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This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…

Probability · Mathematics 2007-12-28 Guodong Pang , Rishi Talreja , Ward Whitt

Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…

Probability · Mathematics 2022-01-07 Azam Imomov

We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the…

We establish an explicit rate of convergence for some systems of mean-field interacting diffusions with logistic binary branching towards the solutions of nonlinear evolution equations with non-local self-diffusion and logistic mass growth,…

Probability · Mathematics 2021-09-29 Joaquín Fontbona , Felipe Muñoz-Hernández

We investigate the extremal process of four-dimensional membrane models as the size of the lattice $N$ tends to infinity. We prove the cluster-like geometry of the extreme points and the existence as well as the uniqueness of the extremal…

Probability · Mathematics 2025-07-29 Hao Ge , Xinyi Li , Jiaxi Zhao

Recently in Barczy, Li and Pap (2015), the notion of a multi-type continuous-state branching process (with immigration) having d-types was introduced as a solution to an d-dimensional vector- valued SDE. Preceding that, work on affine…

Probability · Mathematics 2018-01-24 Andreas Kyprianou , Sandra Palau

The aim of this paper is to tackle part of the program set by Diekmann et al. in their seminal paper Diekmann et al. (2001). We quote "It remains to investigate whether, and in what sense, the nonlinear determin-istic model formulation is…

Probability · Mathematics 2018-04-16 Philippe Carmona

We consider an individual-based spatially structured population for Darwinian evolution in an asexual population. The individuals move randomly on a bounded continuous space according to a reflected brownian motion. The dynamics involves…

Probability · Mathematics 2015-09-08 Helene Leman

We consider a spatial multi-type branching model in which individuals migrate in geographic space according to random walks and reproduce according to a state-dependent branching mechanism which can be sub-, super- or critical depending on…

Probability · Mathematics 2015-09-15 Andreas Greven , Anja Sturm , Anita Winter , Iljana Zähle

We study the high temperature phase of a family of typed branching diffusions initially studied in [Ast\'{e}risque 236 (1996) 133--154] and [Lecture Notes in Math. 1729 (2000) 239--256 Springer, Berlin]. The primary aim is to establish some…

Probability · Mathematics 2007-05-23 Y. Git , J. W. Harris , S. C. Harris

Conditions for almost sure extinction are studied in discrete time branching processes with an infinite number of types. It is not assumed that the expected number of children is a bounded function of the parent's type. There might also be…

Probability · Mathematics 2007-05-23 G. T. Tetzlaff

We present a stochastic version of the Cucker-Smale flocking dynamics based on a markovian $N$-particle system of pair interactions with unbounded and, in general, non-Lipschitz continuous interaction potential. We establish the infinite…

Probability · Mathematics 2022-03-17 Martin Friesen , Oleksandr Kutoviy

We study a universal object for the genealogy of a sample in populations with mutations: the critical birth-death process with Poissonian mutations, conditioned on its population size at a fixed time horizon. We show how this process arises…

Probability · Mathematics 2014-07-30 G. Achaz , C. Delaporte , A. Lambert

Consider a population of infinitesimally small frogs on the real line. Initially the frogs on the positive half-line are dormant while those on the negative half-line are awake and move according to the heat flow. At the interface, the…

Probability · Mathematics 2019-03-18 Achim Klenke , Leonid Mytnik

We consider a binary branching process structured by a stochastic trait that evolves according to a diffusion process that triggers the branching events, in the spirit of Kimmel's model of cell division with parasite infection. Based on the…

Statistics Theory · Mathematics 2019-02-27 Marc Hoffmann , Aline Marguet

In this paper, we review recent results of ours concerning branching processes with general lifetimes and neutral mutations, under the infinitely many alleles model, where mutations can occur either at birth of individuals or at a constant…

Probability · Mathematics 2012-11-29 Nicolas Champagnat , Amaury Lambert , Mathieu Richard

A class of branching processes in varying environments is exhibited which become extinct almost surely even though the means M_n grow fast enough so that sum M_n^{-1} is finite. In fact, such a process is constructed for every offspring…

Probability · Mathematics 2007-05-23 Robin Pemantle

Boundary-catalytic branching processes describe a broad class of natural phenomena where the population of diffusing particles grows due to their spontaneous binary branching (e.g., division, fission or splitting) on a catalytic boundary…

Statistical Mechanics · Physics 2026-03-05 Denis S. Grebenkov , Yilin Ye

In this work we study the bisexual Galton-Watson process with a finite number of types, where females and males mate according to a ''mating function'' and form couples of different types. We assume that this function is superadditive,…

Probability · Mathematics 2022-06-22 Coralie Fritsch , Denis Villemonais , Nicolás Zalduendo

Coalescence processes have received a lot of attention in the context of conditional branching processes with fixed population size and non-overlapping generations. Here we focus on similar problems in the context of the standard…

Probability · Mathematics 2017-09-25 Nicolas Grosjean , Thierry Huillet