Lp Microlocal Supercritical Markov Branching Processes with Non-Homogeneous Poisson Immigration

2010 Mathematics Subject Classification: 60J80.

Likelihood-Based Inference for Partially Observed Multi-Type Markov Branching Processes

Thesis (Ph.D.)--University of Washington, 2016-08

The collision branching process

We consider a branching model, which we call the collision branching process (CBP), that accounts for the effect of collisions, or interactions, between particles or individuals. We establish that there is a unique CBP, and derive necessary and sufficient conditions for it to be nonexplosive. We review results on extinction probabilities, and obtain explicit expressions for the probability of explosion and the expected hitting times. The upwardly skip-free case is studied in some detail.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

On the Maximum of a Branching Process Conditioned on the Total Progeny

The maximum M of a critical Bienaymé-Galton-Watson process conditioned on the total progeny N is studied. Imbedding of the process in a random walk is used. A limit theorem for the distribution of M as N → ∞ is proved. The result is trasferred to the non-critical processes. A corollary for the maximal strata of a random rooted labeled tree is obtained.

Some Theoretical Results on the Progeny of a Bisexual Galton-Watson Branching Process

A Superadditive Bisexual Galton-Watson Branching Process is considered and the total number of mating units, females and males, until the n-th generation, are studied. In particular some results about the stochastic monotony, probability generating functions and moments are obtained. Finally, the limit behaviour of those variables suitably normed is investigated.

A Note on the Asymptotic Behaviour of a Periodic Multitype Galton-Watson Branching Process

2000 Mathematics Subject Classification: 60J80.

The Maximal Number of Particles in a Branching Process with State-Dependent Immigration

AMS subject classification: 60J80, 60J15.

Bootstrap for Critical Branching Process with Non-Stationary Immigration

2000 Mathematics Subject Classification: Primary 60J80, Secondary 62F12, 60G99.

Option Pricing by Branching Process

2000 Mathematics Subject Classification: 60J80, 62P05.

Some Probabilistic Results in a Bisexual Branching Process with Immigration

2000 Mathematics Subject Classification: 60J80.

Branching Populations of Cells Bearing a Continuous Label

2000 Mathematics Subject Classification: 60J80.

Estimation of the Offspring Mean in a General Single-Type Size-Dependent Branching Process

2000 Mathematics Subject Classification: 60J80, 62F12, 62P10

Branching Particle Representation of a Class of Semilinear Equations

2000 Mathematics Subject Classification: 60J80, 60J85

Total Progeny in a Subcritical Branching Process with two Types of Immigration

2000 Mathematics Subject Classification: 60J80, 60F05