Branching Processes

A class of stochastic process important as models in genetics and population biology, chemical kinetics, and filtering. The basic idea is that there are a number of objects, often called particles, which, in some random fashion, reproduce ("branch") and die out; they can be of multiple types and occupy differing spatial locations. They can pursue their trajectories and their biographies either independently, or with some kind of statistical dependence across particles.

The most basic version has one type of particle, and no spatial considerations. At each time step, each parrticle gives rise to a random number of offspring; the distribution of offspring is fixed, and the number is independent across time-steps and across lineages (IID). This is the so-called Galton-Watson branching process. Galton introduced it as a model of the survival of (patrilneal) family names, so that only male offspring counted; he required the distribution of time until a given lineage went extinct. This was provided almost immediately by Watson, in a very elegant use of the method of generating functions, which is, itself, reproduced in probability textbooks down to the present day. (However, when I first encoutnered the problem, in a probability class, the teacher presented it as one about the survival of matrilineal lineages, defined by inheritance of mitochondrial DNA. Whether this was conscious subversion of the patriarchy, or just a reflection of the changing scientific interests between the 1890s and the 1990s, I couldn't say.)

Geoffrey Grimmett and David Stirzaker, Probability and Random Processes [This is my favorite probability textbook, and returns to branching processes in many places.]

P. Del Moral and L. Miclo, "Branching and Interacting Particle Systems Approximations of Feynman-Kac Formulae with Applications to Nonlinear Filtering", in J. Azema, M. Emery, M. Ledoux and M. Yor (eds)., Semainaire de Probabilites XXXIV (Springer-Verlag, 2000), pp. 1--145 [Postscript preprint. Looks like a trial run for Del Moral's book, below, which I've yet to read.]

To read:

David Assaf, Larry Goldstein and Ester Samuel-Cahn, "An unexpected connection between branching processes and optimal stopping", math.PR/0510587 = Journal of Applied Probability 37 (2000): 613--6 [This sounds like a nice pedagogical topic for a course in stochastic processes. I teach a course in stochastic processes....]

Michael Assaf and Baruch Meerson, "Spectral Theory of Metastability and Extinction in Birth-Death Systems", Physical Review Letters 97 (2006): 200602 = cond-mat/0610415

Krishna B. Athreya, Branching Processes

K. B. Athreya, A.P. Ghosh, S. Sethuraman, "Growth of preferential attachment random graphs via continuous-time branching processes", math.PR/0701649

Ellen Baake, Hans-Otto Georgii, "Mutation, selection, and ancestry in branching models: a variational approach", q-bio.PE/0611018

Charles R. Doering, Khachik V. Sargsyan and Leonard M. Sander, "Extinction times for birth-death processes: exact results, continuum asymptotics, and the failure of the Fokker-Planck approximation", q-bio/0401016

Pierre Del Moral, Feynman-Kac Formulae: Genealogical and Interacting Particle Systems [This looks really, really cool]

P. Haccou et al., Branching Processes: Variation, Growth, and Extinction of Populations

Predrag R. Jelenkovic, Jian Tan, "Modulated Branching Processes, Origins of Power Laws and Queueing Duality", 0709.4297

Jean-Francois Le Gall, Spatial Branching Processes, Random Snakes and Partial Differential Equations

Sebastian Müller, "Strong recurrence for branching Markov chains", arxiv:0710.4651

Victor M. Panaretos, "Partially observed branching processes for stochastic epidemics", Journal of Mathematical Biology 54 (2007): 645--668

David Sankoff, "Branching Processes with Terminal Types: Application to Context-Free Grammars", Journal of Applied Probability 8 (1971): 233--240 [JSTOR]

Notebooks

Branching Processes