An Introduction to Branching Measure-Valued Processes

An Introduction to Branching Measure-Valued Processes
Author: Evgeniĭ Borisovich Dynkin
Publisher: American Mathematical Soc.
Total Pages: 146
Release: 1994
Genre: Mathematics
ISBN: 0821802690

For about half a century, two classes of stochastic processes---Gaussian processes and processes with independent increments---have played an important role in the development of stochastic analysis and its applications. During the last decade, a third class---branching measure-valued (BMV) processes---has also been the subject of much research. A common feature of all three classes is that their finite-dimensional distributions are infinitely divisible, allowing the use of the powerful analytic tool of Laplace (or Fourier) transforms. All three classes, in an infinite-dimensional setting, provide means for study of physical systems with infinitely many degrees of freedom. This is the first monograph devoted to the theory of BMV processes. Dynkin first constructs a large class of BMV processes, called superprocesses, by passing to the limit from branching particle systems. Then he proves that, under certain restrictions, a general BMV process is a superprocess. A special chapter is devoted to the connections between superprocesses and a class of nonlinear partial differential equations recently discovered by Dynkin.

Spatial Branching Processes, Random Snakes and Partial Differential Equations

Spatial Branching Processes, Random Snakes and Partial Differential Equations
Author: Jean-Francois Le Gall
Publisher: Birkhäuser
Total Pages: 170
Release: 2012-12-06
Genre: Mathematics
ISBN: 3034886837

This book introduces several remarkable new probabilistic objects that combine spatial motion with a continuous branching phenomenon and are closely related to certain semilinear partial differential equations (PDE). The Brownian snake approach is used to give a powerful representation of superprocesses and also to investigate connections between superprocesses and PDEs. These are notable because almost every important probabilistic question corresponds to a significant analytic problem.

Branching Processes

Branching Processes
Author: Krishna B. Athreya
Publisher: Springer Science & Business Media
Total Pages: 301
Release: 2012-12-06
Genre: Mathematics
ISBN: 3642653715

The purpose of this book is to give a unified treatment of the limit theory of branching processes. Since the publication of the important book of T E. Harris (Theory of Branching Processes, Springer, 1963) the subject has developed and matured significantly. Many of the classical limit laws are now known in their sharpest form, and there are new proofs that give insight into the results. Our work deals primarily with this decade, and thus has very little overlap with that of Harris. Only enough material is repeated to make the treatment essentially self-contained. For example, certain foundational questions on the construction of processes, to which we have nothing new to add, are not developed. There is a natural classification of branching processes according to their criticality condition, their time parameter, the single or multi-type particle cases, the Markovian or non-Markovian character of the pro cess, etc. We have tried to avoid the rather uneconomical and un enlightening approach of treating these categories independently, and by a series of similar but increasingly complicated techniques. The basic Galton-Watson process is developed in great detail in Chapters I and II.

Branching Processes

Branching Processes
Author: C.C. Heyde
Publisher: Springer Science & Business Media
Total Pages: 189
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461225582

This volume presents the edited proceedings of the First World Congress on Branching Processes. The contributions present new research and surveys of the current research activity in this field. As a result, all those undertaking research in the subject will find this a timely and high-quality volume to have on their shelves.

Branching Processes

Branching Processes
Author: Asmussen
Publisher: Springer Science & Business Media
Total Pages: 468
Release: 2013-06-29
Genre: Mathematics
ISBN: 1461581559

Branching processes form one of the classical fields of applied probability and are still an active area of research. The field has by now grown so large and diverse that a complete and unified treat ment is hardly possible anymore, let alone in one volume. So, our aim here has been to single out some of the more recent developments and to present them with sufficient background material to obtain a largely self-contained treatment intended to supplement previous mo nographs rather than to overlap them. The body of the text is divided into four parts, each of its own flavor. Part A is a short introduction, stressing examples and applications. In Part B we give a self-contained and up-to-date pre sentation of the classical limit theory of simple branching processes, viz. the Gal ton-Watson ( Bienayme-G-W) process and i ts continuous time analogue. Part C deals with the limit theory of Il!arkov branching processes with a general set of types under conditions tailored to (multigroup) branching diffusions on bounded domains, a setting which also covers the ordinary multitype case. Whereas the point of view in Parts A and B is quite pedagogical, the aim of Part C is to treat a large subfield to the highest degree of generality and completeness possi"ble. Thus the exposition there is at times quite technical.

Continuous Time Skip-free Markov Process and Study of Branching Process with Immigration

Continuous Time Skip-free Markov Process and Study of Branching Process with Immigration
Author: Jian Wang
Publisher:
Total Pages: 112
Release: 2020
Genre:
ISBN:

We first develop the potential and fluctuation theories of continuous-time skip- free Markov processes, extending the recent work from Choi and Patie for skip-free Markov chains. On the one hand, this enables us to revisit in a simple manner the fluctuation theory of continuous-time skip-free random walk on Z. This was originally developed by Spitzer by means of the Wiener-Hopf factorization and, up to now, was the only class of Markov processes with jumps for which such a characterization was attainable. As the second application, we solve the two-sided exit time problems for continuous-time branching processes with immigration (CBI process), which was left open in the literature of this classical family of Markov processes. Next we aim to extend the results to continuous state space branching process with immigration. We identify an intertwining relationship between the discrete and continuous branching pro- cess with immigration. By applying the intertwining relation to the results in discrete CBI, we can derive the first hitting and first passage time of continuous CBI process. Lastly, we briefly introduce the main idea of scaled limit approach, which is an alternative way to study the continuous CBI process.

Random Sums and Branching Stochastic Processes

Random Sums and Branching Stochastic Processes
Author: Ibrahim Rahimov
Publisher: Springer Science & Business Media
Total Pages: 207
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461242169

The aim of this monograph is to show how random sums (that is, the summation of a random number of dependent random variables) may be used to analyse the behaviour of branching stochastic processes. The author shows how these techniques may yield insight and new results when applied to a wide range of branching processes. In particular, processes with reproduction-dependent and non-stationary immigration may be analysed quite simply from this perspective. On the other hand some new characterizations of the branching process without immigration dealing with its genealogical tree can be studied. Readers are assumed to have a firm grounding in probability and stochastic processes, but otherwise this account is self-contained. As a result, researchers and graduate students tackling problems in this area will find this makes a useful contribution to their work.

Statistical Inference for Branching Processes

Statistical Inference for Branching Processes
Author: Peter Guttorp
Publisher: Wiley-Interscience
Total Pages: 232
Release: 1991-08-19
Genre: Mathematics
ISBN:

An examination of the difficulties that statistical theory and, in particular, estimation theory can encounter within the area of dependent data. This is achieved through the study of the theory of branching processes starting with the demographic question: what is the probability that a family name becomes extinct? Contains observations on the generation sizes of the Bienaymé-Galton-Watson (BGW) process. Various parameters are estimated and branching process theory is contrasted to a Bayesian approach. Illustrations of branching process theory applications are shown for particular problems.