BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

From Extinction to Reproduction in Bienayme-Galton-Watson processes

Daniel Tokarev
Monash University

11 July, 2012

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

BGW Processes
Let be some a random variable supported on non-negative integers with pmf {pi } (reproduction distribution) Z (n) Let Z0 = 1 and Zn+1 = i=0 i, n , where i, n are iid like and also independent of the past The information about the process is encoded in probability generating function

f (s) =
i=0

pi si .

Recall that E = f (1) := , E( 1) = f (1) and the functional iterates fn (s), n = 1, 2, . . . are the probability generating functions of the process at time n, while f (s)k , k -integer is a pgf of a process started with k individuals.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

BGW Processes
Let be some a random variable supported on non-negative integers with pmf {pi } (reproduction distribution) Z (n) Let Z0 = 1 and Zn+1 = i=0 i, n , where i, n are iid like and also independent of the past The information about the process is encoded in probability generating function

f (s) =
i=0

pi si .

Recall that E = f (1) := , E( 1) = f (1) and the functional iterates fn (s), n = 1, 2, . . . are the probability generating functions of the process at time n, while f (s)k , k -integer is a pgf of a process started with k individuals.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

BGW Processes
Let be some a random variable supported on non-negative integers with pmf {pi } (reproduction distribution) Z (n) Let Z0 = 1 and Zn+1 = i=0 i, n , where i, n are iid like and also independent of the past The information about the process is encoded in probability generating function

f (s) =
i=0

pi si .

Recall that E = f (1) := , E( 1) = f (1) and the functional iterates fn (s), n = 1, 2, . . . are the probability generating functions of the process at time n, while f (s)k , k -integer is a pgf of a process started with k individuals.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

BGW Processes
Let be some a random variable supported on non-negative integers with pmf {pi } (reproduction distribution) Z (n) Let Z0 = 1 and Zn+1 = i=0 i, n , where i, n are iid like and also independent of the past The information about the process is encoded in probability generating function

f (s) =
i=0

pi si .

Recall that E = f (1) := , E( 1) = f (1) and the functional iterates fn (s), n = 1, 2, . . . are the probability generating functions of the process at time n, while f (s)k , k -integer is a pgf of a process started with k individuals.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

BGW Processes
Let be some a random variable supported on non-negative integers with pmf {pi } (reproduction distribution) Z (n) Let Z0 = 1 and Zn+1 = i=0 i, n , where i, n are iid like and also independent of the past The information about the process is encoded in probability generating function

f (s) =
i=0

pi si .

Recall that E = f (1) := , E( 1) = f (1) and the functional iterates fn (s), n = 1, 2, . . . are the probability generating functions of the process at time n, while f (s)k , k -integer is a pgf of a process started with k individuals.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

BGW Processes
Let be some a random variable supported on non-negative integers with pmf {pi } (reproduction distribution) Z (n) Let Z0 = 1 and Zn+1 = i=0 i, n , where i, n are iid like and also independent of the past The information about the process is encoded in probability generating function

f (s) =
i=0

pi si .

Recall that E = f (1) := , E( 1) = f (1) and the functional iterates fn (s), n = 1, 2, . . . are the probability generating functions of the process at time n, while f (s)k , k -integer is a pgf of a process started with k individuals.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

Classication and Extinction Time

BGW processes are broadly divided into three types Subcritical ( < 1), critical ( = 1) - extinction certain and supercritical ( > 1) - extinction uncertain Since the iterated function fn (s) is the PGF of Z (n) in particular fn (0) is the Pr of extinction after n steps and taking the limit as n , gives the Pr of eventual extinction

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

Classication and Extinction Time

BGW processes are broadly divided into three types Subcritical ( < 1), critical ( = 1) - extinction certain and supercritical ( > 1) - extinction uncertain Since the iterated function fn (s) is the PGF of Z (n) in particular fn (0) is the Pr of extinction after n steps and taking the limit as n , gives the Pr of eventual extinction

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

Classication and Extinction Time

BGW processes are broadly divided into three types Subcritical ( < 1), critical ( = 1) - extinction certain and supercritical ( > 1) - extinction uncertain Since the iterated function fn (s) is the PGF of Z (n) in particular fn (0) is the Pr of extinction after n steps and taking the limit as n , gives the Pr of eventual extinction

