell population models. We also show how its solution can be given an intuitive interpretation as the probability density function of an infinite sum of independent but not identically distributed random variables.


2021 ◽  
Author(s):  
Jordi Baro

<p>Earthquake catalogs exhibit strong spatio-temporal correlations. As such, earthquakes are often classified into clusters of correlated activity. Clusters themselves are traditionally classified in two different kinds: (i) bursts, with a clear hierarchical structure between a single strong mainshock, preceded by a few foreshocks and followed by a power-law decaying aftershock sequence, and (ii) swarms, exhibiting a non-trivial activity rate that cannot be reduced to such a simple hierarchy between events. </p><p>The Epidemic Aftershock Sequence (ETAS) model is a linear Hawkes point process able to reproduce earthquake clusters from empirical statistical laws [Ogata, 1998]. Although not always explicit, the ETAS model is often interpreted as the outcome of a background activity driven by external forces and a Galton-Watson branching process with one-to-one causal links between events [Saichev et al., 2005]. Declustering techniques based on field observations [Baiesi & Paczuski, 2004] can be used to infer the most likely causal links between events in a cluster. Following this method, Zaliapin and Ben‐Zion (2013) determined the statistical properties of earthquake clusters characterizing bursts and swarms, finding a relationship between the predominant cluster-class and the heat flow in seismic regions.</p><p>Here, I show how the statistical properties of clusters are related to the fundamental statistics of the underlying seismogenic process, modeled in two point-process paradigms [Baró, 2020].</p><p>The classification of clusters into bursts and swarms appears naturally in the standard ETAS model with homogeneous rates and are determined by the average branching ratio (nb) and the ratio between exponents α and b characterizing the production of aftershocks and the distribution of magnitudes, respectively. The scale-free ETAS model, equivalent to the BASS model [Turcotte, et al., 2007], and usual in cold active tectonic regions, is imposed by α=b and reproduces bursts. In contrast, by imposing α<0.5b, we recover the properties of swarms, characteristic of regions with high heat flow. </p><p>Alternatively, the same declustering methodology applied to a non-homogeneous Poisson process with a non-factorizable intensity, i.e. in absence of causal links, recovers swarms with α=0, i.e. a Poisson Galton-Watson process, with similar statistical properties to the ETAS model in the regime α<0.5b.</p><p>Therefore, while bursts are likely to represent actual causal links between events, swarms can either denote causal links with low α/b ratio or variations of the background rate caused by exogenous processes introducing local and transient stress changes. Furthermore, the redundancy in the statistical laws can be used to test the hypotheses posed by the ETAS model as a memory‐less branching process. </p><p>References:</p><ul><li> <p>Baiesi, M., & Paczuski, M. (2004). <em>Physical Review E</em>, 69, 66,106. doi:10.1103/PhysRevE.69.066106.</p> </li> <li> <p>Baró, J. (2020).  <em>Journal of Geophysical Research: Solid Earth,</em> 125, e2019JB018530. doi:10.1029/2019JB018530.</p> </li> <li> <p>Ogata, Y. (1998) <em>Annals of the Institute of Statistical Mathematics,</em> 50(2), 379–402. doi:10.1023/A:1003403601725.</p> </li> <li> <p>Saichev, A., Helmstetter, A. & Sornette, D. (2005) <em>Pure appl. geophys.</em> 162, 1113–1134. doi:10.1007/s00024-004-2663-6.</p> </li> <li> <p>Turcotte, D. L., Holliday, J. R., and Rundle, J. B. (2007), <em>Geophys. Res. Lett.</em>, 34, L12303, doi:10.1029/2007GL029696.</p> </li> <li> <p>Zaliapin, I., and Ben‐Zion, Y. (2013), <em>J. Geophys. Res. Solid Earth</em>, 118, 2865– 2877, doi:10.1002/jgrb.50178.</p> </li> </ul>


1999 ◽  
Vol 36 (01) ◽  
pp. 139-145 ◽  
Author(s):  
Owen Dafydd Jones

Conditions are derived for the components of the normed limit of a multi-type branching process with varying environments, to be continuous on (0, ∞). The main tool is an inequality for the concentration function of sums of independent random variables, due originally to Petrov. Using this, we show that if there is a discontinuity present, then a particular linear combination of the population types must converge to a non-random constant (Equation (1)). Ensuring this can not happen provides the desired continuity conditions.


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