View source for Galton–Watson process

{{More footnotes|date=July 2009}}
{{short description|Probability model, originally to model the extinction of family names}}
[[Image:Galton Watson survival Poisson.png|320px|thumb|Galton&ndash;Watson survival probabilities for different exponential rates of population growth, if the number of children of each parent node can be assumed to follow a [[Poisson distribution]].  For ''&lambda;''&nbsp;&le;&nbsp;1, eventual extinction will occur with probability&nbsp;1.  But the probability of survival of a new type may be quite low even if ''&lambda;''&nbsp;>&nbsp;1 and the population as a whole is experiencing quite strong [[exponential growth|exponential increase]].]]

The '''Galton–Watson process''' is a [[branching process|branching]] [[stochastic process]] arising from [[Francis Galton]]'s statistical investigation of the extinction of [[family name]]s. The process models family names as [[patrilineal]] (passed from father to son), while offspring are randomly either male or female, and names become extinct if the family name line dies out (holders of the family name die without male descendants).  This is an accurate description of [[Y chromosome]] transmission in genetics, and the model is thus useful for understanding [[human Y-chromosome DNA haplogroup]]s, and is also of use in understanding other processes (as described below); but its application to actual extinction of family names is fraught. In practice, family names change for many other reasons, and dying out of name line is only one factor, as discussed in [[#Examples|examples]], below; the Galton–Watson process is thus of limited applicability in understanding actual family name distributions.

There was concern amongst the [[Victorian era|Victorian]]s that [[Aristocracy (class)|aristocratic]] surnames were becoming extinct.  Galton originally posed the question regarding the probability of such an event in an 1873 issue of ''[[The Educational Times]]'',<ref>[[Francis Galton]], Problem 4001, ''[[Educational Times]]'' [http://ioearc.da.ulcc.ac.uk/9344/1/Educational%20Times%20Vol%2025%20Iss%20143.PDF '''25'''(143)] {{Webarchive|url=https://web.archive.org/web/20170123114453/http://ioearc.da.ulcc.ac.uk/9344/1/Educational%20Times%20Vol%2025%20Iss%20143.PDF |date=2017-01-23 }} p.300 (March 1, 1873)</ref> and the Reverend [[Henry William Watson]] replied with a solution.<ref>
[[Henry William Watson|H.W. Watson]], Problem 4001, ''[[Educational Times]]'' [http://ioearc.da.ulcc.ac.uk/9309/1/Educational%20Times%20Vol%2026%20Iss%20148.PDF '''26'''(148)] {{Webarchive|url=https://web.archive.org/web/20161201212518/http://ioearc.da.ulcc.ac.uk/9309/1/Educational%20Times%20Vol%2026%20Iss%20148.PDF |date=2016-12-01 }} p.115 (August 1, 1873)<br>
(A first offering submitted by G.S. Carr, ''[[Educational Times]]'' [http://ioearc.da.ulcc.ac.uk/9305/1/Educational%20Times%20Vol%2026%20Iss%20144.PDF '''26'''(144)] p.17 (April 1, 1873), according to Galton was "totally erroneous")
</ref>  Together, they then wrote an 1874 paper entitled "On the probability of the extinction of families" in the Journal of the Anthropological Institute of Great Britain and Ireland (now the [[Journal of the Royal Anthropological Institute]]).<ref>Galton, F., & Watson, H. W. (1875). [https://www.jstor.org/stable/pdf/2841222.pdf "On the probability of the extinction of families"]. ''[[Journal of the Royal Anthropological Institute]]'', '''4''', [https://babel.hathitrust.org/cgi/pt?id=mdp.39015027596207;view=1up;seq=166 138–144].</ref>  Galton and Watson appear to have derived their process independently of the earlier work by [[Irénée-Jules Bienaymé|I. J. Bienaymé]]; see Heyde and Seneta 1977.  For a detailed history see Kendall (1966 and 1975).

== Concepts ==

Assume, for the sake of the model, that surnames are passed on to all male children by their father.  Suppose the number of a man's sons to be a [[random variable]] [[probability distribution|distributed]] on the set&nbsp;{&nbsp;0,&nbsp;1,&nbsp;2,&nbsp;3,&nbsp;...&nbsp;}.  Further suppose the numbers of different men's sons to be [[statistical independence|independent]] random variables, all having the same distribution.

Then the simplest substantial mathematical conclusion is that if the average number of a man's sons is 1 or less, then their surname will [[almost surely]] die out, and if it is more than&nbsp;1, then there is more than zero probability that it will survive for any given number of generations.

