Galton–Watson branching processes in Lean

5 Finite trees and the total progeny

Lemma 5.1 The point mass of a finite tree
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Two fields agreeing at the vertices of one of their samples cut out the same tree. Hence the probability that the sample is a prescribed finite tree \(T\) is \(\prod _{v\in T}\theta _{c(v)}\), and it is at least \(p^{\lvert T \rvert }\) whenever every offspring weight along \(T\) is at least \(p\).

Proof ▶

Choose a field \(e\) with sample \(T\). We first show, by induction on the length of a word, that any field \(c\) satisfying \(c(v)=e(v)\) for every \(v\in T\) has the same sample as \(e\). Indeed, membership of a child \(vj\) is determined by membership of \(v\) and the single inequality \(j{\lt}c(v)\), so the induction never uses a coordinate outside \(T\).

Since \(T\) is finite, agreement with \(e\) on \(T\) is a finite cylinder event. Independence of the coordinate field gives it mass \(\prod _{v\in T}\theta _{e(v)}\). This cylinder is contained in the event that the sample is \(T\). If every factor is at least \(p\), its mass is at least \(p^{\lvert T \rvert }\), which proves the point-mass bound.

Definition 5.2 Truncated progeny
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The truncated progeny \(Z_k\) is the number of vertices of the sample within the first \(k\) generations.

Lemma 5.3 The progeny recursion
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Writing \(F_k(s)=\mathbb {E}\bigl[s^{Z_k}\bigr]\), one has \(F_{k+1}(s)=s\, f(F_k(s))\), and any \(y{\gt}1\) with \(s f(y)=y\) bounds every \(F_k(s)\).

Proof ▶

The truncations satisfy the deterministic recursion

\[ Z_{k+1}(c)=1+\sum _{i{\lt}c(\emptyset )}Z_k(c_i), \]

where \(c_i(w)=c(iw)\) is the field below the \(i\)-th child. On the event \(c(\emptyset )=j\), the \(j\) fields \(c_i\) are independent copies of the original field. Therefore

\[ \mathbb {E}\bigl[s^{Z_{k+1}}\, \mathbf1_{\{ c(\emptyset )=j\} }\bigr] =s\theta _jF_k(s)^j. \]

Summing over \(j\) gives \(F_{k+1}(s)=s f(F_k(s))\).

Since \(Z_0=0\), we have \(F_0(s)=1\leq y\). If \(F_k(s)\leq y\), monotonicity of \(f\) on the nonnegative half-line gives

\[ F_{k+1}(s)=s f(F_k(s))\leq s f(y)=y. \]

Induction proves the uniform bound.

Lemma 5.4 The progeny equation has a solution
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For a subcritical law there are \(s,y{\gt}1\) with \(s f(y)=y\).

Proof ▶

Use the factorisation from the proof of theorem 2.7,

\[ 1-f(t)=(1-t)g(t), \qquad g(1)=m{\lt}1. \]

Continuity of \(g\) gives \(y{\gt}1\) sufficiently close to \(1\) that \(g(y){\lt}1\). Since \(1-y{\lt}0\), the factorisation implies \(f(y){\lt}y\). On the other hand, monotonicity and \(y{\gt}1\) give \(f(y)\geq f(1)=1\). Thus \(s=y/f(y)\) is well defined and satisfies \(s{\gt}1\) and \(s f(y)=y\).

Theorem 5.5 Exponential moment of the total progeny
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For a subcritical offspring law there is \(\sigma {\gt}1\) with \(\mathbb {E}\bigl[\sigma ^{\lvert \mathcal{T} \rvert }\bigr]{\lt}\infty \). The same holds for the size of a bush once the conjugate law is subcritical.

Proof ▶

By lemma 5.4, choose \(\sigma ,y{\gt}1\) such that \(\sigma f(y)=y\). Then lemma 5.3 gives

\[ \mathbb {E}\bigl[\sigma ^{Z_k}\bigr]\leq y \qquad \text{for every }k. \]

The variables \(Z_k\) increase with \(k\). If the sample is finite, then \(Z_k=\lvert \mathcal{T} \rvert \) for all sufficiently large \(k\), and hence \(\sigma ^{\lvert \mathcal{T} \rvert }\leq \sup _k\sigma ^{Z_k}\). If the sample is infinite, the same inequality holds with Mathlib’s convention that the finite cardinality of an infinite set is zero. The monotone convergence theorem therefore gives

\[ \mathbb {E}\bigl[\sigma ^{\lvert \mathcal{T} \rvert }\bigr] \leq \sup _k\mathbb {E}\bigl[\sigma ^{Z_k}\bigr] \leq y{\lt}\infty . \]

For the bush law, apply the same result to the subcritical conjugate law and use theorem 4.5 to identify the resulting Galton–Watson tree law with the law of a bush.