Results 1 - 10 of 58

Deterministic and Stochastic Models for Coalescence (Aggregation, Coagulation): a Review of the Mean-Field Theory for Probabilists

by David J. Aldous - Bernoulli , 1997
"... Consider N particles, which merge into clusters according to the rule: a cluster of size x and a cluster of size y merge at (stochastic) rate K(x; y)=N , where K is a specified rate kernel. This MarcusLushnikov model of stochastic coalescence, and the underlying deterministic approximation given by ..."
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Consider N particles, which merge into clusters according to the rule: a cluster of size x and a cluster of size y merge at (stochastic) rate K(x; y)=N , where K is a specified rate kernel. This MarcusLushnikov model of stochastic coalescence, and the underlying deterministic approximation given by the Smoluchowski coagulation equations, have an extensive scientific literature. Some mathematical literature (Kingman's coalescent in population genetics; component sizes in random graphs) implicitly studies the special cases K(x; y) = 1 and K(x; y) = xy. We attempt a wide-ranging survey. General kernels are only now starting to be studied rigorously, so many interesting open problems appear. Keywords. branching process, coalescence, continuum tree, densitydependent Markov process, gelation, random graph, random tree, Smoluchowski coagulation equation Research supported by N.S.F. Grant DMS96-22859 1 Introduction Models, implicitly or explicitly stochastic, of coalescence (= coagulati...
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Approach to Self-Similarity in Smoluchowski’s Coagulation Equations

by Govind Menon, Robert L. Pego , 2003
"... We consider the approach to self-similarity (or dynamical scaling) in Smoluchowski’s equations of coagulation for the solvable kernels K(x, y) = 2, x + y and xy. In addition to the known self-similar solutions with exponential tails, there are one-parameter families of solutions with algebraic deca ..."
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We consider the approach to self-similarity (or dynamical scaling) in Smoluchowski’s equations of coagulation for the solvable kernels K(x, y) = 2, x + y and xy. In addition to the known self-similar solutions with exponential tails, there are one-parameter families of solutions with algebraic decay, whose form is related to heavy-tailed distributions well-known in probability theory. For K = 2 the size distribution is Mittag-Leffler, and for K = x + y and K = xy it is a power-law rescaling of a maximally skewed α-stable Lévy distribution. We characterize completely the domains of attraction of all self-similar solutions under weak convergence of measures. Our results are analogous to the classical characterization of stable distributions in probability theory. The proofs are simple, relying on the Laplace transform and a fundamental rigidity lemma for scaling limits.
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Enumerations Of Trees And Forests Related To Branching Processes And Random Walks

by Jim Pitman - Microsurveys in Discrete Probability, number 41 in DIMACS Ser. Discrete Math. Theoret. Comp. Sci , 1997
"... In a Galton-Watson branching process with offspring distribution (p 0 ; p 1 ; : : :) started with k individuals, the distribution of the total progeny is identical to the distribution of the first passage time to \Gammak for a random walk started at 0 which takes steps of size j with probability p ..."
Abstract - Cited by 42 (14 self) - Add to MetaCart
In a Galton-Watson branching process with offspring distribution (p 0 ; p 1 ; : : :) started with k individuals, the distribution of the total progeny is identical to the distribution of the first passage time to \Gammak for a random walk started at 0 which takes steps of size j with probability p j+1 for j \Gamma1. The formula for this distribution is a probabilistic expression of the Lagrange inversion formula for the coefficients in the power series expansion of f(z) k in terms of those of g(z) for f(z) defined implicitly by f(z) = zg(f(z)). The Lagrange inversion formula is the analytic counterpart of various enumerations of trees and forests which generalize Cayley's formula kn n\Gammak\Gamma1 for the number of rooted forests labeled by a set of size n whose set of roots is a particular subset of size k. These known results are derived by elementary combinatorial methods without appeal to the Lagrange formula, which is then obtained as a byproduct. This approach unifies an...
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The structure of the allelic partition of the total population for Galton-Watson processes with neutral mutations