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

Classication and Extinction Time

BGW processes are broadly divided into three types Subcritical ( < 1), critical ( = 1) - extinction certain and supercritical ( > 1) - extinction uncertain Since the iterated function fn (s) is the PGF of Z (n) in particular fn (0) is the Pr of extinction after n steps and taking the limit as n , gives the Pr of eventual extinction

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

Classication and Extinction Time

BGW processes are broadly divided into three types Subcritical ( < 1), critical ( = 1) - extinction certain and supercritical ( > 1) - extinction uncertain Since the iterated function fn (s) is the PGF of Z (n) in particular fn (0) is the Pr of extinction after n steps and taking the limit as n , gives the Pr of eventual extinction

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

Classication and Extinction Time

BGW processes are broadly divided into three types Subcritical ( < 1), critical ( = 1) - extinction certain and supercritical ( > 1) - extinction uncertain Since the iterated function fn (s) is the PGF of Z (n) in particular fn (0) is the Pr of extinction after n steps and taking the limit as n , gives the Pr of eventual extinction

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

Classication and Extinction Time

BGW processes are broadly divided into three types Subcritical ( < 1), critical ( = 1) - extinction certain and supercritical ( > 1) - extinction uncertain Since the iterated function fn (s) is the PGF of Z (n) in particular fn (0) is the Pr of extinction after n steps and taking the limit as n , gives the Pr of eventual extinction
1.0 1.0 0.8 0.8

0.6

0.6

0.4

0.4

0.2

0.2

0.2

0.4

0.6

0.8

1.0

0.2

0.4

0.6

0.8

1.0

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Classication and Probability of Extinction

Classication and Extinction Time

BGW processes are broadly divided into three types Subcritical ( < 1), critical ( = 1) - extinction certain and supercritical ( > 1) - extinction uncertain Since the iterated function fn (s) is the PGF of Z (n) in particular fn (0) is the Pr of extinction after n steps and taking the limit as n , gives the Pr of eventual extinction
1.0
0.35 0.30

0.8
0.25

0.6

0.20 0.15 0.10

0.4

0.2
0.05

0.2

0.4

0.6

0.8

1.0

0.05

0.10

0.15

0.20

0.25

0.30

0.35

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Extinction, iterates and PGFs

Suppose two individuals have extinction time distributions no more than apart (wrt some sensible norm): E.g. {fn (0)} {gn (0)}

:= sup{|fn (0) gn (0)|} .

n1

Can we then deduce a similar statement about the corresponding {pi } and {qi }? Specically if = 0, will it follow that {pi } and {qi } are the same? Must be true, otherwise two distinct PGFsintersect in innitely many points! Or is it? Easy to construct two PGFs that share artibrarily many iterates:
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Extinction, iterates and PGFs

Suppose two individuals have extinction time distributions no more than apart (wrt some sensible norm): E.g. {fn (0)} {gn (0)}

:= sup{|fn (0) gn (0)|} .

n1

Can we then deduce a similar statement about the corresponding {pi } and {qi }? Specically if = 0, will it follow that {pi } and {qi } are the same? Must be true, otherwise two distinct PGFsintersect in innitely many points! Or is it? Easy to construct two PGFs that share artibrarily many iterates:
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Extinction, iterates and PGFs

Suppose two individuals have extinction time distributions no more than apart (wrt some sensible norm): E.g. {fn (0)} {gn (0)}

:= sup{|fn (0) gn (0)|} .

n1

Can we then deduce a similar statement about the corresponding {pi } and {qi }? Specically if = 0, will it follow that {pi } and {qi } are the same? Must be true, otherwise two distinct PGFsintersect in innitely many points! Or is it? Easy to construct two PGFs that share artibrarily many iterates:
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Extinction, iterates and PGFs

Suppose two individuals have extinction time distributions no more than apart (wrt some sensible norm): E.g. {fn (0)} {gn (0)}

:= sup{|fn (0) gn (0)|} .

n1

Can we then deduce a similar statement about the corresponding {pi } and {qi }? Specically if = 0, will it follow that {pi } and {qi } are the same? Must be true, otherwise two distinct PGFsintersect in innitely many points! Or is it? Easy to construct two PGFs that share artibrarily many iterates:
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Extinction, iterates and PGFs

