Extinction probability of a branching process
ID: extinction-probability-of-a-branching-process
For a Galton-Watson process with one ancestor, the branching extinction probability is the probability that some generation is empty:The equality uses the absorbing state at zero. The complementary branching survival probability is the probability that every generation is nonempty. The Galton-Watson extinction fixed point computes from the offspring distribution.
For , , one ancestor has . Starting instead from ancestors with independent descendant families givesAll families must die out. With three ancestors, eventual extinction has probability and survival has probability ; by generation two, extinction has probability . Extra ancestors change the extinction probability without changing the offspring distribution. [ref]
https://www.uni-muenster.de/Stochastik/lehre/WS1011/SpezielleStochastischeProzesse/Ch_1.pdf. University of Münster branching-process notes, Lemma 1.2 and equation (1.10)
For finite offspring mean , the extinction classification is:
- If , extinction has probability . For example , gives and ; its only fixed point in is .
- If and , extinction also has probability . For example gives and , despite expected generation size in a Galton-Watson process remaining one.
- If , extinction has probability . The value can be zero: if , every individual has at least one child, so an initially nonempty family never becomes empty. In particular gives and .
The critical exception is : every individual has exactly one child, , and forever from one ancestor. Thus but ; a blanket claim that every critical Galton-Watson process becomes extinct would be false. These cases concern the Galton-Watson process with its common offspring distribution and independence assumptions. [ref]
https://www.uni-muenster.de/Stochastik/lehre/WS1011/SpezielleStochastischeProzesse/Ch_1.pdf. University of Münster branching-process notes, Section 1.4, trivial cases and Theorem 1.7
This probability answers whether any lineage persists, which the offspring mean alone cannot quantify in the supercritical case. A branching process conditioned on extinction uses the same fixed point to reweight reproduction and describe families known eventually to die out.
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