Home | Contents | Submissions, editors, etc. | Login | Search | ECP
 Electronic Journal of Probability > Vol. 10 (2005) > Paper 9 open journal systems 


Alpha-Stable Branching and Beta-Coalescents

Matthias Birkner, Weierstrass Institute for Applied Analysis and Stochastics, Germany
Jochen Blath, University of Oxford, UK
Marcella Capaldo, University of Oxford, UK
Alison M. Etheridge, University of Oxford, UK
Martin Möhle, University of Tübingen, Germany
Jason Schweinsberg, University of California at San Diego, USA
Anton Wakolbinger, J. W. Goethe Universität


Abstract
We determine that the continuous-state branching processes for which the genealogy, suitably time-changed, can be described by an autonomous Markov process are precisely those arising from $alpha$-stable branching mechanisms.  The random ancestral partition is then a time-changed $Lambda$-coalescent, where $Lambda$ is the Beta-distribution with parameters $2-alpha$ and $alpha$, and the time change is given by $Z^{1-alpha}$, where $Z$ is the total population size. For $alpha = 2$ (Feller's branching diffusion) and $Lambda = delta_0$ (Kingman's coalescent), this is in the spirit of (a non-spatial version of) Perkins' Disintegration Theorem.  For $alpha =1$ and $Lambda$ the uniform distribution on $[0,1]$, this is the duality discovered by Bertoin & Le Gall (2000) between the norming of Neveu's continuous state branching process and the Bolthausen-Sznitman coalescent.
We present two approaches: one, exploiting the `modified lookdown construction', draws heavily on Donnelly & Kurtz (1999); the other is based on direct calculations with generators.



Full text: PDF

Pages: 303-325

Published on: March 4, 2005


Bibliography
biblinks.html Bertoin, Jean. Lévy processes. Cambridge Tracts in Mathematics, 121. Cambridge University Press, Cambridge, 1996. x+265 pp. ISBN: 0-521-56243-0 MR1406564 (98e:60117)

Bertoin, Jean; Le Gall, Jean-François. The Bolthausen-Sznitman coalescent and the genealogy of continuous-state branching processes. Probab. Theory Related Fields 117 (2000), no. 2, 249--266. MR1771663 (2001h:60150)

Bertoin, Jean; Le Gall, Jean-François. Stochastic flows associated to coalescent processes. Probab. Theory Related Fields 126 (2003), no. 2, 261--288. MR1990057 (2004f:60080)

Bertoin, Jean; Le Gall, Jean-François. Stochastic flows associated to coalescent processes II: Stochastic differential equations, Preprint (2004), available at http://www.proba.jussieu.fr/mathdoc/preprints/. Math. Review number not available.

Bolthausen, E.; Sznitman, A.-S. On Ruelle's probability cascades and an abstract cavity method. Comm. Math. Phys. 197 (1998), no. 2, 247--276. MR1652734 (99k:60244)

Bovier, A; Kurkova, I. Derrida's generalized random energy models 4: continuous-state branching and coalescents,  Preprint (2003), available at http://www.wias-berlin.de/people/bovier/files/bk04-good.pdf. Math. Review number not available.

Dawson, Donald A. Measure-valued Markov processes. École d'Été de Probabilités de Saint-Flour XXI---1991, 1--260, Lecture Notes in Math., 1541, Springer, Berlin, 1993. MR1242575 (94m:60101) 

Dawson, Donald A.; Hochberg, Kenneth J. Wandering random measures in the Fleming-Viot model. Ann. Probab. 10 (1982), no. 3, 554--580. MR0659528 (84i:92044)

Dawson, Donald A.; Perkins, Edwin A. Historical processes. Mem. Amer. Math. Soc. 93 (1991), no. 454, iv+179 pp. MR1079034 (92a:60145)

Donnelly, Peter; Kurtz, Thomas G. A countable representation of the Fleming-Viot measure-valued diffusion. Ann. Probab. 24 (1996), no. 2, 698--742. MR1404525 (98f:60162)

Donnelly, Peter; Kurtz, Thomas G. Particle representations for measure-valued population models. Ann. Probab. 27 (1999), no. 1, 166--205. MR1681126 (2000f:60108)

Duquesne, Thomas; Le Gall, Jean-François. Random trees, Lévy processes and spatial branching processes. Astérisque No. 281, (2002), vi+147 pp. MR1954248 (2003m:60239)

