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The first chapter concerns monotype population models. We first study general birth and death processes and we give non-explosion and extinction criteria, moment computations and a pathwise representation. We then show how different scales…
We study the inductive biases of diffusion models with a conditioning-variable, which have seen widespread application as both text-conditioned generative image models and observation-conditioned continuous control policies. We observe that…
A noncommutative Fornasini-Marchesini system (a multi-variable version of a linear system) can be realized within a weak Markov process (a model for quantum evolution). For a discrete time parameter the resulting structure is worked out…
Two density-dependent branching processes are considered to model predator-prey populations. For both models, preys are considered to be the main food supply of predators. Moreover, in each generation the number of individuals of each…
In this paper, we propose some algorithms for the simulation of the distribution of certain diffusions conditioned on terminal point. We prove that the conditional distribution is absolutely continuous with respect to the distribution of…
Diffusive limit of the one-species Vlasov-Maxwell-Boltzmann system in perturbation framework still remains unsolved, due to the weaker time decay rate compared with the two-species Vlasov-Maxwell-Boltzmann system. By employing the weighted…
Regression models describing the joint distribution of multivariate response variables conditional on covariate information have become an important aspect of contemporary regression analysis. However, a limitation of such models is that…
Supercritical branching processes in constant environment conditioned on eventual extinction are known to be subcritical branching processes. The case of random environment is more subtle. A supercritical branching diffusion in random…
We investigate the long-time evolution of branching diffusion processes (starting with a finite number of particles) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. In the…
We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…
In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…
These notes were used in a short graduate course on branching processes the author gave in Beijing Normal University. The following main topics are covered: scaling limits of Galton--Watson processes, continuous-state branching processes,…
We use analytical methods to construct the two-parameter Feller semigroup associated with a Markov process on a line with a moving membrane such that at the points on both sides of the membrane it coincides with the ordinary diffusion…
Consider a branching process $\{Z_n\}_{n\ge 0}$ with immigration in varying environment. For $a\in\{0,1,2,...\},$ let $C=\{n\ge0:Z_n=a\}$ be the collection of times at which the population size of the process attains level $a.$ We give a…
The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…
Recently, the authors proved [2] that the Maxwell-Stefan system with an incompressibility-like condition on the total flux can be rigorously derived from the multi-species Boltzmann equation. Similar cross-diffusion models have been widely…
We consider a class of singular ordinary differential equations describing analytic systems of arbitrary finite dimension, subject to a quasi-periodic forcing term and in the presence of dissipation. We study the existence of response…
Widely used models in genetics include the Wright-Fisher diffusion and its moment dual, Kingman's coalescent. Each has a multilocus extension but under neither extension is the sampling distribution available in closed-form, and their…
Mass extinction is a phenomenon in the history of life on Earth when a considerable number of species go extinct over a relatively short period of time. The magnitude of extinction varies between the events, the most well known are the…
Certain Markov processes, or deterministic evolution equations, have the property that they are dual to a stochastic process that exhibits extinction versus unbounded growth, i.e., the total mass in such a process either becomes zero, or…