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Branching Processes: Extensions · Tutorial 379 of 994

Branching Models of Cell Lineages

Learn to translate cell-division outcomes into a multitype branching model, use its mean progeny matrix to forecast growth, and solve for lineage-extinction probabilities.

Advanced 10 min read

What You'll Learn

  • Specify offspring laws for stem, progenitor, and differentiated cell types.
  • Construct and interpret a row-oriented mean progeny matrix.
  • Compute expected cell-type counts across generations.
  • Formulate and solve multitype extinction-probability equations.
  • Interpret spectral growth without confusing expected growth with certain survival.
  • Identify how the meaning of extinction depends on the modeled lineage.

Representing a Cell Lineage as a Branching Process

A lineage model separates three questions that can otherwise be conflated: what offspring each cell produces, how the expected number of each cell type changes across generations, and whether the lineage ultimately disappears. A multitype branching process gives a precise framework for these questions. Its generations count rounds of reproduction, not elapsed calendar time; division times and cell ages are not modeled here.

Let \((\Omega,\mathcal{F},\mathbb{P})\) be a probability space, let the type set be \(S=\{S,P,D\}\), and let \((Z_n)_{n\ge0}\) be the population process in discrete generations \(n\ge0\). Here \(S\), \(P\), and \(D\) denote stem, progenitor, and differentiated types. Write \(Z_n=(Z_{n,S},Z_{n,P},Z_{n,D})\) as a row vector. The filtration \(\mathcal{F}_n\) records the population and reproduction information through generation \(n\). The branching assumption is that, conditional on \(\mathcal{F}_n\), individuals reproduce independently, and an individual's offspring law depends only on its type.

Definition: For a parent of type \(i\), let \(\xi^{(i)}=(\xi^{(i)}_S,\xi^{(i)}_P,\xi^{(i)}_D)\) be its random offspring-count vector. The mean progeny matrix is \(M=(m_{ij})\), where \(m_{ij}=\mathbb{E}[\xi^{(i)}_j]\): row \(i\) describes the expected offspring types of a parent of type \(i\). The generating function for that row is \(G_i(s)=\mathbb{E}[s_S^{\xi^{(i)}_S}s_P^{\xi^{(i)}_P}s_D^{\xi^{(i)}_D}]\), for \(s\in[0,1]^3\), with \(0^0=1\).

The mean progeny matrix is not a transition matrix. Its entries are expected offspring counts, so rows need not sum to \(1\). A row can sum to less than \(1\) or more than \(1\); that total is the expected number of offspring of the corresponding parent type. The probabilities in each offspring law, in contrast, must sum to \(1\).

For this model, define lineage extinction to mean that some generation has no modeled descendants: \(Z_n=(0,0,0)\) for some \(n\). A differentiated cell may persist physically after it stops dividing, but a sterile \(D\) type does not produce descendants in this branching model. Thus extinction here concerns the modeled reproducing lineage, not the survival of every terminal cell in tissue.

Two Calculations That Organize the Model

Proposition (Mean population recursion): Suppose the offspring counts have finite means and reproduction is independent conditional on \(\mathcal{F}_n\). If \(Z_n=z\), then \(\mathbb{E}[Z_{n+1}\mid\mathcal{F}_n]=Z_nM\). In particular, if \(\mathbb{E}[Z_0]\) is finite, then \(\mathbb{E}[Z_n]=\mathbb{E}[Z_0]M^n\).

Proof. Given \(\mathcal{F}_n\), each of the \(Z_{n,i}\) type-\(i\) parents has expected \(m_{ij}\) type-\(j\) offspring. Adding their conditional expectations gives \(\mathbb{E}[Z_{n+1,j}\mid\mathcal{F}_n]=\sum_i Z_{n,i}m_{ij}\), which is the \(j\)th coordinate of \(Z_nM\). Taking expectations and using the defining property of conditional expectation gives \(\mathbb{E}[Z_{n+1}]=\mathbb{E}[Z_n]M\). Iterating this identity yields \(\mathbb{E}[Z_n]=\mathbb{E}[Z_0]M^n\). \(\square\)

The extinction probabilities require the full offspring laws, not just their means. Let \(q_i\) be the probability of eventual extinction from one initial individual of type \(i\). The next result explains how the offspring generating functions determine these probabilities.

Proposition (Extinction equations and least fixed point): Suppose each individual has finitely many offspring almost surely. The vector \(q=(q_S,q_P,q_D)\) satisfies \(q_i=G_i(q)\) for each type \(i\), and it is the coordinatewise least solution in \([0,1]^3\) of these equations.

