Branching Process

20.1 INTRODUCTION
the ability to produce
Let us consider a group of similar objects which havenurnber
similar objects, either offsprings or children. The total of such cbjects
initially present are the members of the initial generation. The total number of
members or children born to the mermbers of initial generation comprises of
the first generation. Likewise the children to the first generation conprises the
members of the second generation and so on. The branching process can be
applied to compute the chance of extinction, size of a given generation and
the total size of population.
So far as the historical development of branching process in concerned,
it is believed that the process must have originated from a problem posSsed by
Francis Galton long back in 1873. The problem is of the following type :
"A large nation of whom we will only concern ourselves with adult
males,Ninnumber, and whoeach bear separate surnames, colonise a district.
Their law of population is such that, in each generation, ag percent of the
adult males have no male children who reach adult life; a, have one such
male children who reach adult life; a, have two; and so on upto az who have
five. To find () what proportion of the surnames will have become extinct
after r generations and (i) how many instances there will be of the san
surname being held by n persons."
The first attempt to solve the problen was by Watson. However, Hevde
and Seneta later pointed out that a similar problem was also posed by
Bienayme' in 1845, atleast 28 years earlier to Galton.
Whoever has initiated the problem of branching process, the tool is
extremely useful for modelling severalphysical process such as chemical and
nuclear chain reaction. This also serves as a crude model for population
growth.
Let N(n, i) be the number of childrern born to the h individual of the nth
generation. The basic assumption ia that the random variables N(n, i), (n e N,
i=1,2, ..) are independent and identically distributed.
Let, P:= P[N (n, i) =k], k=0,1, ...
We define the probability generation function of the
same as,
 G(s) = , sp, k=0, 1,2, .. and 0s1.
k=0
Let ,be a
If X, = 0, the random variable representing the size of the n" generation.
accordingly,X,1population
is said to become extinct in the nth
=0, Xy= 0, . generation,
But, if X,, =
i0then,
Thus,we have Xn+1 = N(1, 1) +N(n, 2) +...+ N(n, i)
Xyl =0 if X, = 0
= N(n, 1) +N(n, 2) + ... + N(n, X,) if X,>0
Thus, (Xprocess.
a branching n =0, 1, 2, ...] is a Markov
chain.
Such a stochastic prOcess is
Suppose that the size of the initial generation is 1,
So,we can i.e., Xo = 1.
write,

where, ZL; i=1

generation.represents the number of offspring of the th individual of the (n -1yt

Now,
E[X] =E(E[X, |X-})
where u is the mean number of = E[Xn-=p":
Let y denotes the offspring per individual.
population ever dies out.probability that, starting with a single
To = P [Population dies
individual, the
out

j-0 Plpopulation dies out |X =j P,

Now given that X,=j, the
if, each of the j families
started bypopulation
the
will eventually die out if, and
die out.Since each
family act members of the first generation only
particular family dies out is Ro
So,
independently, and as the
probabilityeventually
that any

P[Population dies out |X, =j] = nh

Thus,
j=0
20.2 EXAMPLES OF BRANCHING PROCESS
() Branching process are commonly encountered in the context of
nuclear chain reactions.
() In Biology the problems related to the future
gene can be explained using Branching Process.generation of a mutant
(n) Questions related to the survival of family names, where ondy
deacendants are taken into account can be answered usingmale the
Banching Process.
20.3 GENERATING FUNCTION OF A BRANCHING PROCESS
Let |X, n 0) is a branching process, such that we
have,
X,

i=1
where Z, = number of off springs of the ith individual
Let us assume that Z,s are iid random variables with distribution {p
Now, the probability generating function of the branching process is
given by,

Accordingly let us define,

P(s) = 2 P (Z,= k] st=
- Pst

P(s) = X PX, =k] s, n= 0, 1, 2, ...

as the pgof X
Theorem 20.1 P,() = P- [P(S)] and P,(s) =PP,-(s)]
Proof : We have, for in = 1, 2, ..

