scholarly journals Measure change in multitype branching

2004 ◽  
Vol 36 (2) ◽  
pp. 544-581 ◽  
Author(s):  
J. D. Biggins ◽  
A. E. Kyprianou

The Kesten-Stigum theorem for the one-type Galton-Watson process gives necessary and sufficient conditions for mean convergence of the martingale formed by the population size normed by its expectation. Here, the approach to this theorem pioneered by Lyons, Pemantle and Peres (1995) is extended to certain kinds of martingales defined for Galton-Watson processes with a general type space. Many examples satisfy stochastic domination conditions on the offspring distributions and suitable domination conditions combine nicely with general conditions for mean convergence to produce moment conditions, like the X log X condition of the Kesten-Stigum theorem. A general treatment of this phenomenon is given. The application of the approach to various branching processes is indicated. However, the main reason for developing the theory is to obtain martingale convergence results in a branching random walk that do not seem readily accessible with other techniques. These results, which are natural extensions of known results for martingales associated with binary branching Brownian motion, form the main application.

2004 ◽  
Vol 36 (02) ◽  
pp. 544-581 ◽  
Author(s):  
J. D. Biggins ◽  
A. E. Kyprianou

The Kesten-Stigum theorem for the one-type Galton-Watson process gives necessary and sufficient conditions for mean convergence of the martingale formed by the population size normed by its expectation. Here, the approach to this theorem pioneered by Lyons, Pemantle and Peres (1995) is extended to certain kinds of martingales defined for Galton-Watson processes with a general type space. Many examples satisfy stochastic domination conditions on the offspring distributions and suitable domination conditions combine nicely with general conditions for mean convergence to produce moment conditions, like theXlogXcondition of the Kesten-Stigum theorem. A general treatment of this phenomenon is given. The application of the approach to various branching processes is indicated. However, the main reason for developing the theory is to obtain martingale convergence results in a branching random walk that do not seem readily accessible with other techniques. These results, which are natural extensions of known results for martingales associated with binary branching Brownian motion, form the main application.


1999 ◽  
Vol 36 (3) ◽  
pp. 632-643 ◽  
Author(s):  
Ibrahim Rahimov ◽  
George P. Yanev

The number Yn of offspring of the most prolific individual in the nth generation of a Bienaymé–Galton–Watson process is studied. The asymptotic behaviour of Yn as n → ∞ may be viewed as an extreme value problem for i.i.d. random variables with random sample size. Limit theorems for both Yn and EYn provided that the offspring mean is finite are obtained using some convergence results for branching processes as well as a transfer limit lemma for maxima. Subcritical, critical and supercritical branching processes are considered separately.


1999 ◽  
Vol 36 (03) ◽  
pp. 632-643 ◽  
Author(s):  
Ibrahim Rahimov ◽  
George P. Yanev

The number Y n of offspring of the most prolific individual in the nth generation of a Bienaymé–Galton–Watson process is studied. The asymptotic behaviour of Y n as n → ∞ may be viewed as an extreme value problem for i.i.d. random variables with random sample size. Limit theorems for both Y n and EY n provided that the offspring mean is finite are obtained using some convergence results for branching processes as well as a transfer limit lemma for maxima. Subcritical, critical and supercritical branching processes are considered separately.


2020 ◽  
Vol 57 (1) ◽  
pp. 250-265
Author(s):  
Congzao Dong ◽  
Alexander Iksanov

AbstractBy a random process with immigration at random times we mean a shot noise process with a random response function (response process) in which shots occur at arbitrary random times. Such random processes generalize random processes with immigration at the epochs of a renewal process which were introduced in Iksanov et al. (2017) and bear a strong resemblance to a random characteristic in general branching processes and the counting process in a fixed generation of a branching random walk generated by a general point process. We provide sufficient conditions which ensure weak convergence of finite-dimensional distributions of these processes to certain Gaussian processes. Our main result is specialised to several particular instances of random times and response processes.


1971 ◽  
Vol 8 (1) ◽  
pp. 17-31 ◽  
Author(s):  
Edward W. Weissner

Consider the classical Galton-Watson process described by Harris ((1963), Chapter 1). Recently this model has been generalized in Smith (1968), Smith and Wilkinson (1969), and Wilkinson (1967). They removed the restrictive assumption that the particles always divide in accordance with the same p.g.f. Instead, they assumed that at each unit of time, Nature be allowed to choose a p.g.f. from a class of p.g.f.'s, independently of the population, past and present, and the previously selected p.g.f.'s, which would then be assigned to the present population. Each particle of the present population would then split, independently of the others, in accordance with the selected p.g.f. This process, called a branching process in a random environment (BPRE), is clearly more applicable than the Galton-Watson process. Moreover, Smith and Wilkinson have found necessary and sufficient conditions for almost certain extinction of the BPRE which are almost as easy to verify as those for the Galton-Watson process.


1971 ◽  
Vol 8 (01) ◽  
pp. 17-31 ◽  
Author(s):  
Edward W. Weissner

Consider the classical Galton-Watson process described by Harris ((1963), Chapter 1). Recently this model has been generalized in Smith (1968), Smith and Wilkinson (1969), and Wilkinson (1967). They removed the restrictive assumption that the particles always divide in accordance with the same p.g.f. Instead, they assumed that at each unit of time, Nature be allowed to choose a p.g.f. from a class of p.g.f.'s, independently of the population, past and present, and the previously selected p.g.f.'s, which would then be assigned to the present population. Each particle of the present population would then split, independently of the others, in accordance with the selected p.g.f. This process, called a branching process in a random environment (BPRE), is clearly more applicable than the Galton-Watson process. Moreover, Smith and Wilkinson have found necessary and sufficient conditions for almost certain extinction of the BPRE which are almost as easy to verify as those for the Galton-Watson process.


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.


2021 ◽  
pp. 1-11
Author(s):  
Jian Wang ◽  
Yuanguo Zhu

Uncertain delay differential equation is a class of functional differential equations driven by Liu process. It is an important model to describe the evolution process of uncertain dynamical system. In this paper, on the one hand, the analytic expression of a class of linear uncertain delay differential equations are investigated. On the other hand, the new sufficient conditions for uncertain delay differential equations being stable in measure and in mean are presented by using retarded-type Gronwall inequality. Several examples show that our stability conditions are superior to the existing results.


Author(s):  
Dorottya Fekete ◽  
Sandra Palau ◽  
Juan Carlos Pardo ◽  
Jose Luis Pérez

AbstractIn this paper, we provide a construction of the so-called backbone decomposition for multitype supercritical superprocesses. While backbone decompositions are fairly well known for both continuous-state branching processes and superprocesses in the one-type case, so far no such decompositions or even description of prolific genealogies have been given for the multitype cases. Here we focus on superprocesses, but by turning the movement off, we get the prolific backbone decomposition for multitype continuous-state branching processes as an easy consequence of our results.


2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Raffaela Capitanelli ◽  
Maria Agostina Vivaldi

AbstractIn this paper, we study asymptotic behavior of solutions to obstacle problems for p-Laplacians as {p\to\infty}. For the one-dimensional case and for the radial case, we give an explicit expression of the limit. In the n-dimensional case, we provide sufficient conditions to assure the uniform convergence of the whole family of the solutions of obstacle problems either for data f that change sign in Ω or for data f (that do not change sign in Ω) possibly vanishing in a set of positive measure.


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