Suppose two individuals have extinction time distributions no more than apart (wrt some sensible norm): E.g. {fn (0)} {gn (0)}

:= sup{|fn (0) gn (0)|} .

n1

Can we then deduce a similar statement about the corresponding {pi } and {qi }? Specically if = 0, will it follow that {pi } and {qi } are the same? Must be true, otherwise two distinct PGFsintersect in innitely many points! Or is it? Easy to construct two PGFs that share artibrarily many iterates:
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Extinction, iterates and PGFs

Suppose two individuals have extinction time distributions no more than apart (wrt some sensible norm): E.g. {fn (0)} {gn (0)}

:= sup{|fn (0) gn (0)|} .

n1

Can we then deduce a similar statement about the corresponding {pi } and {qi }? Specically if = 0, will it follow that {pi } and {qi } are the same? Must be true, otherwise two distinct PGFsintersect in innitely many points! Or is it? Easy to construct two PGFs that share artibrarily many iterates:
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Finitely many points in common

Let f (s) = ex1 and denote its extinction pmf by {fn (0)} =: {tn }. For some integer j, and small > 0 let h (s) := s ji=1 (s ti ). Then for sufciently small = (j), f (s) + h (s) will be a PGF with the same rst j iterates as f (s). More generally Theorem Let 0 a1 < a2 < < an = 1 be a nite ordered sequence with f (ai ) =: bi , i = 1, . . . , n and bn = 1. Further let k := #{j 0 : pj > 0} , so that f (s) = k pji sji , where i=1 ji s are the indices of strictly positive probabilities pj . There exists a distribution {qi } on Z+ with {qi } = {pi }, such that for its PGF g(s) = i0 qi si , g(ai ) = f (ai ) = bi , for i = 1, . . . , n if and only if n k.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Finitely many points in common

Let f (s) = ex1 and denote its extinction pmf by {fn (0)} =: {tn }. For some integer j, and small > 0 let h (s) := s ji=1 (s ti ). Then for sufciently small = (j), f (s) + h (s) will be a PGF with the same rst j iterates as f (s). More generally Theorem Let 0 a1 < a2 < < an = 1 be a nite ordered sequence with f (ai ) =: bi , i = 1, . . . , n and bn = 1. Further let k := #{j 0 : pj > 0} , so that f (s) = k pji sji , where i=1 ji s are the indices of strictly positive probabilities pj . There exists a distribution {qi } on Z+ with {qi } = {pi }, such that for its PGF g(s) = i0 qi si , g(ai ) = f (ai ) = bi , for i = 1, . . . , n if and only if n k.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Finitely many points in common

Let f (s) = ex1 and denote its extinction pmf by {fn (0)} =: {tn }. For some integer j, and small > 0 let h (s) := s ji=1 (s ti ). Then for sufciently small = (j), f (s) + h (s) will be a PGF with the same rst j iterates as f (s). More generally Theorem Let 0 a1 < a2 < < an = 1 be a nite ordered sequence with f (ai ) =: bi , i = 1, . . . , n and bn = 1. Further let k := #{j 0 : pj > 0} , so that f (s) = k pji sji , where i=1 ji s are the indices of strictly positive probabilities pj . There exists a distribution {qi } on Z+ with {qi } = {pi }, such that for its PGF g(s) = i0 qi si , g(ai ) = f (ai ) = bi , for i = 1, . . . , n if and only if n k.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Finitely many points in common

