Time reversal and age distributions, I. Discrete-time Markov chains

The age of a Galton-Watson population with a geometric offspring distribution

Motivated by the question of the age in a branching population we try to recreate the past by looking back from the currently observed population size. We define a new backward Galton-Watson process and study the case of the geometric offspring distribution with parameter p in detail. The backward process is then the Galton-Watson process with immigration, again with a geometric offspring distribution but with parameter 1-p, and it is also the dual to the original Galton-Watson process. We give the asymptotic distribution of the age when the initial population size is large in supercritical and critical cases. To this end, we give new asymptotic results on the Galton-Watson immigration processes stopped at zero.

Comments on the age distribution of Markov processes

Previous work on the concept of a limiting conditional age distribution of a discrete-state continuous-time Markov process with one absorbing state is generalised. The generalisation allows this process to have a finite number of absorbing states and the associated return process to have an arbitrary initial distribution on the transient states of the absorbing process. If the return process is ρ-recurrent, possesses the strong ratio limit property and satisfies some further requirements then the limiting age distribution exists. The proof of this result requires a new representation of the ρ-invariant measure of the return process.

The following examples are treated, (a) finite state space birth-death processes, (b) Markov branching processes and the linear death process, and (c) the linear birth and death process with killing.