Coalescence times for the continuous time Bienaym\'e-Galton-Watson process
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TL;DR
This paper studies the distribution of the coalescence time for two individuals in a continuous time Bienaymé-Galton-Watson process, providing limiting distributions and extensions to multiple individuals.
Contribution
It derives the distribution of coalescence times and their limits in the subcritical case, extending to joint distributions for multiple individuals.
Findings
Distribution of coalescence times characterized
Limiting distributions obtained for subcritical case
Extension to joint distributions for multiple individuals
Abstract
We investigate the distribution of the coalescence time (most recent common ancestor) for two individuals picked at random (uniformly) in the current generation of a continuous time Bienaym\'e-Galton-Watson process founded units of time ago. We also obtain limiting distributions as in the subcritical case. We may also extend our results for two individuals to the joint distribution of coalescence times for any finite number of individuals sampled in the current generation.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Probability and Risk Models