by Jean Bertoin, Université Pierre, Marie Curie
"... We consider a (sub-)critical Galton–Watson process with neutral mutations (infinite alleles model), and decompose the entire population into clusters of individuals carrying the same allele. We specify the law of this allelic partition in terms of the distribution of the number of clone-children and ..."
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We consider a (sub-)critical Galton–Watson process with neutral mutations (infinite alleles model), and decompose the entire population into clusters of individuals carrying the same allele. We specify the law of this allelic partition in terms of the distribution of the number of clone-children and the number of mutant-children of a typical individual. The approach combines an extension of Harris representation of Galton–Watson processes and a version of the ballot theorem. Some limit theorems related to the distribution of the allelic partition are also given. 1. Introduction. We consider a Galton–Watson process, that is, a population model with asexual reproduction such that at every generation, each individual gives birth to a random number of children according to a fixed distribution and independently of the other individuals in the population. We are interested in the situation where a child can be either a clone, that
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Growth of Lévy trees

by Thomas Duquesne, Matthias Winkel - Probab. Theory Related Fields 139 313–371. MR2322700 , 2007
"... We construct random locally compact real trees called Lévy trees that are the genealogical trees associated with continuous-state branching processes. More precisely, we define a growing family of discrete Galton-Watson trees with i.i.d. exponential branch lengths that is consistent under Bernoulli ..."
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We construct random locally compact real trees called Lévy trees that are the genealogical trees associated with continuous-state branching processes. More precisely, we define a growing family of discrete Galton-Watson trees with i.i.d. exponential branch lengths that is consistent under Bernoulli percolation on leaves; we define the Lévy tree as the limit of this growing family with respect to the Gromov-Hausdorff topology on metric spaces. This elementary approach notably includes supercritical trees and does not make use of the height process introduced by Le Gall and Le Jan to code the genealogy of (sub)critical continuous-state branching processes. We construct the mass measure of Lévy trees and we give a decomposition along the ancestral subtree of a Poisson sampling directed by the mass measure.

SPINAL PARTITIONS AND INVARIANCE UNDER RE-ROOTING OF CONTINUUM RANDOM TREES

by Bénédicte Haas, Jim Pitman, Matthias Winkel , 2009
"... We develop some theory of spinal decompositions of discrete and continuous fragmentation trees. Specifically, we consider a coarse and a fine spinal integer partition derived from spinal tree decompositions. We prove that for a two-parameter Poisson–Dirichlet family of continuous fragmentation trees ..."
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We develop some theory of spinal decompositions of discrete and continuous fragmentation trees. Specifically, we consider a coarse and a fine spinal integer partition derived from spinal tree decompositions. We prove that for a two-parameter Poisson–Dirichlet family of continuous fragmentation trees, including the stable trees of Duquesne and Le Gall, the fine partition is obtained from the coarse one by shattering each of its parts independently, according to the same law. As a second application of spinal decompositions, we prove that among the continuous fragmentation trees, stable trees are the only ones whose distribution is invariant under uniform re-rooting.
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The Percolation Process on a Tree Where Infinite Clusters are Frozen

by David J. Aldous - Math. Proc. Cambridge Philos. Soc , 1999
"... Modify the usual percolation process on the infinite binary tree by forbidding infinite clusters to grow further. The ultimate configuration will consist of both infinite and finite clusters. We give a rigorous construction of a version of this process and show that one can do explicit calculations ..."
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Modify the usual percolation process on the infinite binary tree by forbidding infinite clusters to grow further. The ultimate configuration will consist of both infinite and finite clusters. We give a rigorous construction of a version of this process and show that one can do explicit calculations of various quantities, for instance the law of the time (if any) that the cluster containing a fixed edge becomes infinite. Surprisingly, the distribution of the shape of a cluster which becomes infinite at time t ? 1=2 does not depend on t; it is always distributed as the incipient infinite percolation cluster on the tree. Similarly, a typical finite cluster at each time t ? 1=2 has the distribution of a critical percolation cluster. This elaborates an observation of Stockmayer (1942). AMS 1991 subject classification: 60K35, 05C80 Research supported by N.S.F. Grant DMS96-22859 1 Introduction Let T = (V; E) be the infinite binary tree, wherein each vertex has degree three: V is the ver...
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Brownian Motion, Bridge, Excursion, and Meander Characterized by Sampling at Independent Uniform Times