Let f (s) = ex1 and denote its extinction pmf by {fn (0)} =: {tn }. For some integer j, and small > 0 let h (s) := s ji=1 (s ti ). Then for sufciently small = (j), f (s) + h (s) will be a PGF with the same rst j iterates as f (s). More generally Theorem Let 0 a1 < a2 < < an = 1 be a nite ordered sequence with f (ai ) =: bi , i = 1, . . . , n and bn = 1. Further let k := #{j 0 : pj > 0} , so that f (s) = k pji sji , where i=1 ji s are the indices of strictly positive probabilities pj . There exists a distribution {qi } on Z+ with {qi } = {pi }, such that for its PGF g(s) = i0 qi si , g(ai ) = f (ai ) = bi , for i = 1, . . . , n if and only if n k.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Supercritical case
Recall that in supercritical case the iterates accumulate to a point inside the unit interval Hence by Identity principle, we cannot have zeroes accumulating to a point inside the region of analyticity. More generally Theorem For any sequence of extinction probabilities {fik (0)} of a mortal supercritical BGW process with Z (0) = r , there is a unique non-lattice offspring distribution {pi }. Indeed if f (s) a PGF of a lattice RV on N, let g(s) = f (s1/ ), then the BGW process corresponding to f and starting with Z0 = will have the same extinction dist as that corresponding to g.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Supercritical case
Recall that in supercritical case the iterates accumulate to a point inside the unit interval Hence by Identity principle, we cannot have zeroes accumulating to a point inside the region of analyticity. More generally Theorem For any sequence of extinction probabilities {fik (0)} of a mortal supercritical BGW process with Z (0) = r , there is a unique non-lattice offspring distribution {pi }. Indeed if f (s) a PGF of a lattice RV on N, let g(s) = f (s1/ ), then the BGW process corresponding to f and starting with Z0 = will have the same extinction dist as that corresponding to g.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Supercritical case
Recall that in supercritical case the iterates accumulate to a point inside the unit interval Hence by Identity principle, we cannot have zeroes accumulating to a point inside the region of analyticity. More generally Theorem For any sequence of extinction probabilities {fik (0)} of a mortal supercritical BGW process with Z (0) = r , there is a unique non-lattice offspring distribution {pi }. Indeed if f (s) a PGF of a lattice RV on N, let g(s) = f (s1/ ), then the BGW process corresponding to f and starting with Z0 = will have the same extinction dist as that corresponding to g.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Supercritical case
Recall that in supercritical case the iterates accumulate to a point inside the unit interval Hence by Identity principle, we cannot have zeroes accumulating to a point inside the region of analyticity. More generally Theorem For any sequence of extinction probabilities {fik (0)} of a mortal supercritical BGW process with Z (0) = r , there is a unique non-lattice offspring distribution {pi }. Indeed if f (s) a PGF of a lattice RV on N, let g(s) = f (s1/ ), then the BGW process corresponding to f and starting with Z0 = will have the same extinction dist as that corresponding to g.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Supercritical case
Recall that in supercritical case the iterates accumulate to a point inside the unit interval Hence by Identity principle, we cannot have zeroes accumulating to a point inside the region of analyticity. More generally Theorem For any sequence of extinction probabilities {fik (0)} of a mortal supercritical BGW process with Z (0) = r , there is a unique non-lattice offspring distribution {pi }. Indeed if f (s) a PGF of a lattice RV on N, let g(s) = f (s1/ ), then the BGW process corresponding to f and starting with Z0 = will have the same extinction dist as that corresponding to g.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

When moments exist

So if the PGF is analytic at accumulation point of the iterates at 0 (call it q), the question is settled For the case q = 1, what if all moments exist? Then all factorial moments exist, ie left-sided derivatives at 1 exist But existence of moment, factorial moments and left-sided derivative does not imply that the PGF is analytic at 1, eg let pi = c2 k , c =1/ 2 k , easy to check that all moments cpk 2 k exist but the PGF f (s) = pi si cannot be continued beyond 1 since (1 + a)k 2 k = for all a > 0.

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

When moments exist

So if the PGF is analytic at accumulation point of the iterates at 0 (call it q), the question is settled For the case q = 1, what if all moments exist? Then all factorial moments exist, ie left-sided derivatives at 1 exist But existence of moment, factorial moments and left-sided derivative does not imply that the PGF is analytic at 1, eg let pi = c2 k , c =1/ 2 k , easy to check that all moments cpk 2 k exist but the PGF f (s) = pi si cannot be continued beyond 1 since (1 + a)k 2 k = for all a > 0.

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

When moments exist

So if the PGF is analytic at accumulation point of the iterates at 0 (call it q), the question is settled For the case q = 1, what if all moments exist? Then all factorial moments exist, ie left-sided derivatives at 1 exist But existence of moment, factorial moments and left-sided derivative does not imply that the PGF is analytic at 1, eg let pi = c2 k , c =1/ 2 k , easy to check that all moments cpk 2 k exist but the PGF f (s) = pi si cannot be continued beyond 1 since (1 + a)k 2 k = for all a > 0.

