Extinction probability of a branching process Created 2026-10-07 Updated 2026-10-14
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 gives
All 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]
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]
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.
Galton-Watson process Created 2026-09-24 Updated 2026-10-13
A Galton-Watson process is a branching process that counts individuals by generation. Start with one ancestor, , and let all offspring counts be independent and identically distributed random variables taking nonnegative integer values with a common offspring distribution. Then
The empty sum is zero: zero is an absorbing state, so once a generation is empty every later generation is empty. The same offspring distribution applies to every individual in every generation. [ref]
For a concrete offspring distribution, take , , , and for . An individual has no children with probability , one with probability , and two with probability . The offspring expected value is . A possible sequence of generation sizes is : two children need not lead to a permanently growing family.
The probability generating function gives the exact generation probability distributions through branching-process generating-function iteration. With and , the second generation has
Thus and . The figure shows full generation probability mass functions, computed by polynomial function composition, through generation six; no simulated frequencies are used.
Figure 1.
Exact Galton-Watson generation distributions: growing means and increasing extinction mass
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The contrast is striking: the expected generation size in a Galton-Watson process grows as , while the branching extinction probability is . By generation six, although . Larger surviving families carry the rising expected value; that mean is an average over possible families, not a forecast of one family's path. The Galton-Watson extinction fixed point turns an unbounded number of future generations into a single equation for this probability.
The historical question was the disappearance of surnames passed through male descendants. In Watson and Galton, On the Probability of the Extinction of Families, pages 139–140, Francis Galton formulates a constant-law model counting sons who reach adulthood, and Watson computes later generation probability distributions by composing generating functions. Those are assumptions of their model, rather than a claim that actual human reproduction follows this offspring distribution.
Offspring distribution of a branching process Created 2026-10-07 Updated 2026-10-20
The offspring probability distribution of a Galton-Watson process is the law of one individual's number of children: for , with and . Its probability generating function and, when finite, its expected value are
Use when evaluating the probability generating function at zero: and .
For and , , , and the offspring variance is : and . The generation probability mass functions pictured under Galton-Watson process come from repeatedly composing this probability generating function. They describe the whole generation, whereas describes one individual's reproduction. [ref]
The whole offspring distribution matters for extinction. Another law, and , has the same offspring mean but branching extinction probability , since has roots of a polynomial and . Consequently the two laws have the same expected generation size in a Galton-Watson process at each generation but different survival chances. A binomial branching process and a Poisson branching process likewise specify different offspring distributions; a common mean does not make their probability generating functions identical.
Let be the size of generation . This is a Galton-Watson process with offspring mean
The expected generation size in a Galton-Watson process is therefore
Its probability generating function is
By the Galton-Watson extinction fixed point, the extinction probability is the smallest solution in of . Factoring gives
so . The probability of production continuing forever is
The total progeny counts all individuals, including the initial ancestor, in a Galton-Watson process. It is infinite on survival. If the offspring mean is , the expected generation size in a Galton-Watson process and the monotone convergence theorem give .