Multitype Galton Research Articles

A Novel Exploration of Diffusion Process Based on Multi-Type Galton–Watson Forests

Diffusion is a commonly used technique for spreading information from point to point on a graph. The rationale behind diffusion is not clear. The multi-type Galton–Watson forest is a random model of population growth without space or any other resource constraints. In this paper, we use the degenerated multi-type Galton–Watson forest (MGWF) to interpret the diffusion process, corresponding vertices to types and establishing an equivalence relationship between them. With the two-phase setting of the MGWF, one can interpret the diffusion process and the Google PageRank system explicitly. It also improves the convergence behavior of the iterative diffusion process and Google PageRank system. We validate the proposal by experiment while providing new research directions.

Harmonic Moments for Supercritical Multi-type Galton–Watson Processes

Harmonic Moments for Supercritical Multi-type Galton–Watson Processes

Ergodic properties of subcritical multitype Galton–Watson processes with immigration

In the paper ergodic properties of multitype Galton–Watson processes are investigated in the subcritical case without further regularity assumptions. Sufficient and necessary conditions for the existence of the stationary distribution and its moments are provided. Under moment conditions geometric ergodicity and rate of converge for the moments of the process are proved. Geometric properties of the Markovian class structure are also studied.

Analysis of Discrete-Time Queues with Branching Arrivals

We consider a discrete-time single server queueing system, where arrivals stem from a multi-type Galton–Watson branching process with migration. This branching-type arrival process exhibits intricate correlation, and the performance of the corresponding queueing process can be assessed analytically. We find closed-form expressions for various moments of both the queue content and packet delay. Close inspection of the arrival process at hand, however, reveals that sample paths consist of large independent bursts of arrivals followed by geometrically distributed periods without arrivals. Allowing for non-geometric periods without arrivals, and correlated bursts, we apply π-thinning on the arrival process. As no closed-form expressions can be obtained for the performance of the corresponding queueing system, we focus on approximations of the main performance measures in the light and heavy traffic regimes.

Speed of Excited Random Walks with Long Backward Steps

We study a model of multi-excited random walk with non-nearest neighbour steps on mathbb {Z}, in which the walk can jump from a vertex x to either x+1 or x-i with iin {1,2,dots ,L}, Lge 1. We first point out the multi-type branching structure of this random walk and then prove a limit theorem for a related multi-type Galton–Watson process with emigration, which is of independent interest. Combining this result and the method introduced by Basdevant and Singh (Probab Theory Relat Fields 141:3–4, 2008), we extend their result (w.r.t. the case L=1) to our model. More specifically, we show that in the regime of transience to the right, the walk has positive speed if and only if the expected total drift delta >2. This confirms a special case of a conjecture proposed by Davis and Peterson.

Two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices

AbstractConsider two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices. Let $\nu$ be the extinction time. Under certain conditions, we show that both $\mathbb{P}(\nu=n)$ and $\mathbb{P}(\nu>n)$ are asymptotically the same as some functions of the products of spectral radii of the mean matrices. We also give an example for which $\mathbb{P}(\nu=n)$ decays with various speeds such as ${c}/({n^{1/2}\log n)^2}$ , ${c}/{n^\beta}$ , $\beta >1$ , which are very different from those of homogeneous multitype Galton–Watson processes.

Pandemic spread in communities via random graphs

Working in the multi-type Galton–Watson branching-process framework we analyse the spread of a pandemic via a general multi-type random contact graph. Our model consists of several communities, and takes, as input, parameters that outline the contacts between individuals in distinct communities. Given these parameters, we determine whether there will be an outbreak and if yes, we calculate the size of the giant-connected-component of the graph, thereby, determining the fraction of the population of each type that would be infected before it ends. We show that the pandemic spread has a natural evolution direction given by the Perron–Frobenius eigenvector of a matrix whose entries encode the average number of individuals of one type expected to be infected by an individual of another type. The corresponding eigenvalue is the basic reproduction number of the pandemic. We perform numerical simulations that compare homogeneous and heterogeneous spread graphs and quantify the difference between them. We elaborate on the difference between herd immunity and the end of the pandemic and the effect of countermeasures on the fraction of infected population.

