A detailed probabilistic treatment is given of a birth-and-death process proposed by Williams (1969) in which the elements of the process bear up to s inanimate marks. Equations for the second-order moments of the process, and approximate marginal univariate solutions, are derived. The exact bivariate solution is given for the case s = 1. For general s the variance of the mark population is also derived.

This paper continues the author's study of age-dependent branching processes allowing immigration. In this paper the multidimensional case is considered. A sufficient condition is obtained for the existence of a legitimate limiting distribution. Several corollaries are obtained, which generalize many of the results of the discrete theory and those of the one-dimensional continuous time model.

The rate of genetic drift at an autosomal locus for a bisexual, diploid population of fixed size is studied. The generations are non-overlapping. The model encompasses a variety of mating systems, including random monogamy, random polygamy in one sex and random mating. The rate of drift is shown for several models to depend on the expected number of parents that two randomly selected individuals have in common. The male and female offspring are assigned to families in a fairly general way, which permits the study of a model in which each family has offspring of one sex only. The equation arising in this last case is identical to one of Jacquard for a system in which sib-mating is excluded.

A technique for solving a partial differential equation is presented. The technique is based upon the known solution of a similar equation. The method is used to attempt to solve the equation describing the change in the frequency of an allele in the presence of selection and random drift in a finite population. Two cases can be solved within a reasonable degree of approximation: (a) the viabilities are additive and (b) heterozygotes are symmetrically overdominant to the homozygotes. The solutions in both cases are compared with the exact discrete solutions found by powering the re evant transition matrix.

In this paper, the cost of the carrier-borne epidemic is considered. The definition of duration, as used by Weiss (1965) and subsequent authors, is generalised and the probability distribution for the number of located carriers is obtained. One component of cost, namely the area generated by the trajectory of carriers, is examined and its probability density function derived. The expected area generated is then shown to be proportional to the expected number of carriers located during the epidemic, a result which has an analogue in the general stochastic epidemic.

Jumping processes which grow by unit jumps, with decreasing sojourn times between successive jumps, are studied. Markovian birth processes, non-Markovian branching processes, and some generalizations of these are special cases. Three classes are described, in one of which growth is explosive, in the second asymptotically continuous, and in the third oscillatory. A theorem is proved which gives an explicit functional expression in the asymptotically continuous case, and borderline cases between the classes are investigated.

Luria and Delbrück (1943) have observed that, in old cultures of bacteria that have mutated at random, the distribution of the number of mutants is extremely long-tailed. In this note, this distribution will be derived (for the first time) exactly and explicitly. The rates of mutation will be allowed to be either positive or infinitesimal, and the rate of growth for mutants will be allowed to be either equal, greater or smaller than for non-mutants. Under the realistic limit condition of a very low mutation rate, the number of mutants is shown to be a stable-Lévy (sometimes called “Pareto Lévy”) random variable, of maximum skewness ß, whose exponent α is essentially the ratio of the growth rates of non-mutants and of mutants. Thus, the probability of the number of mutants exceeding the very large value m is proportional to m–α–1 (a behavior sometimes referred to as “asymptotically Paretian” or “hyperbolic”). The unequal growth rate cases α ≠ 1 are solved for the first time. In the α = 1 case, a result of Lea and Coulson is rederived, interpreted, and generalized. Various paradoxes involving divergent moments that were encountered in earlier approaches are either absent or fully explainable.

The mathematical techniques used being standard, they will not be described in detail, so this note will be primarily a collection of results. However, the justification for deriving them lies in their use in biology, and the mathematically unexperienced biologists may be unfamiliar with the tools used. They may wish for more details of calculations, more explanations and Figures. To satisfy their needs, a report available from the author upon request has been prepared. It will be referred to as Part II.

A population is composed of an infinite number of colonies situated at the integer points of a single co-ordinate axis. Each colony develops according to a simple birth and death process and migration is allowed between nearest neighbours. An approximate solution is obtained for the probability structure of the population size, and exact results are derived for the process when immigration is introduced into a single colony from outside the system.

A class of binary fission stochastic population models is described, in which the fission probabilities may depend on the age of an individual and the total population size. Age-dependent binary branching processes with Erlangian lifelength distributions are a special case. An asymptotic expression for the growth of the population size is developed, which generalizes known theorems about the asymptotic exponential growth of a branching process.