Proof. Starting from one parent of type \(i\), extinction occurs exactly when the descendant lineages of all its offspring become extinct. Conditional on its offspring counts \(\xi^{(i)}\), the branching independence assumption makes that probability \(\prod_j q_j^{\xi^{(i)}_j}\). Taking its expectation gives \(q_i=G_i(q)\).

To prove the least-solution claim, let \(q^{(n)}_i\) be the probability that the population is zero by generation \(n\), starting from one type-\(i\) individual. Set \(q^{(0)}=(0,0,0)\), since an initially present individual means extinction has not occurred at generation zero. Conditioning on the first offspring gives \(q^{(n+1)}=G(q^{(n)})\). These probabilities increase with \(n\), and their limit is the probability of eventual extinction, so \(q^{(n)}\) increases coordinatewise to \(q\). The functions \(G_i\) are continuous on \([0,1]^3\): their defining expectations are limits of finite offspring sums, or equivalently continuity follows by bounded convergence since the products lie in \([0,1]\). Therefore \(q=G(q)\). If \(x\in[0,1]^3\) is any other solution, then \(q^{(0)}\le x\). Each \(G_i\) is nondecreasing in every coordinate on \([0,1]^3\), so induction gives \(q^{(n)}\le x\) for every \(n\). Taking limits gives \(q\le x\), as required. \(\square\)

The mean matrix describes expected growth through powers of \(M\). Its spectral radius, the largest absolute value of its eigenvalues, is useful for assessing long-run mean growth; Perron–Frobenius theory gives a more specific growth interpretation under its hypotheses. But a mean is not an extinction probability: determining extinction requires the offspring generating functions and the least-fixed-point calculation above.

Worked Example: A Subcritical Stem-to-Progenitor Lineage

Suppose a stem cell produces one stem cell with probability \(\tfrac12\), or one progenitor with probability \(\tfrac12\). A progenitor produces two progenitors with probability \(\tfrac14\), one differentiated cell with probability \(\tfrac12\), or no offspring with probability \(\tfrac14\). A differentiated cell has no offspring with probability \(1\). Each parent's listed probabilities sums to \(1\): for the progenitor, \(\tfrac14+\tfrac12+\tfrac14=1\).

The expected offspring rows are \((\tfrac12,\tfrac12,0)\) for a stem cell, \((0,\tfrac12,\tfrac12)\) for a progenitor, and \((0,0,0)\) for a differentiated cell. In the progenitor row, the expected number of progenitors is \(2\cdot\tfrac14=\tfrac12\). Thus

$$ M= \begin{bmatrix} \tfrac12&\tfrac12&0\\ 0&\tfrac12&\tfrac12\\ 0&0&0 \end{bmatrix}. $$

This upper-triangular matrix has eigenvalues \(\tfrac12,\tfrac12,0\), so its spectral radius is \(\tfrac12\). For extinction, \(q_D=1\), since a differentiated cell has no offspring. The progenitor generating function gives

$$ q_P=\tfrac14q_P^2+\tfrac12q_D+\tfrac14 =\tfrac14q_P^2+\tfrac34. $$

Rearranging gives \(q_P^2-4q_P+3=0\), or \((q_P-1)(q_P-3)=0\). Only \(q_P=1\) lies in \([0,1]\). For a stem cell, \(q_S=\tfrac12q_S+\tfrac12q_P\), so \(q_S=1\). Substitution checks both equations: \(\tfrac14(1)^2+\tfrac34=1\), and \(\tfrac12(1)+\tfrac12(1)=1\). This model's lineage becomes extinct with probability \(1\) from each type.

Worked Example: A Supercritical Stem–Progenitor Model

Now suppose a stem cell produces two stem cells with probability \(\tfrac12\), or one progenitor with probability \(\tfrac12\). A progenitor produces two progenitors with probability \(\tfrac34\), or one differentiated cell with probability \(\tfrac14\). A differentiated cell has no offspring with probability \(1\). Each offspring law sums to \(1\). The mean rows are \((1,\tfrac12,0)\), \((0,\tfrac32,\tfrac14)\), and \((0,0,0)\), giving

$$ M= \begin{bmatrix} 1&\tfrac12&0\\ 0&\tfrac32&\tfrac14\\ 0&0&0 \end{bmatrix}. $$

Its eigenvalues are \(1,\tfrac32,0\), so the spectral radius is \(\tfrac32\). The extinction equations show why this does not mean every lineage grows. Since \(q_D=1\), the progenitor equation is \(q_P=\tfrac34q_P^2+\tfrac14\). Equivalently, \(3q_P^2-4q_P+1=0=(3q_P-1)(q_P-1)\), so the possible probabilities are \(\tfrac13\) and \(1\). The least solution is \(q_P=\tfrac13\).

