1. Introduction
The Markov branching processes play an important role in the classical field of stochastic systems. Branching processes and branching processes with varying mechanisms have been widely applied in practical scenarios across multiple fields, such as biology, ecology, medical and public health, physics and engineering, communication and resource-constrained system optimization. The large deviation theory of such processes can be applied in extreme risk assessment, rare event prediction and system optimization design. Examples include estimating the probability of “explosive population growth” in supercritical branching systems (e.g., large-scale outbreaks of locust plagues and sudden spread of algal blooms) to provide a quantitative basis for disaster early warning; calculating the probability of “unexpected traffic peaks” in communication networks to guide backbone network capacity expansion design; assessing the probability of “extreme risk transmission chains” in financial markets to assist in systemic risk prevention and control; and adjusting the switching parameters of branching systems with varying mechanisms (e.g., reproduction rate adjustment nodes and task splitting thresholds) to minimize the probability of extreme events and improve system robustness. A branching process with a circular mechanism is a special class of branching processes with varying mechanisms. It is characterized by periodic cycles in the reproduction mechanism with generations/states (e.g., periodic switching of reproduction rates and environmental conditions). Branching processes with a circular mechanism can be applied to systems with periodic dynamic changes, especially suited to practical problems of “cycle-driven evolution”, such as seasonal breeding population regulation, population evolution under periodic environmental resource fluctuations and modeling of periodically transmitted infectious diseases. Therefore, studying the long-time properties and large deviations of branching processes with a circular mechanism has significant theoretical significance and great applied implications.
The basic property of a Markov branching system is the branching property; i.e., different individuals act independently when giving birth or dying and the system stops when there is no particle in it. The classical Markov branching systems are very deeply studied; standard references are Anderson [
1], Asmussen & Jagers [
2], Asmussen & Hering [
3], Athreya & Ney [
4] and Harris [
5]. Based on the standard branching structure, some generalized branching systems are well studied. For example, Yamazato [
6] investigated a branching system with immigration, which only occurs at state zero. Chen [
7] considered general branching systems with or without resurrection. Sevast’yanov [
8] and Vatutin [
9] considered interacting branching systems. Liu & Zhang [
10] studied large deviation for supercritical branching processes with immigration. Zhang, Li & Geng [
11] discussed nonlinear Markov branching processes with immigration and resurrection. Mitov & Yanev [
12] considered a class of critical Markov branching processes with non-homogeneous Poisson immigration. Hermann & Pfaffelhuber [
13] investigated extinction, survival and duality for Markov branching processes with disasters. Furthermore, Pasha [
14] considered the stability of traveling wave solutions for integro-differential equations related to branching Markov processes. Anthony [
15] studied the stationary measure for Markov branching processes. Imomov & Murtazaev [
16] discussed the Kolmogorov constant explicit form for discrete-time stochastic branching systems. Francisci & Vidyashnkar [
17] studied branching processes in random environments with thresholds. Mitov & Yanev [
18] considered the critical Markov branching process with infinite variance allowing Poisson immigration with increasing intensity. Simon, Emma, Andreas & Ellen [
19] investigated the properties of the non-local branching Markov process. Smorodina & Yarovaya [
20] studied the limit behavior of branching random walks.
It is well-known that the evolution of a branching system is controlled by its branching mechanism. However, in realistic situations, such as controlled population models and controlled molecular biology models, the controller may change the branching mechanism at different time or states. Therefore, the evolution behavior of the system will be controlled by all the branching mechanisms involved.
In order to clearly describe the model considered in this paper, we first give the following definitions.
Let
be a probability space and denote
i.e.,
is the set of all probability distributions on
. Obviously,
is a Borel subset of Banach space
. An element
is also called a branching mechanism in a branching system, which is the offspring distribution of the particles in the system. For any
, define
Denote
, and
is the smallest non-negative root of
.
Definition 1.
Let be a sequence of branching mechanisms in .
- (i)
A -valued system is called a Galton–Watson system in a deterministic environment ifwhere is a sequence of independent -valued random variables satisfying for . - (ii)
If there exists an integral d such that , then is called a branching system with a circular mechanism or is simply called an -Galton–Watson system.
If
, then the process defined in Definition 1 becomes the standard Galton–Watson process. In such case, Athreya [
21] considered the above convergence rates for supercritical Galton–Watson systems. Based on Athreya [
21], Liu & Zhang [
10] studied the convergence rate of (
4) for Galton–Watson systems with immigration. Li & Li [
22] discussed the convergence rates of (
5) and (
6) for Galton–Watson systems with immigration and proved that they are supergeometric. Li, Cheng & Li [
23] investigated the above convergence rates for single-type continuous-time branching systems.
Recall that the branching mechanism involved in the above references is time-independent. Motivated by the fact that the branching mechanism may be different at different times in realistic situations, in this paper, we mainly consider the long-time behavior of -Galton–Watson systems. For simplicity, we only consider the case of -Galton–Watson systems, where . The general case can be similarly discussed.
