Branching brownian motion with absorption

We consider a branching diffusion {Z_t}_t?0 in which particles move during their life time according to a Brownian motion with drift -μ and variance coefficient σ², and in which each particle which enters the negative half line is instantaneously removed from the population. If particles die with probability c dt+o(dt) in [t,t+dt] and if the mean number of offspring per particle is m>1, then Z_t dies out w.p.l. if $\text{μ?μ}{}_0\text{≡{2σ}{}^2\text{c(m?1)}}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}$. If μ<μ₀, then itZ_t grows exponentially with positive probability. Our main concern here is with the critical case where μ=μ₀. Even though $\text{E}\text{{}\text{Z}{}_{\mathrm{T}}\text{}∽}\text{const.}\text{T}{}^{\mathrm{<mtext>?</mtext><mtext>3</mtext><mtext>2</mtext>}}$ in this case, we find that $\text{P}\text{{}\text{Z}{}_{\mathrm{T}}\text{>0}}$ is only exp$\text{{–}\text{const.}\text{T}{}^{\mathrm{<mtext>1</mtext><mtext>3</mtext>}}\text{+0(}\text{log}\text{T)}{}^2\text{}}$, and conditionally on {Z_T>0} there are with high probability much fewer particles alive at time T than $\text{E}\text{{Z}{}_{\mathrm{T}}\text{|Z}{}_{\mathrm{T}}\text{0}}$.     

On a property related to convergence in probability and some applications to branching processes

It is shown that any real-valued sequence of random variables {X_n} converging in probability to a non-degenerate, not necessarily a.s. finite limit X possesses the following property: for any c with P(X? (c ? δ, c + δ)) > 0 for all δ > 0, there exists a sequence {c_n} with lim_n→∞ c_n = c such that for any ε > 0, lim_n→∞ P(Xδ (c ? ε, c + ε) |X_n = c_n) = 1. This property is applied to various types of branching processes where $\text{X}{}_{\mathrm{n}}\text{=}\text{Z}{}_{\mathrm{n}}\text{C}{}_{\mathrm{n}}$ or $\text{X}{}_{\mathrm{n}}\text{=}\text{U(Z}{}_{\mathrm{n}}\text{)}\text{C}{}_{\mathrm{n}}\text{{C}{}_{\mathrm{n}}\text{}}$ being a sequence of constants or random variables and U a slowly varying function. If {Z_n} is a supercritical branching process in varying or random environment, X is shown to have a continuous and strictly increasing distribution function on (0, ∞). Characterizations of the tail of the liniting distribution of the finite mean and the infinite mean supercritical Galton-Watson processes are also obtained.     

Equivariant embeddings of principal Z-bundles into complex vector bundles

Let π: E→X be a principal $\text{Z}$_n-bundle and p:V→X an m-dimensional complex vector bundle over, say, a connected CW-complex X. An equivariant embedding of π into p is an embedding h:E → V commuting with projections such that h(e · z)=zh(e) for all eεE and $\text{zε}\text{Z}{}_{\mathrm{n}}\text{?S}{}^1\text{?}\text{Z}$. We compute the primary obstruction $\text{cεH}{}^{\mathrm{2m}}\text{(X;}\text{Z}\text{)}$ to embedding π equivariantly into p. If dim X?2m, then c=0 if and only if π admits an equivariant embedding into p. If dim X>2m and π embeds equivariantly into p, then c=0. Other embedding criteria exist in case p is the trivial m-plane bundle ε^m. We use these criteria for a discussion of the classification of the equivalence classes of principal $\text{Z}$-bundles that admit equivariant embeddings into ε^m. Finally, we offer an example of a principal $\text{Z}$-bundle that admit an ordinary but not an equivariant embedding into ε¹.     