Some necessary and sufficient conditions are found for the existence of a proper non-degenerate limiting distribution for a Bellman-Harris age-dependent branching process with a compound renewal immigration component. A number of these results are applicable to the batch arrival GI/G/∞ queueing process. Some aspects of the situation when there is no such limiting distribution are considered. The situation when the immigration component is a nonhomogeneous compound Poisson process is briefly considered.

The accurate space derivative (ASD) method for the numerical treatment of nonlinear partial differential equations has been applied to the solution of Fisher's equation, a nonlinear diffusion equation describing the rate of advance of a new advantageous gene, and which is also related to certain water waves and plasma shock waves described by the Korteweg-de-Vries-Burgers equation. The numerical experiments performed indicate how from a variety of initial conditions, (including a step function, and a wave with local perturbation) the concentration of advantageous gene evolves into the travelling wave of minimal speed. For an initial superspeed wave this evolution depends on the cutting off of the right-hand tail of the wave, which is physically plausible; this condition is necessary for the convergence of the ASD method. Detailed comparisons with an analytic solution for the travelling waves illustrate the striking accuracy of the ASD method for other than very small values of the concentration.

It is common to represent taxonomic hierarchies of related objects (such as similar plant or animal species or languages of the same family) by rooted trees with labelled terminal vertices which represent the objects. The multivariate data comparing numerous characteristics of the objects is first reduced to indices of similarity (or more often of dissimilarity) between each pair of objects. These are used to classify the objects into groups which are then depicted on a tree.

This paper shows that an unrooted tree with labelled terminal vertices may provide a better representation of the relationships between the objects because the similarity indices are required to conform to fewer restrictions. Also for a given number of terminal vertices, there are fewer unrooted than rooted trees so that studies using probability distributions of trees or seeking the most suitable tree to represent the data are more practicable.

In a multitype critical age dependent branching process with immigration, the numbers of cell types born by t, divided by t2, tends in law to a one-dimensional (degenerate) law whose Laplace transform is explicitily given. The method of proof makes a correspondence between the moments in the m-dimensional case and the one-dimensional case, for which the corresponding limit theorem is known. Other applications are given, a possible relaxation of moment assumptions, and extensions are indicated.

A discrete random variable describing the number of comparisons made in a sequence of comparisons between two opponents which terminates as soon as one opponent wins m comparisons is studied. By equating two different expressions for the mean of the variable, a closed form for the incomplete beta function with equal arguments is obtained. This expression is used in deriving asymptotic (m-large) expressions for the mean and variance. The standardized variate is shown to converge to the Gaussian distribution as m→ ∞. A result corresponding to the DeMoivre-Laplace limit theorem is proved. Finally applications are made to the genetic code problem, to Banach's Match Box Problem, and to the World Series of baseball.

A stochastic theory is given for speculative industrial chemical research. It is shown how the theory may be used to suggest a suitable balance between long-term and short-term projects.

Results on the behaviour of Markov branching processes as time goes to infinity, hitherto obtained for models which assume a discrete state-space or discrete time or both, are here generalised to a model with both state-space and time continuous. The results are similar but the methods not always so.

By analogy with statistical mechanics random collision processes are considered. In two cases we derive their limiting distributions using discrimination information. In one case the limiting distribution is unique and in the other one the family of limiting distributions is an exponential family.

With each individual in a branching population associate a random function of the age. Count the population by the values of these functions. Different choices yield different processes. In the supercritical case a unified treatment of the asymptotics is possible for a wide class, including for example the number of individuals having some random age dependent property or integrals of branching processes. As an application, the demographic concept of average age at childbearing is given a rigorous interpretation.

We have introduced a definition of a slowly changing time-dependent linear transformation on a class of non-stationary stochastic processes and have studied the “spectral” relationship between the input and output processes. In addition, using this definition, we have extended one important property of coherency and the concept of residual variance bound pertinent to the theory of stationary stochastic processes to the non-stationary case.

Letting Z(t) be the number of objects alive at time t in a general supercritical age-dependent branching process generated by a single ancestor born at time 0, one achieves (Theorem 1) mean-square convergence of Z(t)/E[Z(t)] provided and , where N(t) is the number of offspring of the initial ancestor born by time t and α is the (positive) Malthusian parameter defined by . If the stronger conditions that (Theorem 2) and hold also, then the convergence is almost-sure. It is of interest that the embedded Galton-Watson process of successive generations need not have a finite mean for the conditions of the above theorems to hold. Similar results are obtained for the age-distribution as well.