Let
be an
-Galton–Watson system. Denote
and
Then, define
More specifically, the main aim of this paper is to discuss the extinction property of
-Galton–Watson systems and the convergence rates of
and
as
for
.
The main contribution of this paper is threefold: (i) we derive the extinction probability of Markov branching processes with a circular mechanism; (ii) the explicit expression for the growth rate of the number of individuals in the system is presented; and (iii) the large deviation convergence rate and conditional large deviation convergence rate of the number of individuals in the system are revealed under the condition of non-extinction.
2. Extinction Property of -Galton–Watson Systems
In this section, we discuss the basic property and the extinction behavior of -Galton–Watson systems. We first give some preliminaries.
The following Lemma 1 is due to Chapter I of Athreya and Ney [
4] (p. 4) and the proof is omitted.
Lemma 1.
For any , is a convex increasing function on . If , then for all and has exactly one root 1 on . Furthermore, if , then 1 is a simple root, while if , then 1 is a root of multiplicity 2. If , then has exactly two roots and 1 on with such that for and for . Both and 1 are simple.
For
, define
and
Let
,
,
and
denote the smallest non-negative roots of
,
,
and
, respectively.
Lemma 2. - (i)
and .
- (ii)
If , then .
- (iii)
If and , then .
- (iv)
If and , then .
Proof. It is easy to see that
Note that
yields
. Similarly,
. (i) is proved. (ii) follows from
.
If
, then
and hence
. If further
, then
and
Similarly,
. Hence,
. (iii) is proved.
Now, we prove (iv). It is obvious that
since
. If
, by the property of
and
,
and
Hence,
.
If
, by the property of
and
,
and hence,
. The proof is complete. □
Similarly to the ordinary Galton–Watson case, we give the following definition.
Definition 2.
An -Galton–Watson system is called critical, supercritical or subcritical if , or , respectively.
Let
be an
-Galton–Watson system, where
. It is easy to see that
can be rewritten as
where
and
are independent identically distributed random variable sequences with probability distribution
and
, respectively. Moreover,
is independent with
.
Theorem 1.
Let be an -Galton–Watson system with . Then the following hold:
- (i)
The probability generating function of is given by - (ii)
The mean and variance of are given byandwhere , and .
Proof. We first prove (i). If
, then
Suppose (
9) holds true for
n. Then, if
, we have
Similarly, if
, then
. Therefore, (i) is proved.
Now we prove (ii). By (
8),
which implies (
10) since
and
. On the other hand,
Denote
. Then
Similarly,
By the above two equalities,
which implies
and
Hence,
and
The proof is complete. □
Theorem 1 presents the probability distribution and related moments for the number of individuals in the system at time n.
Remark 1.
By Theorem 1, it is easy to see that is an ordinary Galton–Watson system in which the generating function of the branching mechanism is . Hence, by Theorem 1 of Athreya [21], we can obtain the convergence rate of . However, is not a real ordinary Galton–Watson system since cannot be a composite function of itself. The following lemma is due to Lemma 3.2 in Chapter I of Athreya and Ney [
4] and the proof is omitted.
Lemma 3.
Suppose that .
- (i)
and are strictly convex and increasing on .
- (ii)
as for , while as for . Similarly, as for , while as for .
Theorem 2.
Let be an -Galton–Watson system with . Then the extinction probability of is , which is the smallest non-negative root of .
Proof. By Theorem 1, we only need to prove that
for all
. Without loss of generality, we assume
. Since
Recursively,
Since
for all
, by Lemma 3, we know that
Hence,
for all
. The proof is complete. □
The above Theorem 2 reveals the extinction behavior and presents the extinction probability.
4. Large Deviation
In this section, we will discuss the large deviation rates of . By Theorem 1, we know that . Therefore, we first study the convergence property of and its inverse as .
From now on, we assume that
Proposition 1.
Let . Then and there exist , with such thatandFurthermore, is the unique solution of the functional equationssubject toConsequently, for all ,andwhere , satisfy and for . Proof. All the assertions excepting (
23) and (
24) follow directly from Theorems 4 and 5 and Corollary 1, while (
23) and (
24) follow from (
21) and (
22) since
. □
Now, denote
and
. Obviously,
. Let
and
be the inverse functions of
and of
, respectively, which are defined by
It can be easily seen that
and
are well defined on
and
respectively. Moreover,
for
and
for
(respectively,
for
). Let
and
be the inverse functions of
and
, respectively. It is easy to see that
Moreover,
and
are nondecreasing with
n for
and nonincreasing with
n for
and
, respectively.
The next proposition shows that the rate of convergence of is geometric.
Proposition 2.
Let for some . Then, for , we have andwhereMoreover, is the unique solution of the functional equationssubject to
The proof of Proposition 2 is similar to that of Theorem 5 and is omitted.
We are now in the position to discuss the convergence rates in (
4)–(
6). For convenience, we will assume
from now on. The following theorem presents the convergence rates in (
4).
Theorem 6.