Age evolution in the mean field forest fire model via multitype branching processes

We study the distribution of ages in the mean field forest fire model introduced by Ráth and Tóth. This model is an evolving random graph whose dynamics combine Erdős–Rényi edge-addition with a Poisson rain of lightning strikes. All edges in a connected component are deleted when any of its vertices is struck by lightning. We consider the asymptotic regime of lightning rates for which the model displays self-organized criticality. The age of a vertex increases at unit rate, but it is reset to zero at each burning time. We show that the empirical age distribution converges as a process to a deterministic solution of an autonomous measure-valued differential equation. The main technique is to observe that, conditioned on the vertex ages, the graph is an inhomogeneous random graph in the sense of Bollobás, Janson and Riordan. We then study the evolution of the ages via the multitype Galton–Watson trees that arise as the limit in law of the component of an identified vertex at any fixed time. These trees are critical from the gelation time onwards.

Moments of the stationary distribution of subcritical multitype Galton–Watson processes with immigration

A necessary and sufficient condition for the existence of moments of the stationary distribution of a subcritical multitype GWI process was obtained by Szűcs (2014). In this short note we give a simple proof of this result.

Rerooting Multi-type Branching Trees: The Infinite Spine Case

We prove local convergence results for rerooted conditioned multi-type Galton–Watson trees. The limit objects are multitype variants of the random sin-tree constructed by Aldous (1991), and differ according to which types recur infinitely often along the backwards growing spine.

Perron–Frobenius theory for kernels and Crump–Mode–Jagers processes with macro-individuals

AbstractPerron–Frobenius theory developed for irreducible non-negative kernels deals with so-called R-positive recurrent kernels. If the kernel M is R-positive recurrent, then the main result determines the limit of the scaled kernel iterations $R^nM^n$ as $n\to\infty$ . In Nummelin (1984) this important result is proven using a regeneration method whose major focus is on M having an atom. In the special case when $M=P$ is a stochastic kernel with an atom, the regeneration method has an elegant explanation in terms of an associated split chain. In this paper we give a new probabilistic interpretation of the general regeneration method in terms of multi-type Galton–Watson processes producing clusters of particles. Treating clusters as macro-individuals, we arrive at a single-type Crump–Mode–Jagers process with a naturally embedded renewal structure.

The probabilities of extinction in a branching random walk on a strip

AbstractWe consider a class of multitype Galton–Watson branching processes with a countably infinite type set $\mathcal{X}_d$ whose mean progeny matrices have a block lower Hessenberg form. For these processes, we study the probabilities $\textbf{\textit{q}}(A)$ of extinction in sets of types $A\subseteq \mathcal{X}_d$ . We compare $\textbf{\textit{q}}(A)$ with the global extinction probability $\textbf{\textit{q}} = \textbf{\textit{q}}(\mathcal{X}_d)$ , that is, the probability that the population eventually becomes empty, and with the partial extinction probability $\tilde{\textbf{\textit{q}}}$ , that is, the probability that all types eventually disappear from the population. After deriving partial and global extinction criteria, we develop conditions for $\textbf{\textit{q}} < \textbf{\textit{q}}(A) < \tilde{\textbf{\textit{q}}}$ . We then present an iterative method to compute the vector $\textbf{\textit{q}}(A)$ for any set A. Finally, we investigate the location of the vectors $\textbf{\textit{q}}(A)$ in the set of fixed points of the progeny generating vector.

Determining the effects of transplacental and direct transmission on the probability of persistence in a bluetongue virus model in temperate and tropical regions

Bluetongue virus (BTV) is an important concern for the ruminant livestock industry owing to its high morbidity rate. It is mainly transmitted by a midge to a host (vectorial transmission) but even though its replication in the midge ceases during winter in temperate countries, outbreaks re-emerge in the next season. Transplacental and direct transmission have been proposed as mechanisms that facilitate its overwintering (persistence), but to date, their effects on the probability of BTV persistence are not fully understood. In addition, the effects of these mechanisms on the probability of BTV persistence in tropical regions where the virus is endemic are not clear. A deterministic model that accounts for BTV transmission to cattle is formulated and analysed. Using the next generation approach the basic reproduction number (R0) is determined. When R0<1, the model exhibits a backward bifurcation indicating that the virus persists. When R0>1, a continuous-time Markov chain (CTMC) model derived from the deterministic model is used to estimate the probability of BTV persistence. By approximating the CTMC model with a multitype Galton–Watson branching process, it is shown that both mechanisms can have a high and a low positive effect on the probability of BTV persistence in temperate and tropical regions, respectively. These results indicate the importance of transplacental and direct transmission for BTV persistence in temperate regions, but not in tropical regions where vectorial transmission is the dominant mechanism as expected.

