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Limit theorems for Markov processes indexed by continuous time Galton-Watson trees
Bansaye V., Delmas J.-F., Marsalle L., Tran V. C.
http://hal.archives-ouvertes.fr/hal-00431118
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Mathematics/Probability
Limit theorems for Markov processes indexed by continuous time Galton-Watson trees
Vincent Bansaye () 1, Jean-François Delmas (, http://cermics.enpc.fr/~delmas/home.html) 2, Laurence Marsalle ( ) 3, Viet Chi Tran ( ) 1, 3
1:  Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP)
http://www.cmap.polytechnique.fr/
Polytechnique - X – CNRS : UMR7641
CMAP UMR 7641 École Polytechnique CNRS Route de Saclay 91128 Palaiseau Cedex
France
2:  Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS)
http://cermics.enpc.fr/
Ecole des Ponts ParisTech
6 et 8 avenue Blaise Pascal Cité Descartes - Champs sur Marne 77455 Marne la Vallée Cedex 2
France
3:  Laboratoire Paul Painlevé (LPP)
http://math.univ-lille1.fr/
CNRS : UMR8524 – Université Lille I - Sciences et technologies
U.F.R. de Mathématiques 59 655 Villeneuve d'Ascq Cédex
France
We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton-Watson tree. The particles move independently according to a Markov process and when a branching event occurs, the offspring locations depend on the position of the mother and the number of offspring. We prove a law of large numbers for the empirical measure of individuals alive at time $t$. This relies on a probabilistic interpretation of its intensity by mean of an auxiliary process. This latter has the same generator as the Markov process along the branches plus additional branching events, associated with jumps of accelerated rate and biased distribution. This comes from the fact that choosing an individual uniformly at time $t$ favors lineages with more branching events and larger offspring number. The central limit theorem is considered on a special case. Several examples are developed, including applications to splitting diffusions, cellular aging, branching Lévy processes and ancestral lineages.
English

Branching Markov process – Branching diffusion – Limit theorems – Size biased reproduction distribution
60J80 ; 60F17 ; 60F15 ; 60F05
40 pages, 2 figures

Project Id MAEV, ANR-06-BLAN-3_146282 ; Viroscopy, ANR-08-SYSC-016-03 ; A3, ANR-08-BLAN-0190

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BMTconttime09_11_2009.tex(135.5 KB)
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arbre_continu_chi2.eps(11.6 KB)
biblioBMT.bib(18.1 KB)
BMTconttime09_11_2009.bbl(10.3 KB)
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