Asymptotic behavior of a stochastic growth process associated with a system of interacting branching random walksComportement asymptotique d'un processus stochastique de croissance associé à un système de marches aléatoires en interaction

We study a continuous time growth process on $\text{Z}{}^{\mathrm{d}}$ (d?1) associated to the following interacting particle system: initially there is only one simple symmetric continuous time random walk of total jump rate one located at the origin; then, whenever a random walk visits a site still unvisited by any other random walk, it creates a new independent random walk starting from that site. Let us call P_d the law of such a process and S⁰_d(t) the set of sites, visited by all walks by time t. We prove that there exists a bounded, non-empty, convex set $\text{C}{}_{\mathrm{d}}\text{?}\text{R}{}^{\mathrm{d}}$, such that for every ε>0, P_d-a.s. eventually in t, the set S_d⁰(t) is within an ε neighborhood of the set [C_dt], where for $\text{A?}\text{R}{}^{\mathrm{d}}$ we define $\text{[A]:=A∩}\text{Z}{}^{\mathrm{d}}$. Moreover, for d large enough, the set C_d is not a ball under the Euclidean norm. We also show that the empirical density of particles within S_d⁰(t) converges weakly to a product Poisson measure of parameter one. To cite this article: A.F. Ram??rez, V. Sidoravicius, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 821–826.     

Extinction probability for a critical general branching process

A general branching process begins with a single individual born at time t=0. At random ages during its random lifespan L it gives birth to offspring, N(t) being the number born in the age interval [0,t]. Each offspring behaves as a probabilistically independent copy of the initial individual. Let Z(t) be the population at time t, and let N=N(∞). Theorem: If a general branching process is critical, i. e E{N}=1, and if $\text{σ}{}^2\text{=E {N(N?1)}<∞, 0<a≡}\text{∫}\text{0}\text{∞}\text{tdE{N(t)}}$,and as t → ∞ both $\text{t}{}^2\text{(1?}\text{E}\text{{N(t)})→0}$ and $\text{t}{}^2\text{P}\text{[L>t]→0}$, then $\text{tP[Z(t)>0]→}\text{2a}\text{σ}{}^2$ as t→∞.     

Central limit theorems for a branching random walk with a random environment in time

We consider a branching random walk with a random environment in time, in which the offspring distribution of a particle of generation n and the distribution of the displacements of its children depend on an environment indexed by the time n. The environment is supposed to be independent and identically distributed. For A ?, let Z_n(A) be the number of particles of generation n located in A. We show central limit theorems for the counting measure Z_n(·) with appropriate normalization.     

A representation for self-similar processes

A self-similar process Z(t) has stationary increments and is invariant in law under the transformation Z(i)→c^-HZ(ct), c?0. The choice $\text{1}\text{2}\text{<H<1}$ ensures that the increments of Z(t) exhibit a long range positive correlation.Mandelbrot and Van Ness investigated the case where Z(t) is Gaussian and represented that Gaussian self-similar process as a fractional integral of Brownian motion. They called it fractional Brownian motion. This paper provides a time-indexed representation for a sequence of self- similar processes $\text{Z}\text{?}{}_{\mathrm{m}}\text{(t)}$, m=1,2,…, whose finite-dimensional moments have been specified in an earlier paper. $\text{Z}\text{?}{}_1\text{(t)}$ is the Gaussian fractional Brownian motion but the process$\text{Z}\text{?}{}_{\mathrm{m}}\text{(t)}$ are not Gaussian when m?2.Self-similar processes are being studied in physics, in the context of the renormalization group theory for critical phenomena, and in hydrology where they account for the so-called “Hurst effect”.     

The liberal paradox and the pareto set

We say that the liberal paradox occurs where the set of alternatives is a disjoint union of sets $\text{X}{}_{\mathrm{i}}$, one for each voter, if and only if the Pareto set contains no element $\text{u}$ of any $\text{X}{}_{\mathrm{i}}$ such that voter $\text{i}$ prefers $\text{u}$ to any other element of $\text{X}{}_{\mathrm{i}}$.For random profiles, we estimate the size of the Pareto set, and show that (1) if the number of voters is held fixed but the number of alternatives tends to infinity, the probability of the liberal paradox tends to 1; (2) if the number of alternatives is a fixed ratio to the number of voters and the number of voters tends to infinity, the probability of the liberal paradox tends to zero; (3) the rights can always be redistributed to the voters so that the liberal paradox does not occur; and (4) for single-peaked preferences if the sets of rights form intervals, the liberal paradox does not occur.     

