MATH 6241 · Stochastic Processes · Section 8

Branching Processes

This interactive page introduces Galton–Watson branching processes: population evolution by generations, offspring distributions, probability generating functions, moments, extinction probabilities, and simulations in subcritical, critical, and supercritical regimes.

1. Learning Objectives

Define Galton–Watson

Model $X_n$ as the population size in generation $n$ with independent offspring counts.

Use PGFs

Compute $G(s)=E[s^Z]$ and use fixed points of $G$ to find extinction probabilities.

Classify regimes

Use the mean offspring number $\mu=E[Z]$ to classify subcritical, critical, and supercritical behavior.

2. Galton–Watson Branching Process

A Galton–Watson process models a population by generations. Each individual independently produces a random number of children with common offspring distribution $Z$.

$$X_{n+1}=\sum_{i=1}^{X_n} Z_{n,i},\qquad n=0,1,2,\ldots.$$

Here $X_n$ is the number of individuals in generation $n$, and the $Z_{n,i}$ are independent copies of $Z$.

The state $0$ is absorbing. Once the population goes extinct, it stays extinct forever.

3. Interactive Offspring Distribution

Choose probabilities for $Z=0,1,2,3$. The page normalizes them and computes the mean, variance, PGF, and regime.

Set probabilities

Distribution summary

Mean $\mu$0.000
Variance0.000
Regime—

4. Simulate Branching Process Paths

Simulate many population paths and see how extinction and growth depend on $\mu$.

Extinct by final generation0.000
Mean final population0.000
Max final population0

5. Moment Formulas

If $X_0=1$ and the offspring mean and variance are $\mu=E[Z]$ and $\sigma^2=\operatorname{Var}(Z)$, then

$$E[X_n]=\mu^n.$$

The variance is

$$\operatorname{Var}(X_n)= \begin{cases} \sigma^2\mu^{n-1}\dfrac{\mu^n-1}{\mu-1}, & \mu\ne1,\\[6pt] n\sigma^2, & \mu=1. \end{cases}$$

6. Extinction Probability

Let $\rho$ be the probability that the population eventually goes extinct starting from one ancestor. It is the smallest solution in $[0,1]$ of

$$\rho=G(\rho),\qquad G(s)=E[s^Z].$$

Fixed-point visualization

Monte Carlo extinction estimate

7. PGF Iteration

The probability of extinction by generation $n$ starting from one ancestor is

$$P(X_n=0\mid X_0=1)=G_n(0),$$

where $G_n$ is the $n$-fold composition $G\circ G\circ\cdots\circ G$.

8. Quick Check

Question 1

In a Galton–Watson process, what does $X_n$ represent?

Question 2

If $\mu=E[Z]<1$, the process is:

Question 3

The extinction probability starting from one ancestor is:

Question 4

If extinction probability from one ancestor is $\rho$, then from $k$ independent ancestors it is: