Transformations of Galton-Watson processes and linear fractional reproduction

Abstract

By establishing general relationships between branching transformations (Harris-Sevastyanov, Lamperti-Ney, time reversals, and Asmussen-Sigman) and Markov chain transforms (Doob's h-transform, time reversal, and the cone dual), we discover a deeper connection between these transformations with harmonic functions and invariant measures for the process itself and its space-time process. We give a classification of the duals into Doob's h-transform, pathwise time reversal, and cone reversal. Explicit results are obtained for the linear fractional offspring distribution. Remarkably, for this case, all reversals turn out to be a Galton-Watson process with a dual reproduction law and eternal particle or some kind of immigration. In particular, we generalize a result of Klebaner and Sagitov (2002) in which only a geometric offspring distribution was considered. A new graphical representation in terms of an associated simple random walk on N2 allows for illuminating picture proofs of our main results concerning transformations of the linear fractional Galton-Watson process.