Random time change and recurrent boundary

The purpose of this paper is to study some properties of random time changes in recurrent potential theory. In particular we show that the Martin recurrent boundary is not invariant under a random time change. We then obtain a characterization of random time change destroying a boundary point. We also give some complement about the recurrent boundary connected with “special additive functionals”. We have for example a representation at the boundary of solutions of the Poisson's equation $\text{?(I-U}{}_1\text{)=-U}{}_1\text{(x,·)}$ by using local time at x.     

Catalytic branching random walks in ℤ d with branching at the origin

A time-continuous branching random walk on the lattice ? ^d , d ≥ 1, is considered when the particles may produce offspring at the origin only. We assume that the underlying Markov random walk is homogeneous and symmetric, the process is initiated at moment t = 0 by a single particle located at the origin, and the average number of offspring produced at the origin is such that the corresponding branching random walk is critical. The asymptotic behavior of the survival probability of such a process at moment t → ∞ and the presence of at least one particle at the origin is studied. In addition, we obtain the asymptotic expansions for the expectation of the number of particles at the origin and prove Yaglom-type conditional limit theorems for the number of particles located at the origin and beyond at moment t.     

Markov random fields and gibbs random fields

Spitzer has shown that every Markov random field (MRF) is a Gibbs random field (GRF) and vice versa when (i) both are translation invariant, (ii) the MRF is of first order, and (iii) the GRF is defined by a binary, nearest neighbor potential. In both cases, the field (iv) is defined onZ ^v, and (v) at anyxεZ^v, takes on one of two states. The current paper shows that a MRF is a GRF and vice versa even when (i)−(v) are relaxed, i.e., even if one relaxes translation invariance, replaces first order bykth order, allows for many states and replaces finite domains of Z^v by arbitrary finite sets. This is achieved at the expense of using a many body rather than a pair potential, which turns out to be natural even in the classical (nearest neighbor) case when Z^v is replaced by a triangular lattice. The contents of this paper were presented in August, 1971, at a seminar of the Battelle Rencontre in Statistical Mechanics and also at a pair of seminars in December, 1971, at the Weizmann Institute of Science. Partially supported by NSF GP 7469 and a Weizmann Institute senior fellowship while on sabbatical leave from Indiana University.     

Analyticity and flows in von Neumann algebras

Let $\text{B}$ be a von Neumann algebra, let {α_t}_tεR be an ultraweakly continuous one-parameter group of ¹-automorphisms of $\text{B}$, and let $\text{U}$ be the set of all A such that for each ? in $\text{B}$₁, the function t → ?(α_t(A)) lies in H^∞($\text{R}$. Then $\text{U}$ is an ultraweakly closed subalgebra of $\text{B}$ containing the identity which is proper and non-self-adjoint if {α_t}_tεR is not trivial. In this paper, a systematic investigation into the structure theory of $\text{U}$ is begun. Two of the more note-worthy developments are these. First of all, conditions under which $\text{U}$ is a subdiagonal algebra in $\text{B}$, in the sense of Arveson, are determined. The analysis provides a common perspective from which to view a large number of hitherto unrelated algebras. Second, the invariant subspace structure of $\text{U}$ is determined and conditions under which $\text{U}$ is a reductive subalgebra of $\text{B}$ are found. These results are then used to produce examples where $\text{U}$ is a proper, non-self-adjoint, reductive subalgebra of $\text{B}$. The examples do not answer the reductive algebra question, however, because although ultraweakly closed, the subalgebras are weakly dense in $\text{B}$.     

A note on exact convergence rate in the local limit theorem for a lattice branching random walk

Consider a branching random walk, where the underlying branching mechanism is governed by a Galton-Watson process and the moving law of particles by a discrete random variable on the integer lattice Z. Denote by Z_n(z) the number of particles in the n-th generation in the model for each z ∈ Z. We derive the exact convergence rate in the local limit theorem for Z_n(z) assuming a condition like "EN(log N)~(1+λ) ∞" for the offspring distribution and a finite moment condition on the motion law. This complements the known results for the strongly non-lattice branching random walk on the real line and for the simple symmetric branching random walk on the integer lattice.     

