On the Structure of Spatial Branching Processes

The paper is a contribution to the theory of branching processes with discrete time and a general phase space in the sense of [2]. We characterize the class of regular, i.e. in a sense sufficiently random, branching processes (Φk) k∈Z by almost sure properties of their realizations without making any assumptions about stationarity or existence of moments. This enables us to classify the clans of (Φk) into the regular part and the completely non-regular part. It turns out that the completely non-regular branching processes are built up from single-line processes, whereas the regular ones are mixtures of left-tail trivial processes with a Poisson family structure.

Branching Processes with Immigration and Integer-valued Time Series

In this paper, we indicate how integer-valued autoregressive time series Ginar(d) of ordre d, d ≥ 1, are simple functionals of multitype branching processes with immigration. This allows the derivation of a simple criteria for the existence of a stationary distribution of the time series, thus proving and extending some results by Al-Osh and Alzaid [1], Du and Li [9] and Gauthier and Latour [11]. One can then transfer results on estimation in subcritical multitype branching processes to stationary Ginar(d) and get consistency and asymptotic normality for the corresponding estimators. The technique covers autoregressive moving average time series as well.

Using Inside-Outside Algorithm for Estimation of the Offspring Distribution in Multitype Branching Processes

Multitype branching processes (MTBP) model branching structures, where the nodes of the resulting tree are particles of different types. Usually such a process is not observable in the sense of the whole tree, but only as the “generation” at a given moment in time, which consists of the number of particles of every type. This requires an EM-type algorithm to obtain a maximum likelihood (ML) estimate of the parameters of the branching process. Using a version of the inside-outside algorithm for stochastic context-free grammars (SCFG), such an estimate could be obtained for the offspring distribution of the process.

On the Extinction Probability for Bisexual Branching Processes in Varying Environments

2000 Mathematics Subject Classification: 60J80

Robust Parametric Estimation of Branching Processes with a Random Number of Ancestors

2000 Mathematics Subject Classification: 60J80.

A Limit Theorem for Multi-Type Subcritical Age-Dependent Branching Processes with two Types of Immigration

Марусия Н. Славчова-Божкова - В настоящата работа се обобщава една гранична теорема за докритичен многомерен разклоняващ се процес, зависещ от възрастта на частиците с два типа имиграция. Целта е да се обобщи аналогичен резултат в едномерния случай като се прилагат “coupling” метода, теория на възстановяването и регенериращи процеси.

Large Deviations and Branching Processes

These lecture notes are devoted to present several uses of Large Deviation asymptotics in Branching Processes.

A System for Simulation and Estimation of Branching Processes

A computer code system for simulation and estimation of branching processes is proposed. Using the system, samples for some models with or without migration are generated. Over these samples we compare some properties of various estimators.

Limit Theorems for Branching Processes with Random Migration Components

The classical Bienaymé-Galton-Watson (BGW) branching process can be interpreted as mathematical model of population dynamics when the members of an isolated population reproduce themselves independently of each other according to a stochastic law.

Em Estimation of the Offspring Distribution in Mutitype Branching Processes - a Model in Cell Kinetics

2000 Mathematics Subject Classification: 60J80, 60J85, 62P10, 92D25.

Estimation of the Offspring and Immigration Mean Vectors for Bisexual Branching Processes with Immigration of Females and Males

2000 Mathematics Subject Classification: 60J80, 62M05.

Two-Type Age-Dependent Branching Processes with Inhomogeneous Immigration as Models of Renewing Cell Population

2000 Mathematics Subject Classification: primary 60J80; secondary 60J85, 92C37.

Some Contributions to the Class of Two-Sex Branching Processes Depending on the Number of Couples in the Population

2000 Mathematics Subject Classification: 60J80

Subcritical Randomly Indexed Branching Processes

2000 Mathematics Subject Classification: 60J80, 62P05.

Robust Estimation in Multitype Branching Processes Based on their Asymptotic Properties

2000 Mathematics Subject Classification: 60J80.