Extinction in lower Hessenberg branching processes with countably many types

We consider a class of branching processes with countably many types which we refer to as Lower Hessenberg branching processes. These are multitype Galton–Watson processes with typeset $\mathcal{X}=\{0,1,2,\ldots\}$, in which individuals of type $i$ may give birth to offspring of type $j\leq i+1$ only. For this class of processes, we study the set $S$ of fixed points of the progeny generating function. In particular, we highlight the existence of a continuum of fixed points whose minimum is the global extinction probability vector $\boldsymbol{q}$ and whose maximum is the partial extinction probability vector $\boldsymbol{\tilde{q}}$. In the case where $\boldsymbol{\tilde{q}}=\boldsymbol{1}$, we derive a global extinction criterion which holds under second moment conditions, and when $\boldsymbol{\tilde{q}}<\boldsymbol{1}$ we develop necessary and sufficient conditions for $\boldsymbol{q}=\boldsymbol{\tilde{q}}$. We also correct a result in the literature on a sequence of finite extinction probability vectors that converge to the infinite vector $\boldsymbol{\tilde{q}}$.

Penalization of Galton–Watson processes

We apply the penalization technique introduced by Roynette, Vallois, Yor for Brownian motion to Galton–Watson processes with a penalizing function of the form P(x)sx where P is a polynomial of degree p and s∈[0,1]. We prove that the limiting martingales obtained by this method are most of the time classical ones, except in the super-critical case for s=1 (or s→1) where we obtain new martingales. If we make a change of probability measure with this martingale, we obtain a multi-type Galton–Watson tree with p distinguished infinite spines.

Galton–Watson and branching process representations of the normalized Perron–Frobenius eigenvector

Let A be a primitive matrix and let λ be its Perron–Frobenius eigenvalue. We give formulas expressing the associated normalized Perron–Frobenius eigenvector as a simple functional of a multitype Galton–Watson process whose mean matrix is A, as well as of a multitype branching process with mean matrix e(A−I)t. These formulas are generalizations of the classical formula for the invariant probability measure of a Markov chain.

Multi-type Galton-Watson Processes with Affinity-Dependent Selection Applied to Antibody Affinity Maturation.

We analyze the interactions between division, mutation and selection in a simplified evolutionary model, assuming that the population observed can be classified into fitness levels. The construction of our mathematical framework is motivated by the modeling of antibody affinity maturation of B-cells in germinal centers during an immune response. This is a key process in adaptive immunity leading to the production of high-affinity antibodies against a presented antigen. Our aim is to understand how the different biological parameters affect the system's functionality. We identify the existence of an optimal value of the selection rate, able to maximize the number of selected B-cells for a given generation.

Stability and busy periods in a multiclass queue with state-dependent arrival rates

We introduce a multiclass single-server queueing system in which the arrival rates depend on the current job in service. The system is characterized by a matrix of arrival rates in lieu of a vector of arrival rates. Our proposed model departs from existing state-dependent queueing models in which the parameters depend primarily on the number of jobs in the system rather than on the job in service. We formulate the queueing model and its corresponding fluid model and proceed to obtain necessary and sufficient conditions for stability via fluid models. Utilizing the natural connection with the multitype Galton–Watson processes, the Laplace–Stieltjes transform of busy periods in the system is given. We conclude with tail asymptotics for the busy period for heavy-tailed service time distributions for the regularly varying case.

On aggregation of multitype Galton–Watson branching processes with immigration

Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton–Watson branching process with immigration is studied in the so-called iterated and simultaneous cases, respectively. In both cases, the limit process is a zero mean Brownian motion with the same covariance function under third order moment conditions on the branching and immigration distributions. We specialize our results for generalized integer-valued autoregressive processes and single-type Galton–Watson processes with immigration as well.

Almost sure growth of supercritical multi-type continuous-state branching process

In Li (2011), Example 2.2, the notion of a multi-type continuous-state branching process (MCSBP) was introduced with a finite number of types, with the countably infinite case being proposed in Kyprianou and Palau (2017). One may consider such processes as a super-Markov chain on a countable state-space of types, which undertakes both local and non-local branching. In Kyprianou and Palau (2017) it was shown that, for MCSBPs, under mild conditions, there exists a lead eigenvalue which characterises the spectral radius of the linear semigroup associated to the process. Moreover, in a qualitative sense, the sign of this eigenvalue distinguishes between the cases where there is local extinction and exponential growth. In this paper, we continue in this vein and show that, when the number of types is finite, the lead eigenvalue gives the precise almost sure rate of growth of each type. This result matches perfectly classical analogues for multi-type Galton--Watson processes.