If and for some . Let . Then there exists such thatwith being the mean of n i.i.d. r.v.s with distribution and being the mean of i.i.d. r.v.s with distribution . Furthermore,andwhere and are defined via and , being the unique solution of functional equationssubject to Proof. First note that
for any
and
. To prove (
30), we only need to show that
,
for some
and
. Indeed, consider
It is easy to know that
, and
. When
, we have
. Thus, there exists
such that
, and hence
. Similarly, consider
Then we have
, and
. When
, we have
. Thus, there exists
such that
. Take
. Then
and (
30) is proved. Similarly, (
31) holds true. Furthermore, by adjusting
, we know that (
30) and (
31) hold for the same
.
Next prove (
32) and (
33). By the branching property,
Let
. Since
, we have
Hence
Thus
and
. Secondly,
Let
. Since
, we have
Hence
Thus
and
. The proof is complete. □
Theorem 6 presents the large deviation convergence rate of the number of individuals in the system.
The next theorem and corollary establish (
32) and (
33) under conditions weaker than
for some
.
Theorem 7.
Assume and that there exist constants and such that , for all k, where are defined in (30) and (31). Then (32) and (33) hold. Proof. Notice that
By assumption,
By (
21),
If we show that
then by a slight modification of Lebesque’s dominated convergence theorem, we get that
However,
For any non-negative r.v.
X and
,
Therefore,
where
is the Gamma-function and
Since
, by the monotone convergence theorem
So the proof of (
32) will be complete if we show
. Denote
. Then
is the inverse of
. Let
and
be the
mth iterate of
and
, respectively. Then,
and for
,
and
. Fix
. Then
. Also since
satisfies (
16) and (
17),
Since
and
as
,
where
,
. Thus if
, then for any
, there exists an
such that
for
. Thus,
for
. Hence,
Therefore,
On the other hand,
By assumption,
By (
22),
If we show that
then by a slight modification of Lebesque’s dominated convergence theorem, we get that
However,
For any non-negative r.v.
X and
,
Therefore,
where
Since
, by the monotone convergence theorem
So the proof (
33) will be complete if we show
. Denote
and
. Then,
is the inverse of
. Let
and
be the
mth iterate of
and
. Then,
and for
,
and
. Fix
. Then
. Also since
satisfies (
16) and (
17),
Since
and
as
,
where
,
. Thus if
, then for any
, there exists an
such that
for all
. Thus,
for
. Hence,
Therefore,
The proof is complete. □
Remark 2.
- (i)
By Theorem 7, we see that the condition that for some is replaced by the condition that provided . The latter is much weaker than the former.
- (ii)
By the proof of Theorem 7, we can obtain thatfor all .
Corollary 2.
Assume and for some and such that , . Then (32) and (33) hold. Proof. Since
for some
and
, we know that
and
where
and
are given in Theorem 6. Then by Markov’s inequality, we get
and
Let
. Hence, we have
. Applying Theorem 7 yields (
32) and (
33). The proof is complete. □
Now we consider (
5), i.e., the long-time behavior of
. Let
be the
-Galton–Watson system. Define
where
is given in (
27). Similarly to the argument about
,
is also an integrable martingale and hence converges to some random variable
.
Theorem 8.
Assume that for some . Then there exists such thatand Proof. Since
for
, we know that
if
, that is, if
. Similarly,
if
, that is, if
. More generally,
Now, since
,
. Thus
if
Since
,
. By Proposition 2,
for
implies
, which is positive and finite. Because of
for all
, we can choose
Formula (
34) is proved. A similar argument yields (
35). The proof is complete. □
The next result shows that the convergence rate of is supergeometric.
Theorem 9.
Let for some . Then there exist constants and such that Proof. First we need two estimates. Denote
which are finite for all
. So, if
are
copies of
W and
, respectively,
,
, then for
,
However, since
and
we have
and
If
,
, then
Here we have used the fact that for
,
.
Now we proceed with the proof Theorem 9. We begin by noting that (see Theorem I.13.2 in Chapter 1 of Arthreya [
4], p. 55)
where
(or
if
n is odd) is the limit
in the line of descent initiated by the
jth parent of the
nth generation of
. By conditional independence,
where
. However, by the above estimation,
and
Thus,
For
,
Thus,
where
. However, for
,
Choose
. Then
. Thus
where
,
. Similar arguments hold for
. Hence, (
36) is proved. The proof is complete. □
Theorem 9 reveals the growth rate of the number of individuals in the system under the notion of convergence in probability.
Finally, we consider (
6). The next result shows that, conditioned on
, the convergence rate of
is supergeometric.
Theorem 10.
Let for some . Then there exist constants and such that for all , , we can find such thatfor every , where . Hence (for ) there exists constant such that Proof. It is easy to see that
where
and
. Clearly,
where
and
are such that
,
and
, with
being
as
,
and
being
as
. (Such
and
exist by Chernoff-type bounds since
,
for some
.) Now
Therefore,
Equation (
37) is proved. Since the only condition on
is that
and the second term goes to zero slower than the first term, we can say that there exist
and
may depend on
) such that
Taking
yields (
38). The proof is complete. □
Theorem 10 presents the conditional large deviation convergence rate of the number of individuals in the system.