Coagulation and universal scaling limits for critical Galton–Watson processes

Abstract

AbstractThe basis of this paper is the elementary observation that then-step descendant distribution of any Galton–Watson process satisfies a discrete Smoluchowski coagulation equation with multiple coalescence. Using this we obtain simple necessary and sufficient criteria for the convergence of scaling limits of critical Galton–Watson processes in terms of scaled family-size distributions and a natural notion of convergence of Lévy triples. Our results provide a clear and natural interpretation, and an alternate proof, of the fact that the Lévy jump measure of certain continuous-state branching processes (CSBPs) satisfies a generalized Smoluchowski equation. (This result was previously proved by Bertoin and Le Gall (2006).) Our analysis shows that the nonlinear scaling dynamics of CSBPs becomelinear and purely dilatationalwhen expressed in terms of the Lévy triple associated with the branching mechanism. We prove a continuity theorem for CSBPs in terms of the associated Lévy triples, and use our scaling analysis to prove the existence ofuniversalcritical Galton–Watson processes and CSBPs analogous to Doeblin's `universal laws'. Namely, these universal processes generateallpossible critical and subcritical CSBPs as subsequential scaling limits. Our convergence results rely on a natural topology for Lévy triples and a continuity theorem for Bernstein transforms (Laplace exponents) which we develop in a self-contained appendix.