P[X, =k] = PX,= k|X =l x P[X-*il

j=0

Now, j=0 PLi=lX4=*|PX,-1 =l

P,(s) = P(X,=k<s
k=0

k=0 k=0 Li=l

 0], also, I unuty
consists 1.
=PP;(s)) = is
functions
theis P[X, m; then
extinction
(X_} > generation.
is Z when 1n less
P(s) +Zyt. for
sequence
root 4o
generating
if =0 =
so, PPP,(s)}] n [P()] occurs ultimate
., positive P(0)
Z+ (P(P(S)] X nth
variables 2, =
0,1, random then
Extinction the
probability
for P(0)
have
on. P[P,(6)] (s)) P 1m, of the at
same
random P(P(S] = = probability occurs
we so P, = P[P k (s)] the = is
=
4,
the j1P($)} 1, and = -
P
P,()]
p- = P(s)] = PP$)1;
P{[P,(s)] that n. nfor
extinction 0]
= P(0),
[P()] P{(P,($)] P-
the then == P,(P($)] of PX,extinction
iid X, P,[P()] valus=0, S
=
P(s)
are are = when P,- -P, EXTINCTION
meant
the 4= =
Z, P X, 9,
bracesete, P(X, (P(s)) =
P-(s)
= = = = = P,(s) = P, finite ultimate
of
Z, function ... P(s) P,$) P{s) P,($) P(s) is if
Clearly,
s1, of
4, have it probability
theZ,. 3, process
some m define
within -
P 2, 1. :If of
Also, = we
generating P(s) =
n =3,
OF
theexceptn. = 20.2probability
term Z, putting
=4, of 0] us
n Now,from, n CHANCE
of values = of
the Let
equation, the
t for for all
extinction 0|X,Theorem Clearly.
the Also
for, Proof:q,
Now, Thus, Thus, -1 for
Nw,Probubility if
So, n = the
some
zeros
i.e.,
So, = 20.4 P(X,- m>1,
k
for By of for
 Now,
P(S) is a strictly increasing function of s,
So, 4, = P91) = P9) > P(0) =q1
as, 4,= P9,)obtained
from P,(s) =P[P,(5))
Thus, 42>1
Assuming 4,, > 4n-1 We get,
9n+1= P4) >P(9)=9,,
Thus, 41<42<43 , .e,the monotone increasing sequence (q,) is bounded
aboveby1. Hence, q, has alimit, i.e.,
Lim 4, =q(say), where 0sqs1.
11-0
probability of ultimate extinction, i.e., it satisfies the equation,
So, q is the
the equation
q= P(), i.e.,q isthe root of S = P(S)
us show thatgis the smallest root of s = P(s).
Now, let
positive root,then
Let s,be an arbitray q,=P(0) <P(S)= S0
Sp
and we assume that, 4., < .
have q,, < s
So, by induction we
Thus,
q= Lim q, SSo
positive root of s = P(s).
the smallest and ends with
Which implies q is the point
P(s) starts atquadrent,
(0, po)
accordingly two cases
the line y =
The graph of lie entirely in the first
curve
(1, 1). Thus the the line y = s, in this case
follows : P(s) lie entirely above unique root of s =
= the
Case I : The
curve y
intersection, and so unity is
1) is the only point of
(,
P(S), and so,
(1, 1) ,(1, 1)
1 1

( öP
, (6))

Po
Po 45°

45°

Fig
 q, <E<1.
P(8))(0 =8and
y=sininduction,
(8, <P8) å
pointabove in
E
by
=P{0) value
and so
another when,
s1
(1) and a
1) 4, 8<1. is
at (0, Then,
6, there unity
1-s P =sin = P(6) = than
y s= <s<ô. qthat, 1) P(1)-P()
s 1. y <
intersects P(q) (8, 1-8
P(s) ns line0 interval less
so P()>1.
1- = thein
s - S, so, root1.P(1)>
I)-P)= (1) below > q,m+1 = P(E)=monotone
r)-P)P' P(s) Pls) . the the
1-$ when =v lies
get,
à<s<land It in is
curve we consider q
=l convex, is that
<Ó, derivative
Lin1 . The find
Lim- 0 being in 4,, us
: let we
II <s that Hence,
Ihen Thus, Case P(s) Now, the Thus,
that ASsuming such
that,
suh i.e., as
S), and