by Jim Pitman - ELECTRON. J. PROBAB , 1999
"... For a random process X consider the random vector defined by the values of X at times 0 <U n,1 < ... < U n,n < 1 and the minimal values of X on each of the intervals between consecutive pairs of these times, where the U n,i are the order statistics of n independent uniform (0, 1) variabl ..."
Abstract - Cited by 22 (4 self) - Add to MetaCart
For a random process X consider the random vector defined by the values of X at times 0 &lt;U n,1 &lt; ... &lt; U n,n &lt; 1 and the minimal values of X on each of the intervals between consecutive pairs of these times, where the U n,i are the order statistics of n independent uniform (0, 1) variables, independent of X . The joint law of this random vector is explicitly described when X is a Brownian motion. Corresponding results for Brownian bridge, excursion, and meander are deduced by appropriate conditioning. These descriptions yield numerous new identities involving the laws of these processes, and simplified proofs of various known results, including Aldous&apos;s characterization of the random tree constructed by sampling the excursion at n independent uniform times, Vervaat&apos;s transformation of Brownian bridge into Brownian excursion, and Denisov&apos;s decomposition of the Brownian motion at the time of its minimum into two independent Brownian meanders. Other consequences of the sampling formulae a...

A continuum-tree-valued Markov process

by Romain Abraham, Jean-françois Delmas
"... Abstract. We present a construction of a Lévy continuum random tree (CRT) associated with a super-critical continuous state branching process using the so-called exploration process and a Girsanov’s theorem. We also extend the pruning procedure to this supercritical case. Let ψ be a critical branchi ..."
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Abstract. We present a construction of a Lévy continuum random tree (CRT) associated with a super-critical continuous state branching process using the so-called exploration process and a Girsanov’s theorem. We also extend the pruning procedure to this supercritical case. Let ψ be a critical branching mechanism. We set ψθ(·) = ψ( · + θ) − ψ(θ). Let Θ = (θ∞,+∞) or Θ = [θ∞,+∞) be the set of values of θ for which ψθ is a branching mechanism. The pruning procedure allows to construct a decreasing Lévy-CRT-valued Markov process (Tθ, θ ∈ Θ), such that Tθ has branching mechanism ψθ. It is sub-critical if θ&gt; 0 and super-critical if θ &lt; 0. We then consider the explosion time A of the CRT: the smaller (negative) time θ for which Tθ has finite mass. We describe the law of A as well as the distribution of the CRT just after this explosion time. The CRT just after explosion can be seen as a CRT conditioned not to be extinct which is pruned with an independent intensity related to A. We also study the evolution of the CRT-valued process after the explosion time. This extends results from Aldous and Pitman on Galton-Watson trees. For the particular case of the quadratic branching mechanism, we show that after explosion the total mass of the CRT behaves like the inverse of a stable subordinator with index 1/2. This result is related to the size of the tagged fragment for the fragmentation of Aldous ’ CRT. 1.
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PRUNING A LÉVY CONTINUUM RANDOM TREE

by Romain Abraham, Jean-françois Delmas, Guillaume Voisin , 804
"... Abstract. Given a general critical or sub-critical branching mechanism, we define a pruning procedure of the associated Lévy continuum random tree. This pruning procedure is defined by adding some marks on the tree, using Lévy snake techniques. We then prove that the resulting sub-tree after pruning ..."
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Abstract. Given a general critical or sub-critical branching mechanism, we define a pruning procedure of the associated Lévy continuum random tree. This pruning procedure is defined by adding some marks on the tree, using Lévy snake techniques. We then prove that the resulting sub-tree after pruning is still a Lévy continuum random tree. This last result is proved using the exploration process that codes the CRT, a special Markov property and martingale problems for exploration processes. We finally give the joint law under the excursion measure of the lengths of the excursions of the initial exploration process and the pruned one. 1.
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