BRANCHING PROCESSES

Review: Probability Generating Functions (Grimmett and Stirzaker, Section 5.1)

The Probability Generating Function of a non-negative integer valued discrete random

variable 𝑋 is defined as:

𝐺𝑋 (𝑠) = 𝐸[ 𝑠 𝑋 ] for all 𝑠 ∈ ℝ for which the expectation exists.

If𝑋 has probability function 𝑓𝑋 then

𝐺𝑋 (𝑠) = ∑ 𝑠 𝑥 𝑓𝑋 (𝑥)
𝑥

Theorems:
𝑑
1) 𝐺𝑋′ (1) = 𝐺𝑋 (𝑠)| 𝑠=1 = 𝐸[𝑋]
𝑑𝑠

(𝑘) 𝑑𝑘
2) 𝐺𝑋 (1) = 𝐺𝑋 (𝑠)| 𝑠=1 = 𝐸[𝑋 (𝑋 − 1) … (𝑋 − 𝑘 + 1)]
𝑑𝑠 𝑘

3) If 𝑋 ⊥ 𝑌 then 𝐺𝑋+𝑌 (𝑠) = 𝐺𝑋 (𝑠) 𝐺𝑌 (𝑠)

1 (𝑛) 1 𝑑𝑛
4) 𝑃(𝑋 = 𝑛) = 𝐺𝑋 (0) = 𝐺𝑋 (𝑠)| 𝑠=0 ; 𝑛 = 0, 1, 2 …
𝑛! 𝑛! 𝑑𝑠 𝑛

Note that for 𝑛 = 0: 𝑃(𝑋 = 0) = 𝐺𝑋 (0)

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5) 𝐺𝑋 (1) = 1

6) If 𝑋1 , 𝑋2 … are independent and identically distributed non-negative integer valued

discrete random variables each with PGF 𝐺𝑋 (𝑠), and 𝑁 is a non-negative integer valued
discrete random variable with PGF 𝐺𝑁 (𝑠), and 𝑁 is independent of the 𝑋𝑖 ′𝑠 and
𝑁

𝑇 = ∑ 𝑋𝑖
𝑖=1

then:

𝐺𝑇 (𝑠) = 𝐺𝑁 ( 𝐺𝑋 (𝑠) )

Branching Processes (Grimmett and Stirzaker, Section 5.4)

Start with one individual at time 𝑛 = 0.

Size of population at time 𝑛 = 0 is 𝑍0 = 1

This individual produces a number of offspring, 𝑌, which is a non-negative integer

valued discrete random variable, and then dies.

Distribution of 𝑌: Family size distribution, 𝑃(𝑌 = 𝑘) = 𝑝𝑘 ; 𝑘 = 0,1, 2 …

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Suppose 𝑌 = 𝑗. At time 𝑛 = 1, the 𝑗 offspring produce 𝑌1 , 𝑌2 … 𝑌𝑗 offspring respectively,
and then immediately die. The 𝑌𝑖 ’s are independent and identically distributed, each
with the same distribution as 𝑌 (the family size distribution.)

This process repeats at each generation 𝑛 = 1, 2, 3 …

Let the size of population at time 𝑛 be 𝑍𝑛 ; 𝑛 = 0, 1, 2 …

Then {𝑍𝑛 } is a Markov chain with state space 𝐸 = {0, 1, 2 … }

Note that if, at time 𝑛 − 1, each of the 𝑍𝑛−1 individuals have 0 offspring, then 𝑍𝑛 =
0, 𝑍𝑛+1 = 0, 𝑍𝑛+2 = 0 …

So state 0 is an absorbing state of this Markov Chain.

The Markov Chain {𝑍𝑛 } is called a Branching Process.

Note that 𝑍𝑛 is a non-negative integer valued discrete random variable. So we can try
to find its PGF.

For ease of notation, denote the PGF 𝐺𝑍𝑛 (𝑠) of 𝑍𝑛 as 𝐺𝑛 (𝑠)

It is clear that 𝐺𝑍1 (𝑠) = 𝐺1 (𝑠) = 𝐺𝑌 (𝑠)

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Theorem: 𝐺𝑚+𝑛 (𝑠) = 𝐺𝑚 ( 𝐺𝑛 (𝑠) ) = 𝐺𝑛 ( 𝐺𝑚 (𝑠) )

Theorem: 𝐺𝑛 (𝑠) = 𝐺𝑛−1 ( 𝐺1 (𝑠) ) = 𝐺𝑛−1 ( 𝐺𝑌 (𝑠) )

Distribution of the population size at time 𝒏, 𝒁𝒏

Theorem: 𝐺𝑛 (𝑠) = 𝐺1 ( 𝐺1 (𝐺1 … 𝐺1 (𝑠) … ) ) , an n-fold iterate of 𝐺1 (𝑠) = 𝐺𝑌 (𝑠)

Let the mean of the family size distribution, 𝐸[𝑌] = 𝜇

Let the variance of the family size distribution, 𝑉𝑎𝑟[𝑌] = 𝜎 2

Theorem:

𝐸[ 𝑍𝑛 ] = 𝜇𝑛

𝑛𝜎 2 𝑖𝑓 𝜇 = 1
𝑉𝑎𝑟[ 𝑍𝑛 ] = 1 − 𝜇𝑛
2 𝑛−1
𝜎 𝜇 ( ) 𝑖𝑓 𝜇 ≠ 1
{ 1−𝜇