A delayed Yule process

DOI10.1090/PROC/13905MaRDI QIDQ3130856zbMATH OpenOpenAlexFDO

Authors Nicholas Michalowski, R. Dascaliuc, Enrique Thomann, Edward C. Waymire

Publication date 29 January 2018

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1607.02092

Mathematics Subject Classification ID

Topological aspects for pseudodifferential operators in context of PDEs: intersection cohomology, stratified sets, etc. (35S35) Foundations of stochastic processes (60G05) Martingales with continuous parameter (60G44)

Abstract: In now classic work, David Kendall (1966) recognized that the Yule process and Poisson process could be related by a (random) time change. Furthermore, he showed that the Yule population size rescaled by its mean has an almost sure exponentially distributed limit as $toinfty$. In this note we introduce a class of coupled delayed Yule processes parameterized by $0<alphale1$ that includes the Poisson process at $alpha=1/2$. Moreover we extend Kendall's limit theorem to include a larger class of positive martingales derived from functionals that gauge the population genealogy. A somewhat surprising connection with the Holley-Liggett smoothing transformation also emerges in this context. Specifically, the latter is exploited to uniquely characterize the moment generating functions of distributions of the limit martingales, generalizing Kendall's mean one exponential limit.

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Cites work

• A delayed Yule process
• A diffusion limit for a class of randomly-growing binary trees
• Branching Processes Since 1873
• Discounted branching random walks
• Fixed points of the smoothing transformation
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• scientific article; zbMATH DE number 4064209 (Why is no real title available?)
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Cited in

(6)

• Doubly stochastic Yule cascades. I: The explosion problem in the time-reversible case
• Stochastic explosion and non-uniqueness for \(\alpha\)-Riccati equation
• A delayed Yule process
• Complex Burgers equation: a probabilistic perspective
• Models induced from critical birth-death process with random initial conditions
• Doubly stochastic Yule cascades. II: The explosion problem in the non-reversible case

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