Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration

Under a fourth-order moment condition on the branching and a second-order moment condition on the immigration mechanisms, we show that an appropriately scaled projection of a supercritical and irreducible continuous-state and continuous-time branching process with immigration on certain left non-Perron eigenvectors of the branching mean matrix is asymptotically mixed normal. With an appropriate random scaling, under some conditional probability measure, we prove asymptotic normality as well. In the case of a non-trivial process, under a first-order moment condition on the immigration mechanism, we also prove the convergence of the relative frequencies of distinct types of individuals on a suitable event; for instance, if the immigration mechanism does not vanish, then this convergence holds almost surely.

Limit Theorems for a Strongly Supercritical Branching Process with Immigration in Random Environment

We consider a strongly supercritical branching process in random environment with immigration stopped at a distant time 𝑛. The offspring reproduction law in each generation is assumed to be geometric. The process is considered under the condition of its extinction after time 𝑛. Two limit theorems for this process are proved: the first one is for the time interval from 0 till 𝑛, and the second one is for the time interval from 𝑛 till + ∞ +\infty .

Asymptotic Properties of a Supercritical Branching Process with Immigration in a Random Environment

This is a short survey about asymptotic properties of a supercritical branching process ( Z n ) (Z_{n}) with immigration in a stationary and ergodic or independent and identically distributed random environment. We first present basic properties of the fundamental submartingale ( W n ) (W_{n}) , about the a.s. convergence, the non-degeneracy of its limit 𝑊, the convergence in L p L^{p} for p ≥ 1 p\geq 1 , and the boundedness of the harmonic moments E ⁢ W n - a \mathbb{E}W_{n}^{-a} , a > 0 a>0 . We then present limit theorems and large deviation results on log ⁡ Z n \log Z_{n} , including the law of large numbers, large and moderate deviation principles, the central limit theorem with Berry–Esseen’s bound, and Cramér’s large deviation expansion. Some key ideas of the proofs are also presented.

Exact simulation of the genealogical tree for a stationary branching population and application to the asymptotics of its total length

We consider a model of a stationary population with random size given by a continuous-state branching process with immigration with a quadratic branching mechanism. We give an exact elementary simulation procedure for the genealogical tree of n individuals randomly chosen among the extant population at a given time. Then we prove the convergence of the renormalized total length of this genealogical tree as n goes to infinity; see also Pfaffelhuber, Wakolbinger and Weisshaupt (2011) in the context of a constant-size population. The limit appears already in Bi and Delmas (2016) but with a different approximation of the full genealogical tree. The proof is based on the ancestral process of the extant population at a fixed time, which was defined by Aldous and Popovic (2005) in the critical case.

A Heterogeneous Branching Process with Immigration Modeling for COVID-19 Spreading in Local Communities in China

The COVID-19 pandemic spread catastrophically over the world since the spring of 2020. In this paper, a heterogeneous branching process with immigration is established to quantify the human-to-human transmission of COVID-19 in local communities, based on the temporal and structural transmission patterns extracted from public case disclosures by four provincial Health Commissions in China. With proper parameter settings, our branching model matches the actual transmission chains satisfactorily and, therefore, sheds light on the underlying COVID-19 spreading mechanism. Moreover, based on our branching model, the efficacy of home quarantine and social distancing are explored, providing a reference for the effective prevention of COVID-19 worldwide.