Coagulation and universal scaling limits for critical Galton–Watson processes

DOI10.1017/APR.2018.23MaRDI QIDQ5215012zbMATH OpenOpenAlexWikidataFDO

Authors Gautam Iyer, Nicholas Leger, Robert L. Pego

Publication date 5 February 2020

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.04647

zbMATH Keywords

Bernstein transformCSBPGalton-Watson processmultiple coalescenceSmoluchowski equationuniversal law

Mathematics Subject Classification ID

Exchangeability for stochastic processes (60G09) Continuous-time Markov processes on general state spaces (60J25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: The basis of this paper is the elementary observation that the $n$-step descendant distribution of any Galton-Watson process satisfies a discrete Smoluchowski coagulation equation with multiple coalescence. Using this we obtain necessary and sufficient criteria for the convergence of scaling limits of Galton-Watson processes that are simpler (and equivalent) to the classical criteria obtained by Grimvall in 1974. Our results provide a clear and natural interpretation, and an alternate proof, of the fact that the L'evy jump measure of certain CSBPs satisfies a generalized Smoluchowski equation. (This result was previously proved by Bertoin and Le Gall in 2006.) Moreover, our analysis shows that the nonlinear scaling dynamics of CSBPs becomes linear and purely dilatational when expressed in terms of the L'evy triple associated with the branching mechanism. We use this to prove existence of universal critical Galton-Watson and CSBPs analogous to W. Doeblin's "universal laws". Namely, these universal processes generate all possible critical and subcritical CSBPs as subsequential scaling limits. Our convergence results rely on a natural topology for L'evy triples and a continuity theorem for Bernstein transforms (Laplace exponents). We develop these in a self-contained appendix.

Recommendations

• Coalescence in critical and subcritical Galton-Watson branching processes
• Coalescence in the diffusion limit of a Bienaymé-Galton-Watson branching process
• On the scaling limits of Galton-Watson processes in varying environments
• Scaling limits of coalescent processes near time zero
• Limit laws for a coagulation model of interacting random particles
• ON ASYMPTOTIC RELATIONS FOR THE CRITICAL GALTON – WATSON PROCESS
• A scaling limit theorem for Galton-Watson processes in varying environments
• The critical behaviors and the scaling functions of a coalescence equation
• Publication:3358471
• On the Local Limit Theorem for a Critical Galton–Watson Process

Cites work

• -coalescents: a survey
• A short history of mathematical population dynamics.
• A small-time coupling between -coalescents and branching processes
• Absence of gelation and self-similar behavior for a coagulation-fragmentation equation
• Alpha-stable branching and beta-coalescents
• Approach to self‐similarity in Smoluchowski's coagulation equations
• Asymptotic behaviour of continuous time, continuous state-space branching processes
• Branching processes. II
• Coalescence times for the branching process
• Coalescent processes obtained from supercritical Galton-Watson processes.
• Coalescents with multiple collisions
• Continuous state branching processes
• Critical Markov branching process limit theorems allowing infinite variance
• Deterministic and stochastic models for coalescence (aggregation and coagulation): A review of the mean-field theory for probabilists
• Fluctuations of Lévy processes with applications. Introductory lectures
• scientific article; zbMATH DE number 3817476 (Why is no real title available?)
• scientific article; zbMATH DE number 3984264 (Why is no real title available?)
• scientific article; zbMATH DE number 3577176 (Why is no real title available?)
• scientific article; zbMATH DE number 2119076 (Why is no real title available?)
• scientific article; zbMATH DE number 1445548 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Limit theorems for Smoluchowski dynamics associated with critical continuous-state branching processes
• On a coalescence process and its branching genealogy
• On the convergence of sequences of branching processes
• On the scaling limits of Galton-Watson processes in varying environments
• Proof(s) of the Lamperti representation of continuous-state branching processes
• Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct
• Random Fragmentation and Coagulation Processes
• Small-time behavior of beta coalescents
• Stochastic flows associated to coalescent processes
• Stochastic flows associated to coalescent processes. II: Stochastic differential equations
• Stochastic flows associated to coalescent processes. III: Limit theorems
• The Bolthausen-Sznitman coalescent and the genealogy of continuous-state branching processes
• The coalescent
• The general coalescent with asynchronous mergers of ancestral lines
• The Limit of a Sequence of Branching Processes
• The scaling attractor and ultimate dynamics for Smoluchowski's coagulation equations

Cited in

(6)

• Coalescences in continuous-state branching processes
• Limit theorems for Smoluchowski dynamics associated with critical continuous-state branching processes
• Coalescence Times for the Bienaymé-Galton-Watson Process
• Preface for the first special issue in honor of Bob Pego
• Applications of Grassmannian flows to coagulation equations
• Coagulation-fragmentation model for animal group-size statistics

This page was built for publication: Coagulation and universal scaling limits for critical Galton–Watson processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5215012)