A pathwise approach to the extinction of branching processes with countably many types

We consider the extinction events of Galton–Watson processes with countably infinitely many types. In particular, we construct truncated and augmented Galton–Watson processes with finite but increasing sets of types. A pathwise approach is then used to show that, under some sufficient conditions, the corresponding sequence of extinction probability vectors converges to the global extinction probability vector of the Galton–Watson process with countably infinitely many types. Besides giving rise to a family of new iterative methods for computing the global extinction probability vector, our approach paves the way to new global extinction criteria for branching processes with countably infinitely many types.     

Rate of convergence in the law of large numbers for supercritical general multi-type branching processes

We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded single-type process composed of all individuals having the same type as the ancestor. As an important intermediate step, we determine the (exact) polynomial rate of convergence of Nerman’s martingale in continuous time to its limit. The techniques used also allow us to give streamlined proofs of the weak and strong laws of large numbers and ratio convergence for the processes in focus.     

Necessary conditions for normed convergence of critical multitype Bienaymé-Galton-Watson processes without variance

The condition on the offspring distribution in the critical multitype Bienaymé-Galton-Watson process without variance, which was previously shown to be sufficient for the existence of the analogue of the exponential limit law, is now shown also to be necessary. This completely extends previous one-type work of R. S. Slack.     

Heat kernels of non-symmetric jump processes with exponentially decaying jumping kernel

In this paper we study the transition densities for a large class of non-symmetric Markov processes whose jumping kernels decay exponentially or subexponentially. We obtain their upper bounds which also decay at the same rate as their jumping kernels. When the lower bounds of jumping kernels satisfy the weak upper scaling condition at zero, we also establish lower bounds for the transition densities, which are sharp.     

Laws of large numbers for supercritical branching Gaussian processes

A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in terms of particle motion/mutation. Long memory processes, like branching fractional Brownian motion and fractional Ornstein–Uhlenbeck processes with large Hurst parameters, as well as rough processes, like fractional processes with smaller Hurst parameter, are included as important examples. General branching with second moments is allowed and moment measure techniques are utilized.     

A class of two-sex branching processes with reproduction phase in a random environment

We model the demographic dynamics of populations with sexual reproduction where the reproduction phase occurs in a non-predictable environment and we assume the immigration/out-migration of mating units in the population. We introduce a general class of two-sex branching processes where, in each generation, the number of mating units which take part in the reproduction phase is randomly determined and the offspring probability distribution changes over time in a random environment. We provide several probabilistic results about the limit behaviour of populations whose dynamics is modelled by such a class of stochastic processes. In particular, we provide sufficient conditions for the almost sure extinction of the population or for its survival with a positive probability. As illustration, we include some simulated examples.     

The fixation probability and time for a doubly beneficial mutant

For a highly beneficial mutant $A$ entering a randomly reproducing population of constant size, we study the situation when a second beneficial mutant $B$ arises before $A$ has fixed. If the selection coefficient of $B$ is greater than the selection coefficient of $A$, and if $A$ and $B$ can recombine at some rate $\rho$, there is a chance that the double beneficial mutant $AB$ forms and eventually fixes. We give a convergence result for the fixation probability of $AB$ and its fixation time for large selection coefficients.     

Heat kernel estimates for FIN processes associated with resistance forms

Quenched and annealed heat kernel estimates are established for Fontes–Isopi–Newman (FIN) processes on spaces equipped with a resistance form. These results are new even in the case of the one-dimensional FIN diffusion, and also apply to fractals such as the Sierpinski gasket and carpet.     

Asymptotic results for exponential functionals of Lévy processes

The asymptotic behavior of expectations of some exponential functionals of a Lévy process is studied. The key point is the observation that the asymptotics only depend on the sample paths with slowly decreasing local infimum. We give not only the convergence rate but also the expression of the limiting coefficient. The latter is given in terms of some transformations of the Lévy process based on its renewal function. As an application, we give an exact evaluation of the decay rate of the survival probability of a continuous-state branching process in random environment with stable branching mechanism.     

Statistical estimation in a randomly structured branching population

We consider a binary branching process structured by a stochastic trait that evolves according to a diffusion process that triggers the branching events, in the spirit of Kimmel’s model of cell division with parasite infection. Based on the observation of the trait at birth of the first $n$ generations of the process, we construct nonparametric estimator of the transition of the associated bifurcating chain and study the parametric estimation of the branching rate. In the limit $n\to \infty$, we obtain asymptotic efficiency in the parametric case and minimax optimality in the nonparametric case.     

Evolving phylogenies of trait-dependent branching with mutation and competition,Part I: Existence

We propose a type-dependent branching model with mutation and competition for modelling phylogenies of a virus population. The competition kernel depends on the total mass, the types of the virus particles, and the genetic information available through the number of nucleotide substitutions separating the virus particles. We consider evolving phylogenies in the huge population, short reproduction time and frequent mutation regime, show tightness in the space of marked metric measure spaces and characterize the limit through a martingale problem. Due to heterogeneity in the branching rates, the phylogenies are not ultra-metric. We therefore develop new techniques for verifying compact containment.     

The asymptotic equipartition property of Markov chains in single infinite Markovian environment on countable state space

ABSTRACT

The asymptotic equipartition property is a basic theorem in information theory. In this paper, we study the strong law of large numbers of Markov chains in single-infinite Markovian environment on countable state space. As corollary, we obtain the strong laws of large numbers for the frequencies of occurrence of states and ordered couples of states for this process. Finally, we give the asymptotic equipartition property of Markov chains in single-infinite Markovian environment on countable state space.     

