Coalescence for supercritical Galton-Watson processes with immigration

Abstract

In this paper, we consider Galton-Watson processes with immigration. Pick $i(\ge 2)$ individuals randomly without replacement from the $n$-th generation and trace their lines of descent back in time till they coalesce into $1$ individual in a certain generation, which we denote by $X_{i,1}^n$ and is called the coalescence time. Firstly, we give the probability distribution of $X_{i,1}^n$ in terms of the probability generating functions of both the offspring distribution and the immigration law. Then by studying the limit behaviors of various functionals of the Galton-Watson process with immigration, we find the limit distribution of $X_{2,1}^n$ as $n\to \infty .$

12 pages; We add some new result in this version, which studies the limit distribution of the coalescence time, see Theorem 2 of the paper