LIMIT THEOREMS FOR MARKOV PROCESSES INDEXED BY CONTINUOUS TIME GALTON-WATSON TREES

被引:40
作者
Bansaye, Vincent [1 ]
Delmas, Jean-Francois [2 ]
Marsalle, Laurence [3 ]
Tran, Viet Chi [3 ]
机构
[1] Ecole Polytech, CNRS, Ctr Math Appl CMAP, UMR 7641, F-91128 Palaiseau, France
[2] CERMICS, Ecole Natl Ponts & Chaussees, F-77455 Marne La Vallee, France
[3] Univ Sci & Tech Lille 1, UFR Math, Lab Paul Painleve, UMR CNRS 8524, F-59655 Villeneuve Dascq, France
关键词
Branching Markov process; branching diffusion; limit theorems; Many-to-One formula; size biased reproduction distribution; size biased reproduction rate; ancestral lineage; splitted diffusion; BRANCHING-PROCESSES; WEAK-CONVERGENCE; POPULATION; STABILITY; CHAINS; CRITERIA; PROOFS;
D O I
10.1214/10-AAP757
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton-Watson tree. The particles move independently according to a Markov process and when a branching event occurs, the offspring locations depend on the position of the mother and the number of offspring. We prove a law of large numbers for the empirical measure of individuals alive at time t. This relies on a probabilistic interpretation of its intensity by mean of an auxiliary process. The latter has the same generator as the Markov process along the branches plus additional jumps, associated with branching events of accelerated rate and biased distribution. This comes from the fact that choosing an individual uniformly at time t favors lineages with more branching events and larger offspring number. The central limit theorem is considered on a special case. Several examples are developed, including applications to splitting diffusions, cellular aging, branching Levy processes.
引用
收藏
页码:2263 / 2314
页数:52
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