Branching Process

• stochastic processes including branching and epidemic models.

Branching processes are concerned with the generational growth and
decay of populations. 
•  A branching process creates a tree with branches which can split into
other branches at each step or at each generation in a chain. 
• We simplified problem in which the process starts from a single
individual which generates the tree. 
• Such a process models an application such as cellular growth
Generational growth 
• First, there is one individual, and this individual can produce a certain
number of offspring.
• The number of offspring is a random variable. 
• First, there is one individual, and this individual can produce a certain
number of offspring. 
• The number of offspring is a random variable. 
• First individual produces four offspring,
and then this individual is eliminated from
the population. This called  generation zero,
and the generation of these offspring is
generation one. 
• Now, each of these offspring can produce
offspring with the
same probability distribution as its parents. 
• That makes the second generation, and
the first-generation individuals are
eliminated from the population.
The number of the population at each generation, and that will be a
random variable
At each step there is a probability pj that any individual creates j
descendants (j = 0, 1, 2, . . .)
• it is assumed that this probability distribution {pj} is the same for every
individual at every generation

• We are interested in the population size in generation n

• Xn:  random variable representing the population size of generation n. 
•  X0 = 1. 
•  X1 = 4, 
• X2 = 8, 
• X3 = 10, . . . .
• populations do not necessarily increase with the generations.
• Suppose that the probability distribution of descendant numbers {pj}
has the probability generating function
• X0=1
• X2=Y1+Y2+…+YX1

• Y1 :is the number of offspring produced from the first individual in the
first generation
• For example, X2 = Y1 + Y2 + Y3 + Y4

• y1 = 1, y2 = 0, y3 = 4, y4 = 3. 
 • P (Yk  = j) = pj,   

• P (X1  = m) = pm.
• Let
• P (X2  = n) = hn.
 Then, using the partition law ,

• hn  =  P (X2  = n) =  ΣP (X2  = n|X1  = r)P (X1  = r)

• G(s) =
Branching processes and martingales
•  Consider again the branching process starting with one individual so
that X0 = 1, and with G(s) as the probability generating function of X1.
As before, Xn is the random variable representing the population size
of the n-th generation
• Suppose we look at the expected value of the random variable Xn+1
given the random variables X0, X1, X2, . . . , Xn.

• since the probability of creating descendants is the same at each

generation. Hence the expectation of Xn+1 given dependent on the
previous random variables is the product of Xn and the mean, that is
• E(Xn+1|X0, X1, X2, . . . , Xn) = Xnµ1 . 
• We define new variable Zn= Xn/µn=Xn/ µn1 
• E(Zn+1µ n+1 1 |X0, X1, X2, . . . , Xn) = Znµ n+1 1 ,
• E(Zn+1|X0, X1, X2, . . . , Xn) = Zn,
• Such a random variable sequence {Zn}, in which the expected value of
Zn+1 conditional on random variable sequence {Xn} is Zn, is known as
a martingale
• The most famous martingale arises in the following gambling problem
martingale
• this name comes from a strategy in gambling 
• first a gambler bets one dollar 
• In  the next game he bets two dollars 
• he bets four dollars
•  so, every time he plays a bet, he doubles his stake his bet, so this is
called martingale strategy
• This is known as a sure way to win
• the expectation value of the stake at any point is positive
• consider he wins for the first time in the n-th game

• 1+2+4+…+ 2n-1   = 2n  - 1

• in the next game he bets  2n and if he wins then he gets this amount of
money and that will with this money he can pay the debt and still have
one dollar
• we set random variables z0 z1 z2 z3 and so on as the amount of
• bet 
• z0=1
•  z1 = {2, 0}
• Z2={-2, 2 , 0, 4}
• Z3={-6, -4, -2, 0, 2, 4, 6}
• Zn={-2n+2, -2n+4, …,-2n-2, 2n}
• Zn = {−2 n + 2m + 2} (m = 0, 1, 2, . . . , 2 n − 1)

• for n = 1, 2, 3, . . . . The probability of any one of these values

occurring at the n-th bet is 1/2 n