For a stem cell, \(q_S=\tfrac12q_S^2+\tfrac12q_P=\tfrac12q_S^2+\tfrac16\). Multiplying by \(6\) gives \(3q_S^2-6q_S+1=0\), whose roots are \(1-\tfrac{\sqrt6}{3}\) and \(1+\tfrac{\sqrt6}{3}\). Only the first is in \([0,1]\). Substitution verifies it: setting \(a=\tfrac{\sqrt6}{3}\), so \(a^2=\tfrac23\), the right side is \(\tfrac12(1-a)^2+\tfrac16=\tfrac12(1-2a+\tfrac23)+\tfrac16=1-a\). Thus \(q_S=1-\tfrac{\sqrt6}{3}\). The progenitor's extinction probability is \(\tfrac13\), while the stem lineage has a different extinction probability because its offspring law differs.

Worked Example: Forecasting a Mixed Cell Population

Use the mean matrix from the supercritical example and start with one stem cell and one progenitor, so \(Z_0=(1,1,0)\). The reproduction probabilities in that model sum to \(1\) for each type, as checked above. Multiplication by \(M\) gives the expected first-generation counts:

$$ \mathbb{E}[Z_1]=Z_0M =(1,1,0) \begin{bmatrix} 1&\tfrac12&0\\ 0&\tfrac32&\tfrac14\\ 0&0&0 \end{bmatrix} =(1,2,\tfrac14). $$

For two generations, direct multiplication gives

$$ M^2= \begin{bmatrix} 1&\tfrac54&\tfrac18\\ 0&\tfrac94&\tfrac38\\ 0&0&0 \end{bmatrix}, \qquad \mathbb{E}[Z_2]=Z_0M^2=(1,\tfrac72,\tfrac12). $$

For example, the differentiated-cell entry of \(M^2\) in the stem row is \(\tfrac12\cdot\tfrac14=\tfrac18\); in the progenitor row it is \(\tfrac32\cdot\tfrac14=\tfrac38\). Adding the two rows gives the displayed expected composition. The expected total at generation two is \(1+\tfrac72+\tfrac12=5\). This is an expectation, not a claim that a particular lineage has exactly five cells. By independence of the two initial lineages, their joint extinction probability is \(q_Sq_P=(1-\tfrac{\sqrt6}{3})\tfrac13\). The expectation and the extinction probability answer different questions.

Interpretation and a Common Matrix Error

A cell-lineage model is useful for comparing division programs, identifying which type contributes most to expected expansion, and separating terminal differentiation from self-renewal. The mean matrix summarizes expected production type by type; the generating functions retain the variation in offspring counts that determines extinction. In particular, a spectral radius above \(1\) signals potential growth in the mean, but does not say that every realization grows or survives.

Common mistake: transposing the population update. With the matrix in the mixed-population example, a common incorrect calculation treats the population as a column and computes \(M(1,0,0)^\mathsf{T}=(1,0,0)^\mathsf{T}\), thereby missing progenitors. The convention here uses row population vectors: \((1,0,0)M=(1,\tfrac12,0)\). The result is consistent with the offspring law: one stem cell produces one progenitor with probability \(\tfrac12\), so the expected number of progenitors after one generation is \(\tfrac12\), not zero.

Before interpreting a cell model, check that every offspring law is a valid probability distribution, that each mean-matrix row uses the parent type as its row index, and that the event called extinction matches the biological question. If terminal cells are to be counted as persisting cells rather than as the end of a reproducing lineage, the state description and extinction event must be adjusted accordingly.

Check Your Understanding

Use row population vectors and distinguish expected counts from extinction probabilities.

  1. A type-\(A\) parent has two type-\(A\) offspring with probability \(\tfrac14\) and no offspring otherwise. What is its mean number of type-\(A\) offspring, and what equation does its extinction probability satisfy?
  2. For one stem cell and one progenitor in the supercritical example, verify the expected progenitor count at generation one directly from the two offspring laws.
  3. Why does a mean progeny matrix generally have rows that do not sum to \(1\)?
  4. State the least-fixed-point characterization of the multitype extinction vector and explain why a different fixed point in \([0,1]^3\) need not be the extinction vector.
  5. Give one reason that expected population growth and survival of an individual lineage are not interchangeable conclusions.