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December 2011 Limit theorems for Markov processes indexed by continuous time Galton–Watson trees
Vincent Bansaye, Jean-François Delmas, Laurence Marsalle, Viet Chi Tran
Ann. Appl. Probab. 21(6): 2263-2314 (December 2011). DOI: 10.1214/10-AAP757

Abstract

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 Lévy processes.

Citation

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Vincent Bansaye. Jean-François Delmas. Laurence Marsalle. Viet Chi Tran. "Limit theorems for Markov processes indexed by continuous time Galton–Watson trees." Ann. Appl. Probab. 21 (6) 2263 - 2314, December 2011. https://doi.org/10.1214/10-AAP757

Information

Published: December 2011
First available in Project Euclid: 23 November 2011

zbMATH: 1235.60114
MathSciNet: MR2895416
Digital Object Identifier: 10.1214/10-AAP757

Subjects:
Primary: 60F05 , 60F15 , 60F17 , 60J80

Keywords: ancestral lineage , branching diffusion , Branching Markov process , limit theorems , Many-to-One formula , size biased reproduction distribution , size biased reproduction rate , splitted diffusion

Rights: Copyright © 2011 Institute of Mathematical Statistics

Vol.21 • No. 6 • December 2011
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