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Binary branching processes with Moran type interactions

  • INRIA Bordeaux
  • Université de Lorraine

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Abstract

The aim of this paper is to study the large population limit of a new collection of interacting particle systems (IPS) that encompasses branching models and fixed size Moran type IPS (see (J. Phys. A 29 (1996) 2633–2642); (Comm. Math. Phys. 214 (2000) 679–703); (Feynman–Kac Formulae: Genealogical and Interacting Particle Systems with Applications (2004) Springer-Verlag); (Mean Field Simulation for Monte Carlo Integration (2013) CRC Press); (ESAIM Probab. Stat. 18 (2014) 441–467)). We define an IPS where particles evolve, reproduce and die independently and, with a probability that may depend on the configuration of the whole system, the death of a particle may trigger the reproduction of another particle, while a branching event may trigger the death of an other one. We study the occupation measure of the new model, explicitly relating it to the Feynman–Kac semigroup of the underlying Markov evolution and quantifying the L 2 distance between their normalisations. We show that our model outperforms the fixed size Moran type IPS when used to approximate a birth and death process. We discuss several other applications of our model including the neutron transport equation (Cox et al. (2020); Stochastic Neutron Transport and Non-local Branching Markov Processes (2023) Birkhäuser) and population size dynamics.

Original languageEnglish
Pages (from-to)917-952
Number of pages36
JournalAnnales de l'Institut Henri Poincaré: Probabilités et Statistiques
Volume61
Issue number2
Early online date30 Apr 2025
DOIs
Publication statusPublished - 31 May 2025

Acknowledgements

The authors would like to thank the anonymous referee for their constructive comments that improved the exposition and quality of this paper.

Funding

The first author was support by EPSRC Grants EP/P009220/1 and EP/W026899/1. The second author was also support by EPSRC grant EP/W026899/1.

FundersFunder number
Engineering and Physical Sciences Research CouncilEP/P009220/1, EP/W026899/1

Keywords

  • math.PR
  • Many-to-one
  • Interacting particle systems
  • Markov processes
  • Branching processes
  • Birth-and-death process
  • Moran model

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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