The survival of branching annihilating random walk

Summary Branching annihilating random walk is an interacting particle system on . As time evolves, particles execute random walks and branch, and disappear when they meet other particles. It is shown here that starting from a finite number of particles, the system will survive with positive probability if the random walk rate is low enough relative to the branching rate, but will die out with probability one if the random walk rate is high. Since the branching annihilating random walk is non-attractive, standard techniques usually employed for interacting particle systems are not applicable. Instead, a modification of a contour argument by Gray and Griffeath is used.     

On the invariants of some Zi-extensions

Let k ? k₁ ? … ? K be a Z_i-extension. The relations of $\text{λ(}\text{K}\text{k}\text{)}$ and $\text{λ(}\text{KF}\text{F}\text{)}$ is studied, where $\text{F}\text{k}$ is a cyclic l-extension. If $\text{M}\text{k}$ is another Z_i-extension of k, it is shown that for i ? 0$\text{λ(}\text{Mk}{}_{\mathrm{i}}\text{k}{}_{\mathrm{i}}\text{) = rl}{}^{\mathrm{i}}\text{+ C}$, under minimal additional hypotheses. Finally if $\text{MK}\text{k}$ has a unique totally ramified prime, and X_K is cyclic, it is shown that MK can contain at most one Z_i-extension with non-zero μ invariant.     

Subcritical branching processes in a random environment without the Cramer condition

A subcritical branching process in random environment (BPRE) is considered whose associated random walk does not satisfy the Cramer condition. The asymptotics for the survival probability of the process is investigated, and a Yaglom type conditional limit theorem is proved for the number of particles up to moment $n$ given survival to this moment. Contrary to other types of subcritical BPRE, the limiting distribution is not discrete. We also show that the process survives for a long time owing to a single big jump of the associate random walk accompanied by a population explosion at the beginning of the process.     

Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions

A function f(x) defined on $\text{X}$ = $\text{X}$₁ × $\text{X}$₂ × … × $\text{X}$_n where each $\text{X}$_i is totally ordered satisfying f(x ∨ y) f(x ∧ y) ≥ f(x) f(y), where the lattice operations ∨ and ∧ refer to the usual ordering on $\text{X}$, is said to be multivariate totally positive of order 2 (MTP₂). A random vector Z = (Z₁, Z₂,…, Z_n) of n-real components is MTP₂ if its density is MTP₂. Classes of examples include independent random variables, absolute value multinormal whose covariance matrix Σ satisfies ?DΣ^?1D with nonnegative off-diagonal elements for some diagonal matrix D, characteristic roots of random Wishart matrices, multivariate logistic, gamma and F distributions, and others. Composition and marginal operations preserve the MTP₂ properties. The MTP₂ property facilitate the characterization of bounds for confidence sets, the calculation of coverage probabilities, securing estimates of multivariate ranking, in establishing a hierarchy of correlation inequalities, and in studying monotone Markov processes. Extensions on the theory of MTP₂ kernels are presented and amplified by a wide variety of applications.     

An elementary proof of the uniqueness of invariant product measures for some infinite dimensional processesUne preuve élémentaire de l'unicité des mesures invariantes produits pour certains processus en dimension infinie

Consider an infinite dimensional diffusion process with state space , where T is the circle, and defined by an infinitesimal generator L which acts on local functions f as . Suppose that the coefficients a_i and b_i are smooth, bounded, of finite range, have uniformly bounded second order partial derivatives, that a_i are uniformly bounded from below by some strictly positive constant, and that a_i is a function only of η_i. Suppose that there is a product measure ν which is invariant. Then if ν is the Lebesgue measure or if d=1,2, it is the unique invariant measure. Furthermore, if ν is translation invariant, it is the unique invariant, translation invariant measure. The proofs are elementary. Similar results can be proved in the context of an interacting particle system with state space , with uniformly positive bounded flip rates which are finite range. To cite this article: A.F. Ram??rez, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 139–144