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Institute
- Mathematik (377) (remove)
The work presented in this thesis is devoted to two classes of mathematical population genetics models, namely the Kingman-coalescent and the Beta-coalescents. Chapters 2, 3 and 4 of the thesis include results concerned with the first model, whereas Chapter 5 presents contributions to the second class of models.
The objective of this paper is the study of the equilibrium behavior of a population on the hierarchical group ΩN consisting of families of individuals undergoing critical branching random walk and in addition these families also develop according to a critical branching process. Strong transience of the random walk guarantees existence of an equilibrium for this two-level branching system. In the limit N→∞ (called the hierarchical mean field limit), the equilibrium aggregated populations in a nested sequence of balls B(N)ℓ of hierarchical radius ℓ converge to a backward Markov chain on R+. This limiting Markov chain can be explicitly represented in terms of a cascade of subordinators which in turn makes possible a description of the genealogy of the population.
We determine that the continuous-state branching processes for which the genealogy, suitably time-changed, can be described by an autonomous Markov process are precisely those arising from $\alpha$-stable branching mechanisms. The random ancestral partition is then a time-changed $\Lambda$-coalescent, where $\Lambda$ is the Beta-distribution with parameters $2-\alpha$ and $\alpha$, and the time change is given by $Z^{1-\alpha}$, where $Z$ is the total population size. For $\alpha = 2$ (Feller's branching diffusion) and $\Lambda = \delta_0$ (Kingman's coalescent), this is in the spirit of (a non-spatial version of) Perkins' Disintegration Theorem. For $\alpha =1$ and $\Lambda$ the uniform distribution on $[0,1]$, this is the duality discovered by Bertoin & Le Gall (2000) between the norming of Neveu's continuous state branching process and the Bolthausen-Sznitman coalescent.
We present two approaches: one, exploiting the `modified lookdown construction', draws heavily on Donnelly & Kurtz (1999); the other is based on direct calculations with generators.
In this paper we prove asymptotic normality of the total length of external branches in Kingman's coalescent. The proof uses an embedded Markov chain, which can be described as follows: Take an urn with n black balls. Empty it in n steps according to the rule: In each step remove a randomly chosen pair of balls and replace it by one red ball. Finally remove the last remaining ball. Then the numbers Uk, 0 < k < n, of red balls after k steps exhibit an unexpected property: (U0, ... ,Un) and (Un, ... ;U0) are equal in distribution.
The random split tree introduced by Devroye (1999) is considered. We derive a second order expansion for the mean of its internal path length and furthermore obtain a limit law by the contraction method. As an assumption we need the splitter having a Lebesgue density and mass in every neighborhood of 1. We use properly stopped homogeneous Markov chains, for which limit results in total variation distance as well as renewal theory are used. Furthermore, we extend this method to obtain the corresponding results for the Wiener index.
ranching Processes in Random Environment (BPREs) $(Z_n:n\geq0)$ are the generalization of Galton-Watson processes where \lq in each generation' the reproduction law is picked randomly in an i.i.d. manner. The associated random walk of the environment has increments distributed like the logarithmic mean of the offspring distributions. This random walk plays a key role in the asymptotic behavior. In this paper, we study the upper large deviations of the BPRE $Z$ when the reproduction law may have heavy tails. More precisely, we obtain an expression for the limit of $-\log \mathbb{P}(Z_n\geq \exp(\theta n))/n$ when $n\rightarrow \infty$. It depends on the rate function of the associated random walk of the environment, the logarithmic cost of survival $\gamma:=-\lim_{n\rightarrow\infty} \log \mathbb{P}(Z_n>0)/n$ and the polynomial rate of decay $\beta$ of the tail distribution of $Z_1$. This rate function can be interpreted as the optimal way to reach a given "large" value. We then compute the rate function when the reproduction law does not have heavy tails. Our results generalize the results of B\"oinghoff $\&$ Kersting (2009) and Bansaye $\&$ Berestycki (2008) for upper large deviations. Finally, we derive the upper large deviations for the Galton-Watson processes with heavy tails.
In this article, we illustrate the flexibility of the algebraic integration formalism introduced in M. Gubinelli (2004), Controlling Rough Paths, J. Funct. Anal. 216, 86-140, by establishing an existence and uniqueness result for delay equations driven by rough paths. We then apply our results to the case where the driving path is a fractional Brownian motion with Hurst parameter H > 1/3.
We consider catalytic branching random walk (the reactant) where the state space is a countable Abelean group. The branching is critical binary and the local branching rate is given by a catalytic medium. Here the medium is itself an autonomous (ordinary) branching random walk (the catalyst) - maybe with a different motion law. For persistent catalyst (transient motion) the reactant shows the usual dichotomy of persistence versus extinction depending on transience or recurrence of its motion. If the catalyst goes to local extinction it turns out that the longtime behaviour of the reactant ranges (depending on its motion) from local extinction to free random walk with either deterministic or random global intensity of particles.
It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in one-by-one at a distinguished source vertex, successive particles proceed along directed edges according to an appropriate stochastic mechanism, and each particle comes to rest once it encounters an unoccupied vertex. Examples include the binary and digital search tree processes, the random recursive tree process and generalizations of it arising from nested instances of Pitman's two-parameter Chinese restaurant process, tree-growth models associated with Mallows' ϕ model of random permutations and with Schützenberger's non-commutative q-binomial theorem, and a construction due to Luczak and Winkler that grows uniform random binary trees in a Markovian manner. We introduce a framework that encompasses such Markov chains, and we characterize their asymptotic behavior by analyzing in detail their Doob-Martin compactifications, Poisson boundaries and tail σ-fields.
We consider versions of the FIND algorithm where the pivot element used is the median of a subset chosen uniformly at random from the data. For the median selection we assume that subsamples of size asymptotic to c⋅nα are chosen, where 0<α≤12, c>0 and n is the size of the data set to be split. We consider the complexity of FIND as a process in the rank to be selected and measured by the number of key comparisons required. After normalization we show weak convergence of the complexity to a centered Gaussian process as n→∞, which depends on α. The proof relies on a contraction argument for probability distributions on càdlàg functions. We also identify the covariance function of the Gaussian limit process and discuss path and tail properties.