Modern applications include the survival probabilities for a new [[mutant]] gene, or the initiation of a [[nuclear chain reaction]], or the dynamics of [[epidemic|disease outbreak]]s in their first generations of spread, or the chances of [[extinction]] of small [[population]] of [[organism]]s; as well as explaining (perhaps closest to Galton's original interest) why only a handful of males in the deep past of humanity now have ''any'' surviving male-line descendants, reflected in a rather small number of distinctive [[human Y-chromosome DNA haplogroups]].

A corollary of high extinction probabilities is that if a lineage ''has'' survived, it is likely to have experienced, purely by chance, an unusually high growth rate in its early generations at least when compared to the rest of the population.

== Mathematical definition ==

A Galton–Watson process is a stochastic process {''X''<sub>''n''</sub>} which evolves according to the recurrence formula ''X''<sub>0</sub> = 1 and

:<math>X_{n+1} = \sum_{j=1}^{X_n} \xi_j^{(n)}</math>

where <math>\{\xi_j^{(n)} : n,j \in \mathbb{N}\}</math> is a set of [[Independent and identically-distributed random variables|independent and identically-distributed]] natural number-valued random variables.

In the analogy with family names, ''X''<sub>''n''</sub> can be thought of as the number of descendants (along the male line) in the ''n''th generation, and <math>\xi_j^{(n)}</math> can be thought of as the number of (male) children of the ''j''th of these descendants. The recurrence relation states that the number of descendants in the ''n''+1st generation is the sum, over all ''n''th generation descendants, of the number of children of that descendant.

The extinction probability (i.e. the probability of final extinction) is given by

:<math>\lim_{n \to \infty} \Pr(X_n = 0).\, </math>

This is clearly equal to zero if each member of the population has exactly one descendant.  Excluding this  case (usually called the trivial case) there exists
a simple necessary and sufficient condition, which is given in the next section.

==Extinction criterion for Galton–Watson process==
In the non-trivial case the probability of final extinction is equal to one if ''E''{''ξ''<sub>1</sub>}&nbsp;≤&nbsp;1 and strictly less than one if ''E''{''ξ''<sub>1</sub>}&nbsp;>&nbsp;1.

The process can be treated analytically using the method of [[probability generating function]]s.

If the number of children ''ξ <sub>j</sub>'' at each node follows a [[Poisson distribution]] with parameter λ, a particularly simple recurrence can be found for the total extinction probability&nbsp;''x<sub>n</sub>'' for a process starting with a single individual at time ''n''&nbsp;=&nbsp;0:

:<math>x_{n+1} = e^{\lambda (x_n - 1)},\, </math>

giving the above curves.

== Bisexual Galton&ndash;Watson process ==

In the classical Galton&ndash;Watson process described above, only men are considered, effectively modeling reproduction as asexual.  A model more closely following actual sexual reproduction is the so-called "bisexual Galton&ndash;Watson process", where only couples reproduce.  (''Bisexual'' in this context refers to the number of sexes involved, not [[sexual orientation]].)  In this process, each child is supposed as male or female, independently of each other, with a specified probability, and a so-called "mating function" determines how many couples will form in a given generation.  As before, reproduction of different couples are considered to be independent of each other.  Now the analogue of the trivial case corresponds to the case of each male and female reproducing in exactly one couple, having one male and one female descendant, and that the mating function takes the value of the minimum of the number of males and females (which are then the same from the next generation onwards).

Since the total reproduction within a generation depends now strongly on the mating function, there exists in general no simple necessary and sufficient condition for final extinction as is the case in the classical Galton&ndash;Watson process.  However, excluding the non-trivial case, the concept of the [[averaged reproduction mean]] (Bruss (1984)) allows for a general sufficient condition for final extinction, treated in the next section.

===Extinction criterion===

If in the non-trivial case the [[averaged reproduction mean]] per couple stays bounded over all generations and will not exceed 1 for a sufficiently large population size, then the probability of final extinction is always&nbsp;1.

==Examples==
Citing historical examples of Galton–Watson process is complicated due to the history of family names often deviating significantly from the theoretical model. Notably, new names can be created, existing names can be changed over a person's lifetime, and people historically have often assumed names of unrelated persons, particularly nobility. Thus, a small number of family names at present is not [[ipso facto|in itself]] evidence for names having become extinct over time, or that they did so due to dying out of family name lines – that requires that there were more names in the past ''and'' that they die out due to the line dying out, rather than the name changing for other reasons, such as vassals assuming the name of their lord.

