In probability theory, a branching process is a Markov process that models a population in which each individual in generation n produces some random number of individuals in generation n + 1, according to a fixed probability distribution that does not vary from individual to individual. Branching processes are used to model reproduction; for example, the individuals might correspond to bacteria, each of which generates 0, 1, or 2 offspring with some probability in a single time unit. Branching processes can also be used to model other systems with similar dynamics, e.g., the spread of surnames in genealogy or the propagation of neutrons in a nuclear reactor.

A central question in the theory of branching processes is the probability of ultimate extinction, where no individuals exist after some finite number of generations. It is not hard to show that, starting with one individual in generation zero, the expected size of generation n equals μⁿ where μ is the expected number of children of each individual. If μ is less than 1, then the expected number of individuals goes rapidly to zero, which implies ultimate extinction with probability 1 by Markov's inequality. Alternatively, if μ is greater than 1, than the probability of ultimate extinction is less than 1 (but not necessarily zero; consider a process where each individual either dies without issue or has 100 children with equal probability). If μ is equal to 1, then ultimate extinction occurs with probability 1 unless each individual always has exactly one child. See also Galton_Watson process.

In theoretical ecology, the parameter μ of a branching process is called the basic reproductive rate.

References

• G. R. Grimmett and D. R. Stirzaker, Probability and Random Processes, 2nd ed., Clarendon Press, Oxford, 1992. Section 5.4 discusses the model of branching processes described above. Section 5.5 discusses a more general model of branching processes known as age-dependent branching processess, in which individuals live for more than one generation.