Harmonic moments of inhomogeneous branching processes

Authors
Citation
Piau, Didier, Harmonic moments of inhomogeneous branching processes, Advances in applied probability , 38(1), 2006, pp. 465-486
ISSN journal
00018678
Volume
38
Issue
1
Year of publication
2006
Pages
465 - 486
Database
ACNP
SICI code
Abstract
We study the harmonic moments of Galton-Watson processes that are possibly inhomogeneous and have positive values. Good estimates of these are needed to compute unbiased estimators for noncanonical branching Markov processes, which occur, for instance, in the modelling of the polymerase chain reaction. By convexity, the ratio of the harmonic mean to the mean is at most 1. We prove that, for every square-integrable branching mechanism, this ratio lies between 1-A/k and 1-A/k for every initial population of size k>A. The positive constants A and A. are such that A.A., are explicit, and depend only on the generation-by-generation branching mechanisms. In particular, we do not use the distribution of the limit of the classical martingale associated with the Galton-Watson process. Thus, emphasis is put on nonasymptotic bounds and on the dependence of the harmonic mean upon the size of the initial population. In the Bernoulli case, which is relevant for the modelling of the polymerase chain reaction, we prove essentially optimal bounds that are valid for every initial population size k.1. Finally, in the general case and for sufficiently large initial populations, similar techniques yield sharp estimates of the harmonic moments of higher degree.