scholarly journals Conditional limit theorems for branching processes

1991 ◽  
Vol 4 (4) ◽  
pp. 263-292 ◽  
Author(s):  
Lajos Takács

Let [ξ(m),m=0,1,2,…] be a branching process in which each individual reproduces independently of the others and has probability pj(j=0,1,2,…) of giving rise to j descendants in the following generation. The random variable ξ(m) is the number of individuals in the mth generation. It is assumed that P{ξ(0)=1}=1. Denote by ρ the total progeny, μ, the time of extinction, and τ, the total number of ancestors of all the individuals in the process. This paper deals with the distributions of the random variables ξ(m), μ and τ under the condition that ρ=n and determines the asymptotic behavior of these distributions in the case where n→∞ and m→∞ in such a way that m/n tends to a finite positive limit.

1977 ◽  
Vol 14 (3) ◽  
pp. 451-463 ◽  
Author(s):  
P. J. Green

In this paper we generalise the so-called Yaglom conditional limit theorems to the general branching process counted by the values of a random characteristic, as suggested by Jagers (1974). Even when restricted to the special case of the usual population-size process, our results are stronger than those previously available.


2008 ◽  
Vol DMTCS Proceedings vol. AI,... (Proceedings) ◽  
Author(s):  
Vladimir Vatutin ◽  
Andreas Kyprianou

International audience Let $Z_n,n=0,1,\ldots,$ be a branching process evolving in the random environment generated by a sequence of iid generating functions $f_0(s),f_1(s),\ldots,$ and let $S_0=0$, $S_k=X_1+ \ldots +X_k,k \geq 1$, be the associated random walk with $X_i=\log f_{i-1}^{\prime}(1), \tau (m,n)$ be the left-most point of minimum of $\{S_k,k \geq 0 \}$ on the interval $[m,n]$, and $T=\min \{ k:Z_k=0\}$. Assuming that the associated random walk satisfies the Doney condition $P(S_n > 0) \to \rho \in (0,1), n \to \infty$, we prove (under the quenched approach) conditional limit theorems, as $n \to \infty$, for the distribution of $Z_{nt}, Z_{\tau (0,nt)}$, and $Z_{\tau (nt,n)}, t \in (0,1)$, given $T=n$. It is shown that the form of the limit distributions essentially depends on the location of $\tau (0,n)$ with respect to the point $nt$.


1977 ◽  
Vol 14 (03) ◽  
pp. 451-463 ◽  
Author(s):  
P. J. Green

In this paper we generalise the so-called Yaglom conditional limit theorems to the general branching process counted by the values of a random characteristic, as suggested by Jagers (1974). Even when restricted to the special case of the usual population-size process, our results are stronger than those previously available.


2001 ◽  
Vol 38 (2) ◽  
pp. 421-437 ◽  
Author(s):  
Svante Janson

Consider a sum ∑1NYi of random variables conditioned on a given value of the sum ∑1NXi of some other variables, where Xi and Yi are dependent but the pairs (Xi,Yi) form an i.i.d. sequence. We consider here the case when each Xi is discrete. We prove, for a triangular array ((Xni,Yni)) of such pairs satisfying certain conditions, both convergence of the distribution of the conditioned sum (after suitable normalization) to a normal distribution, and convergence of its moments. The results are motivated by an application to hashing with linear probing; we give also some other applications to occupancy problems, random forests, and branching processes.


2018 ◽  
Vol 28 (2) ◽  
pp. 119-130 ◽  
Author(s):  
Vladimir A. Vatutin ◽  
Elena E. Dyakonova

Abstract A two-type critical decomposable branching process with discrete time is considered in which particles of the first type may produce at the death moment offspring of both types while particles of the second type may produce at the death moment offspring of their own type only. Assuming that the offspring distributions of particles of both types may have infinite variance, the asymptotic behavior of the tail distribution of the random variable Ξ2, the total number of the second type particles ever born in the process is found. Limit theorems are proved describing (as N → ∞) the conditional distribution of the amount of the first type particles in different generations given that either Ξ2 = N or Ξ2 > N.


2001 ◽  
Vol 38 (02) ◽  
pp. 421-437 ◽  
Author(s):  
Svante Janson

Consider a sum ∑1 N Y i of random variables conditioned on a given value of the sum ∑1 N X i of some other variables, where X i and Y i are dependent but the pairs (X i ,Y i ) form an i.i.d. sequence. We consider here the case when each X i is discrete. We prove, for a triangular array ((X ni ,Y ni )) of such pairs satisfying certain conditions, both convergence of the distribution of the conditioned sum (after suitable normalization) to a normal distribution, and convergence of its moments. The results are motivated by an application to hashing with linear probing; we give also some other applications to occupancy problems, random forests, and branching processes.


1973 ◽  
Vol 10 (4) ◽  
pp. 739-747 ◽  
Author(s):  
P. J. Brockwell ◽  
W. H. Kuo

A supercritical age-dependent branching process is considered in which the lifespan of each individual is composed of four phases whose durations have joint probability density f(x1, x2, x3, x4). Starting with a single individual of age zero at time zero we consider the asymptotic behaviour as t→ ∞ of the random variable Z(4) (a0,…, an, t) defined as the number of individuals in phase 4 at time t for which the elapsed phase durations Y01,…, Y04,…, Yi1,…, Yi4,…, Yn4 of the individual itself and its first n ancestors satisfy the inequalities Yij ≦ aij, i = 0,…, n, j = 1,…, 4. The application of the results to the analysis of cell-labelling experiments is described. Finally we state an analogous result which defines (conditional on eventual non-extinction of the population) the asymptotic joint distribution of the phase and elapsed phase durations of an individual drawn at random from the population and the phase durations of its ancestors.


1984 ◽  
Vol 21 (3) ◽  
pp. 447-463 ◽  
Author(s):  
Olle Nerman

The asymptotic sizes and compositions of critical general branching processes conditioned on non-extinction are treated. First, results are given for processes counted with random characteristics allowed to depend on the whole daughter processes, then these are used to derive conditional limit theorems for the pedigrees of randomly sampled individuals among populations counted with 0–1-valued characteristics. The limiting stable pedigrees have nice independence structures and are easily derived from the original branching laws.


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