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

When moments exist

So if the PGF is analytic at accumulation point of the iterates at 0 (call it q), the question is settled For the case q = 1, what if all moments exist? Then all factorial moments exist, ie left-sided derivatives at 1 exist But existence of moment, factorial moments and left-sided derivative does not imply that the PGF is analytic at 1, eg let pi = c2 k , c =1/ 2 k , easy to check that all moments cpk 2 k exist but the PGF f (s) = pi si cannot be continued beyond 1 since (1 + a)k 2 k = for all a > 0.

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

When moments exist continued

So the previous result does not guarantee that the iterates uniquely determine reproduction distribution {pi } Divided differences come to the rescue and give us more! Theorem Let {Zn } be either a supercritical or a non-supercritical BGW process for which the moment generating function exists. Then {fi (0)} =: qi uniquely characterises {pi } which can be determined from the Taylor expansion of f around q given by f (s) = q +
i=1 (qn , . . . , qn+i )(s

q)i , where (qi ) := qi+1

and (qi , . . . , qi+j ) :=

(qi+1 ,...,qi+j )(qi ,...,qi+j1 ) qi+j qi

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

When moments exist continued

So the previous result does not guarantee that the iterates uniquely determine reproduction distribution {pi } Divided differences come to the rescue and give us more! Theorem Let {Zn } be either a supercritical or a non-supercritical BGW process for which the moment generating function exists. Then {fi (0)} =: qi uniquely characterises {pi } which can be determined from the Taylor expansion of f around q given by f (s) = q +
i=1 (qn , . . . , qn+i )(s

q)i , where (qi ) := qi+1

and (qi , . . . , qi+j ) :=

(qi+1 ,...,qi+j )(qi ,...,qi+j1 ) qi+j qi

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

When moments exist continued

So the previous result does not guarantee that the iterates uniquely determine reproduction distribution {pi } Divided differences come to the rescue and give us more! Theorem Let {Zn } be either a supercritical or a non-supercritical BGW process for which the moment generating function exists. Then {fi (0)} =: qi uniquely characterises {pi } which can be determined from the Taylor expansion of f around q given by f (s) = q +
i=1 (qn , . . . , qn+i )(s

q)i , where (qi ) := qi+1

and (qi , . . . , qi+j ) :=

(qi+1 ,...,qi+j )(qi ,...,qi+j1 ) qi+j qi

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Approximation theory to the rescue!

We will need the following key result - evolution of Weierstrass Approximation Theorem through to Mntzs Theorem - Full Mntzs Theorem (Schwartz, Siegel): Theorem Let {i } be a sequence of distinct positive real numbers i=0
n

including 0, = Span{
i=0

ai x i |ai R}, and C[0, 1] is the

space of continuous functions on [0, 1]. Then = C[0, 1] iff 2 i i = . +1

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Approximation theory to the rescue!

We will need the following key result - evolution of Weierstrass Approximation Theorem through to Mntzs Theorem - Full Mntzs Theorem (Schwartz, Siegel): Theorem Let {i } be a sequence of distinct positive real numbers i=0
n

including 0, = Span{
i=0

ai x i |ai R}, and C[0, 1] is the

space of continuous functions on [0, 1]. Then = C[0, 1] iff 2 i i = . +1

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Approximation theory to the rescue!

We will need the following key result - evolution of Weierstrass Approximation Theorem through to Mntzs Theorem - Full Mntzs Theorem (Schwartz, Siegel): Theorem Let {i } be a sequence of distinct positive real numbers i=0
n

including 0, = Span{
i=0

ai x i |ai R}, and C[0, 1] is the

space of continuous functions on [0, 1]. Then = C[0, 1] iff 2 i i = . +1

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Identity theorem for completely monotone functions

Recall that h(s) is completely monotone if h C [0, )] and for all n N, s R+ , (1)n h(n) (s) 0. Given a family of functions M with common domain D, we say that a function is uniquely characterised by its values on {i } D if for any two f, g M with f(i ) = g(i ) for all i = 1, 2, . . ., implies f(s) = g(s) for all s D. We have Theorem Given a sequence of distinct non-negative real numbers {i } 0, a completely monotone function is uniquely characterised by its values on {i } iff 2 i i = . +1 (1)

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Identity theorem for completely monotone functions

