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Asymptotic behaviour of ancestral lineages in subcritical continuous-state branching populations

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  • Foucart, Clément
  • Möhle, Martin

Abstract

Consider the population model with infinite size associated to subcritical continuous-state branching processes (CSBP). We study the flow of ancestral lineages as time goes to the past and show that, properly renormalized, it converges almost surely to the inverse of a drift-free subordinator whose Laplace exponent is explicit in terms of the branching mechanism. The inverse subordinator is shown to be partitioning the current population into ancestral families with distinct common ancestors. When Grey’s condition is satisfied, the population comes from a discrete set of ancestors and the ancestral families have i.i.d. sizes distributed according to the quasi-stationary distribution of the CSBP conditioned on non-extinction. When Grey’s condition is not satisfied, the population comes from a continuum of ancestors which is described as the set of increase points S of the limiting inverse subordinator. The proof is based on a general result for stochastically monotone processes of independent interest, which relates θ-invariant measures and θ-invariant functions for a process and its Siegmund dual.

Suggested Citation

  • Foucart, Clément & Möhle, Martin, 2022. "Asymptotic behaviour of ancestral lineages in subcritical continuous-state branching populations," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 510-531.
    • Handle: RePEc:eee:spapps:v:150:y:2022:i:c:p:510-531
    DOI: 10.1016/j.spa.2022.05.001
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    References listed on IDEAS

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    4. Bingham, N. H., 1976. "Continuous branching processes and spectral positivity," Stochastic Processes and their Applications, Elsevier, vol. 4(3), pages 217-242, August.
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