Durrett, Richard. Probability: theory and examples. Second edition. Duxbury Press, Belmont, CA, 1996. xiii+503 pp. ISBN: 0-534-24318-5 MR1609153 (98m:60001)

El Karoui, Nicole; Roelly, Sylvie. Propriétés de martingales, explosion et représentation de Lévy-Khintchine d'une classe de processus de branchement à valeurs mesures. (French) [Martingale properties, explosion and Levy-Khinchin representation of a class of measure-valued branching processes] Stochastic Process. Appl. 38 (1991), no. 2, 239--266. MR1119983 (92k:60194)

Etheridge, Alison; March, Peter. A note on superprocesses. Probab. Theory Related Fields 89 (1991), no. 2, 141--147. MR1110534 (92h:60080)

Ethier, Stewart N.; Kurtz, Thomas G. Markov processes. Characterization and convergence. Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics. John Wiley & Sons, Inc., New York, 1986. x+534 pp. ISBN: 0-471-08186-8 MR0838085 (88a:60130)

Feller, William. An introduction to probability theory and its applications. Vol. II. John Wiley & Sons, Inc., New York-London-Sydney 1966 xviii+636 pp. MR0210154 (35 #1048)

Grey, D. R. Asymptotic behaviour of continuous time, continuous state-space branching processes. J. Appl. Probability 11 (1974), 669--677. MR0408016 (53 #11783)

Jiv rina, Miloslav. Stochastic branching processes with continuous state space. Czechoslovak Math. J. 8 (83) 1958 292--313. MR0101554 (21 #364)  

Kingman, J. F. C. The representation of partition structures. J. London Math. Soc. (2) 18 (1978), no. 2, 374--380. MR0509954 (80a:05018) 

Kingman, J. F. C. The coalescent. Stochastic Process. Appl. 13 (1982), no. 3, 235--248. MR0671034 (84a:60079)   

Lamperti, John. Continuous state branching processes. Bull. Amer. Math. Soc. 73 1967 382--386. MR0208685 (34 #8494)   

Lamperti, John. The limit of a sequence of branching processes. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 7 1967 271--288. MR0217893 (36 #982)

Le Gall, Jean-Francois; Le Jan, Yves. Branching processes in Lévy processes: the exploration process. Ann. Probab. 26 (1998), no. 1, 213--252. MR1617047 (99d:60096)

Möhle, M. Forward and backward diffusion approximations for haploid exchangeable population models. Stochastic Process. Appl. 95 (2001), no. 1, 133--149. MR1847095 (2002f:92021) 

J. Neveu. A continuous-state branching process in relation with the GREM model of spin glass theory.  Rapport interne no. 267, Ecole Polytechnique. Math. Review number not available.

Perkins, Edwin A. Conditional Dawson-Watanabe processes and Fleming-Viot processes. Seminar on Stochastic Processes, 1991 (Los Angeles, CA, 1991), 143--156, Progr. Probab., 29, Birkhäuser Boston, Boston, MA, 1992. MR1172149 (93h:60078)

Pitman, Jim. Coalescents with multiple collisions. Ann. Probab. 27 (1999), no. 4, 1870--1902. MR1742892 (2001h:60016)

Revuz, Daniel; Yor, Marc. Continuous martingales and Brownian motion. Third edition. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 293. Springer-Verlag, Berlin, 1999. xiv+602 pp. ISBN: 3-540-64325-7 MR1725357 (2000h:60050) 

Sagitov, Serik. The general coalescent with asynchronous mergers of ancestral lines. J. Appl. Probab. 36 (1999), no. 4, 1116--1125. MR1742154 (2001f:92019)

Schweinsberg, Jason. A necessary and sufficient condition for the $Lambda$-coalescent to come down from infinity. Electron. Comm. Probab. 5 (2000), 1--11 (electronic). MR1736720 (2001g:60025) 

Schweinsberg, Jason. Coalescent processes obtained from supercritical Galton-Watson processes. Stochastic Process. Appl. 106 (2003), no. 1, 107--139. MR1983046 (2004d:60222) 

Silverstein, M. L. A new approach to local times. J. Math. Mech. 17 1967/1968 1023--1054. MR0226734 (37 #2321) 
























Research
Support Tool
Capture Cite
View Metadata
Printer Friendly
Context
Author Address
Action
Email Author
Email Others


Home | Contents | Submissions, editors, etc. | Login | Search | ECP

Electronic Journal of Probability. ISSN: 1083-6489