Recall that h(s) is completely monotone if h C [0, )] and for all n N, s R+ , (1)n h(n) (s) 0. Given a family of functions M with common domain D, we say that a function is uniquely characterised by its values on {i } D if for any two f, g M with f(i ) = g(i ) for all i = 1, 2, . . ., implies f(s) = g(s) for all s D. We have Theorem Given a sequence of distinct non-negative real numbers {i } 0, a completely monotone function is uniquely characterised by its values on {i } iff 2 i i = . +1 (1)

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Identity theorem for completely monotone functions

Recall that h(s) is completely monotone if h C [0, )] and for all n N, s R+ , (1)n h(n) (s) 0. Given a family of functions M with common domain D, we say that a function is uniquely characterised by its values on {i } D if for any two f, g M with f(i ) = g(i ) for all i = 1, 2, . . ., implies f(s) = g(s) for all s D. We have Theorem Given a sequence of distinct non-negative real numbers {i } 0, a completely monotone function is uniquely characterised by its values on {i } iff 2 i i = . +1 (1)

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

Identity theorem for completely monotone functions

Recall that h(s) is completely monotone if h C [0, )] and for all n N, s R+ , (1)n h(n) (s) 0. Given a family of functions M with common domain D, we say that a function is uniquely characterised by its values on {i } D if for any two f, g M with f(i ) = g(i ) for all i = 1, 2, . . ., implies f(s) = g(s) for all s D. We have Theorem Given a sequence of distinct non-negative real numbers {i } 0, a completely monotone function is uniquely characterised by its values on {i } iff 2 i i = . +1 (1)

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

And back to PGFs!

Observe that if f is a PGF and h is completely monotone, then f (g) is completely monotone, from this we easily obtain Theorem Let {qn } , for some j N, l be a tail of a distribution of n=j extinction time of a BGW process {Zn }, with Z0 = r . Let T denote the RV time to extinction of {Zn }. Then {qn } uniquely n=j determines the reproduction distribution {pi } and r if

(1 q r ) = or equivalently ET = .
i=j

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

And back to PGFs!

Observe that if f is a PGF and h is completely monotone, then f (g) is completely monotone, from this we easily obtain Theorem Let {qn } , for some j N, l be a tail of a distribution of n=j extinction time of a BGW process {Zn }, with Z0 = r . Let T denote the RV time to extinction of {Zn }. Then {qn } uniquely n=j determines the reproduction distribution {pi } and r if

(1 q r ) = or equivalently ET = .
i=j

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Problem dened Moving away from analyticity

And back to PGFs!

Observe that if f is a PGF and h is completely monotone, then f (g) is completely monotone, from this we easily obtain Theorem Let {qn } , for some j N, l be a tail of a distribution of n=j extinction time of a BGW process {Zn }, with Z0 = r . Let T denote the RV time to extinction of {Zn }. Then {qn } uniquely n=j determines the reproduction distribution {pi } and r if

(1 q r ) = or equivalently ET = .
i=j

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Towards a counter-example: Blaschke Products

Generalisation of Weierstrass products to functions analytic on the open unit disk Theorem Given a set of points {an } on the unit disk, there exists a function analytic on the unit disk with zeros at {an } and unique up to a zero free analytic factor iff

(1 |ai |)
i=1

in which case it is given by

B(z) =
i=1
Daniel Tokarev

ai an z . |an | 1 an z

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Towards a counter-example: Blaschke Products

Generalisation of Weierstrass products to functions analytic on the open unit disk Theorem Given a set of points {an } on the unit disk, there exists a function analytic on the unit disk with zeros at {an } and unique up to a zero free analytic factor iff

(1 |ai |)
i=1

in which case it is given by

B(z) =
i=1
Daniel Tokarev

ai an z . |an | 1 an z

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Towards a counter-example: Blaschke Products

Generalisation of Weierstrass products to functions analytic on the open unit disk Theorem Given a set of points {an } on the unit disk, there exists a function analytic on the unit disk with zeros at {an } and unique up to a zero free analytic factor iff