Stable-like fluctuations of Biggins’ martingales

Let ${\left(W_n\left(\theta \right)\right)}_{n\in {\mathbb{N}}_0}$ be Biggins’ martingale associated with a supercritical branching random walk, and let $W\left(\theta \right)$ be its almost sure limit. Under a natural condition for the offspring point process in the branching random walk, we show that if the law of $W_1\left(\theta \right)$ belongs to the domain of normal attraction of an $\alpha$-stable distribution for some $\alpha \in (1,2)$, then, as $n\to \infty$, there is weak convergence of the tail process ${(W\left(\theta \right)?W_{n?k}\left(\theta \right))}_{k\in {\mathbb{N}}_0}$, properly normalized, to a random scale multiple of a stationary autoregressive process of order one with $\alpha$-stable marginals.     

A continuous-state polynomial branching process

A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The process can also be obtained from a spectrally positive Lévy process through Lamperti type transformations. The extinction and explosion probabilities and the mean extinction and explosion times are computed explicitly. Some of those are also new for the classical linear branching process. We present necessary and sufficient conditions for the process to extinguish or explode in finite times. In the critical or subcritical case, we give a construction of the process coming down from infinity. Finally, it is shown that the continuous-state polynomial branching process arises naturally as the rescaled limit of a sequence of discrete-state processes.     

On the centre of mass of a random walk

For a random walk $S_n$ on ${\mathbb{R}}^d$ we study the asymptotic behaviour of the associated centre of mass process $G_n=n^{?1}{\sum }_{i=1}^n{S}_i$. For lattice distributions we give conditions for a local limit theorem to hold. We prove that if the increments of the walk have zero mean and finite second moment, $G_n$ is recurrent if $d=1$ and transient if $d\ge 2$. In the transient case we show that $G_n$ has a diffusive rate of escape. These results extend work of Grill, who considered simple symmetric random walk. We also give a class of random walks with symmetric heavy-tailed increments for which $G_n$ is transient in $d=1$.     

Limit theorems for multivariate Bessel processes in the freezing regime

Multivariate Bessel processes describe the stochastic dynamics of interacting particle systems of Calogero–Moser–Sutherland type and are related with $\beta$-Hermite and Laguerre ensembles. It was shown by Andraus, Katori, and Miyashita that for fixed starting points, these processes admit interesting limit laws when the multiplicities $k$ tend to $\infty$, where in some cases the limits are described by the zeros of classical Hermite and Laguerre polynomials. In this paper we use SDEs to derive corresponding limit laws for starting points of the form $\sqrt{k}?x$ for $k\to \infty$ with $x$ in the interior of the corresponding Weyl chambers. Our limit results are a.s. locally uniform in time. Moreover, in some cases we present associated central limit theorems.     

Ill-posedness of the Camassa–Holm and related equations in the critical space

We prove norm inflation and hence ill-posedness for a class of shallow water wave equations, such as the Camassa–Holm equation, Degasperis–Procesi equation and Novikov equation etc., in the critical Sobolev space $H^{3/2}$ and even in the Besov space $B_{p,r}^{1+1/p}$ for $p\in [1,\infty ],r\in (1,\infty ]$. Our results cover both real-line and torus cases (only real-line case for Novikov), solving an open problem left in the previous works ([5], [14], [16]).     

Hereditary tree growth and Lévy forests

We introduce the notion of a hereditary property for rooted real trees and we also consider reduction of trees by a given hereditary property. Leaf-length erasure, also called trimming, is included as a special case of hereditary reduction. We only consider the metric structure of trees, and our framework is the space $\mathbb{T}$ of pointed isometry classes of locally compact rooted real trees equipped with the Gromov–Hausdorff distance. We discuss general tightness criteria in $\mathbb{T}$ and limit theorems for growing families of trees. We apply these results to Galton–Watson trees with exponentially distributed edge lengths. This class is preserved by hereditary reduction. Then we consider families of such Galton–Watson trees that are consistent under hereditary reduction and that we call growth processes. We prove that the associated families of offspring distributions are completely characterised by the branching mechanism of a continuous-state branching process. We also prove that such growth processes converge to Lévy forests. As a by-product of this convergence, we obtain a characterisation of the laws of Lévy forests in terms of leaf-length erasure and we obtain invariance principles for discrete Galton–Watson trees, including the super-critical cases.     

Two-mode control of Brownian Motion with quadratic loss and switching costs

We consider a simple problem in the optimal control of Brownian Motion. There are two modes of control available, each with its own drift and diffusion coefficients, and switching costs are incurred whenever the control mode is changed. Finally, holding costs are incurred according to a quadratic function of the state of the system, and all costs are continuously discounted. It is shown that there exists an optimal policy involving just two critical numbers, and formulas are given for computation of the critical numbers.     

Limit theorems for functionals of two independent Gaussian processes

Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and bi-fractional Brownian motion. A new and interesting phenomenon is that, in comparison with the results for fractional Brownian motion, extra randomness appears in the limiting distributions for Gaussian processes with nonstationary increments, say sub-fractional Brownian motion and bi-fractional Brownian. The results are obtained based on the method of moments, in which Fourier analysis, the chaining argument introduced in [11] and a pairing technique are employed.