[[Chinese surname#Surnames at present|Chinese names]] are a well-studied example of surname extinction: there are currently only about 3,100 surnames in use in China, compared with close to 12,000 recorded in the past,<ref>{{citation |title= O rare John Smith |journal= [[The Economist]] |edition= US |page=32 |date= June 3, 1995 |quote= Only 3,100 surnames are now in use in China [...] compared with nearly 12,000 in the past. An 'evolutionary dwindling' of surnames is common to all societies. [...] [B]ut in China, [Du] says, where surnames have been in use far longer than in most other places, the paucity has become acute. }}</ref><ref name="du">{{citation |title=Chinese Surnames and the Genetic Differences between North and South China |last1=Du |first1=Ruofu |first2=Yuan |last2=Yida |first3=Juliana |last3=Hwang |first4=Joanna L. |last4=Mountain |first5=L. Luca |last5=Cavalli-Sforza |authorlink5=Luigi Luca Cavalli-Sforza |series=Journal of Chinese Linguistics Monograph Series |number=5 |year=1992 |ref={{harvid|Du et al.|1992}} |pages=18–22 (History of Chinese surnames and sources of data for the present research) |url=http://hsblogs.stanford.edu/morrison/files/2011/02/27.pdf |postscript=, also part of [http://hsblogs.stanford.edu/morrison/ Morrison Institute for Population and Resource Studies] [http://hsblogs.stanford.edu/morrison/morrison-institute-working-papers1-pdf/ Working papers] |url-status=dead |archiveurl=https://web.archive.org/web/20121120173231/http://hsblogs.stanford.edu/morrison/files/2011/02/27.pdf |archivedate=2012-11-20 }}</ref> with 22% of the population sharing the names [[Li (surname)|Li]], [[Wang (surname)|Wang]] and [[Zhang (surname)|Zhang]] (numbering close to 300 million people), and the top 200 names covering 96% of the population. Names have changed or become extinct for various reasons such as people taking the names of their rulers, orthographic simplifications, taboos against using characters from an emperor's name, among others.<ref name="du" /> While family name lines dying out may be a factor in the surname extinction, it is by no means the only or even a significant factor. Indeed, the most significant factor affecting the surname frequency is other ethnic groups identifying as [[Han Chinese|Han]] and adopting Han names.<ref name="du" /> Further, while new names have arisen for various reasons, this has been outweighed by old names disappearing.<ref name="du" />

By contrast, some nations have adopted family names only recently. This means both that they have not experienced surname extinction for an extended period, and that the names were adopted when the nation had a relatively large population, rather than the smaller populations of ancient times.<ref name="du" /> Further, these names have often been chosen creatively and are very diverse. Examples include:
* [[Japanese names]], which in general use date only to the [[Meiji restoration]] in the late 19th century (when the population was over 30,000,000), have over 100,000 family names, surnames are very varied, and the government restricts married couples to using the same surname.
* Many [[Dutch name]]s have included a family name only since the [[Napoleonic Wars]] in the early 19th century, and there are over 68,000 Dutch family names.
* [[Thai name]]s have included a family name only since 1920, and only a single family can use a given family name; hence there are a great number of Thai names. Furthermore, Thai people change their family names with some frequency, complicating the analysis.

On the other hand, some examples of high concentration of family names is not primarily due to the Galton–Watson process:
* [[Vietnamese name]]s have about 100 family names, and 60% of the population sharing three family names. The name [[Nguyễn]] alone is estimated to be used by almost 40% of the Vietnamese population, and 90% share 15 names. However, as the history of the [[Nguyễn]] name makes clear, this is in no small part due to names being forced on people or adopted for reasons unrelated to genetic relation.

==See also==
*[[Branching process]]
*[[Resource-dependent branching process]]
*[[Pedigree collapse]]

== References ==
{{reflist}}

==Further reading==
{{refbegin}}
* [[F. Thomas Bruss]] (1984). "A Note on Extinction Criteria for Bisexual Galton&ndash;Watson Processes". ''[[Journal of Applied Probability]]'' '''21''': 915&ndash;919.
* [[C C Heyde]] and [[E Seneta]] (1977). ''I.J. Bienayme: Statistical Theory Anticipated''. Berlin, Germany.
* {{Cite journal| first1 = D. G. | title = Branching Processes Since 1873 | journal = Journal of the London Mathematical Society | volume = s1-41 | pages = 385–406| last1 = Kendall | authorlink1 = David George Kendall| year = 1966| issn = 0024-6107 | doi = 10.1112/jlms/s1-41.1.385}}
* {{Cite journal| first1 = D. G. | title = The Genealogy of Genealogy Branching Processes before (and after) 1873 | journal = Bulletin of the London Mathematical Society | volume = 7| issue = 3 | pages = 225–253| last1 = Kendall | authorlink1 = David George Kendall| year = 1975| issn = 0024-6093 | doi = 10.1112/blms/7.3.225}}
{{refend}}

== External links ==
* [https://web.archive.org/web/20040401131411/http://www-users.york.ac.uk/~pml1/stats/gwproc.ps "Survival of a Single Mutant" by Peter M. Lee of the University of York]

{{Stochastic processes}}

{{DEFAULTSORT:Galton-Watson Process}}
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