(1 |ai |)
i=1

in which case it is given by

B(z) =
i=1
Daniel Tokarev

ai an z . |an | 1 an z

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

The trouble with the negatives

If f and g agree on the iterates, f (s) g(s) = E(s)B(s) where B(s) is a Blaschke product and E(s) is a zero free function analytic on the unit disk. For subcritical PGFs, we know that B(s) = |bi | 1/i bi si with

g(s) would have Taylor coefcients = o(i 2 ) and since f (s) = g(s) + E(s)B(s), and We need to nd E(s) that would make the coefcient of the product E(s)B(s) decay faster than i 2 The trouble is that we dont understand the pattern of signs in bi s - real Blaschke products are not well-understood

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

The trouble with the negatives

If f and g agree on the iterates, f (s) g(s) = E(s)B(s) where B(s) is a Blaschke product and E(s) is a zero free function analytic on the unit disk. For subcritical PGFs, we know that B(s) = |bi | 1/i bi si with

g(s) would have Taylor coefcients = o(i 2 ) and since f (s) = g(s) + E(s)B(s), and We need to nd E(s) that would make the coefcient of the product E(s)B(s) decay faster than i 2 The trouble is that we dont understand the pattern of signs in bi s - real Blaschke products are not well-understood

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

The trouble with the negatives

If f and g agree on the iterates, f (s) g(s) = E(s)B(s) where B(s) is a Blaschke product and E(s) is a zero free function analytic on the unit disk. For subcritical PGFs, we know that B(s) = |bi | 1/i bi si with

g(s) would have Taylor coefcients = o(i 2 ) and since f (s) = g(s) + E(s)B(s), and We need to nd E(s) that would make the coefcient of the product E(s)B(s) decay faster than i 2 The trouble is that we dont understand the pattern of signs in bi s - real Blaschke products are not well-understood

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

The trouble with the negatives

If f and g agree on the iterates, f (s) g(s) = E(s)B(s) where B(s) is a Blaschke product and E(s) is a zero free function analytic on the unit disk. For subcritical PGFs, we know that B(s) = |bi | 1/i bi si with

g(s) would have Taylor coefcients = o(i 2 ) and since f (s) = g(s) + E(s)B(s), and We need to nd E(s) that would make the coefcient of the product E(s)B(s) decay faster than i 2 The trouble is that we dont understand the pattern of signs in bi s - real Blaschke products are not well-understood

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

The trouble with the negatives

If f and g agree on the iterates, f (s) g(s) = E(s)B(s) where B(s) is a Blaschke product and E(s) is a zero free function analytic on the unit disk. For subcritical PGFs, we know that B(s) = |bi | 1/i bi si with

g(s) would have Taylor coefcients = o(i 2 ) and since f (s) = g(s) + E(s)B(s), and We need to nd E(s) that would make the coefcient of the product E(s)B(s) decay faster than i 2 The trouble is that we dont understand the pattern of signs in bi s - real Blaschke products are not well-understood

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

The trouble with the negatives

If f and g agree on the iterates, f (s) g(s) = E(s)B(s) where B(s) is a Blaschke product and E(s) is a zero free function analytic on the unit disk. For subcritical PGFs, we know that B(s) = |bi | 1/i bi si with

g(s) would have Taylor coefcients = o(i 2 ) and since f (s) = g(s) + E(s)B(s), and We need to nd E(s) that would make the coefcient of the product E(s)B(s) decay faster than i 2 The trouble is that we dont understand the pattern of signs in bi s - real Blaschke products are not well-understood

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

Athreya, K. B. and Ney, P.E. (1972) Branching Processes. Springer-Verlag. Feller, W. (1971) An Introduction to Probability Theory and Its Applications, Volume II, 2nd Ed., John Wiley & Sons, Inc. Feller, W. (1968) On Muntz Theorem and Completely Monotone Functions. The American Mathematical Monthly, Vol. 75, No. 4 (Apr., 1968), pp. 342-350 R. Remmert, Classical topics in complex function theory, Volume 172, GTM, Springer, 1998. L.Schwartz, tude des Sommes DExponentielles, Hermann, Paris, 1959. A.R. Siegel, On the Mntz-Scsz Theorem for C[0, 1], Proc. Amer. Math, Soc. 36 (1972), 161-166.
Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson

BGW Processes and their Basic Properties Problem: From Extinction to Reproduction Towards a Counter-Example

I. E. Verbitskii. Taylor coefcients and LP-moduli of continuity of Blaschke products. Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 107, pp. 27-35, 1982.

Daniel Tokarev

From Extinction to Reproduction in Bienayme-Galton-Watson