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Consider a one dimensional critical branching L\'{e}vy process $((Z_t)_{t\geq 0}, \mathbb {P}_x)$. Assume that the offspring distribution either has finite second moment or belongs to the domain of attraction to some $\alpha$-stable…

Probability · Mathematics 2024-10-15 Haojie Hou , Yan-Xia Ren , Renming Song

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

A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ which should be thought of as a multi-type L\'evy process: the second component $J$ is a Markov chain on a finite space $\{1,\ldots,K\}$, and…

Probability · Mathematics 2018-10-04 Robin Stephenson

By considering a continuous pruning procedure on Aldous's Brownian tree, we construct a random variable $\Theta$ which is distributed, conditionally given the tree, according to the probability law introduced by Janson as the limit…

Probability · Mathematics 2013-05-14 Romain Abraham , Jean-François Delmas

We study the exploration (or height) process of a continuous time non-binary Galton-Watson random tree, in the subcritical, critical and supercritical cases. Thus we consider the branching process in continuous time (Z_{t})_{t\geq 0}, which…

Probability · Mathematics 2016-02-08 Ibrahima Dramé , Etienne Pardoux , Ahmadou Bamba Sow

This work builds upon the recent monograph [5] on self-similar Markov trees. A self-similar Markov tree is a random real tree equipped with a function from the tree to $[0,\infty)$ that we call the decoration. Here, we construct local time…

Probability · Mathematics 2026-01-16 Jean Bertoin , Armand Riera , Alejandro Rosales-Ortiz

Cumulative prospect theory (CPT) is the first theory for decision-making under uncertainty that combines full theoretical soundness and empirically realistic features [P.P. Wakker - Prospect theory: For risk and ambiguity, Page 2]. While…

Logic in Computer Science · Computer Science 2025-05-15 Thomas Brihaye , Krishnendu Chatterjee , Stefanie Mohr , Maximilian Weininger

A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…

Probability · Mathematics 2022-02-25 Bastien Mallein , Quan Shi

In this work, we study a family of non-Markovian trees modeling populations where individuals live and reproduce independently with possibly time-dependent birth-rate and lifetime distribution. To this end, we use the coding process…

Probability · Mathematics 2018-01-26 Bertrand Cloez , Benoît Henry

We consider a branching Markov process in continuous time in which the particles evolve independently as spectrally negative L\'evy processes. When the branching mechanism is critical or subcritical, the process will eventually die and we…

Probability · Mathematics 2022-11-23 Christophe Profeta

We consider a pruning of the inhomogeneous continuum random trees, as well as the cut trees that encode the genealogies of the fragmentations that come with the pruning. We propose a new approach to the reconstruction problem, which has…

Probability · Mathematics 2023-02-03 Nicolas Broutin , Hui He , Minmin Wang

Consider a branching system with particles moving according to an Ornstein-Uhlenbeck process with drift $\mu>0$ and branching according to a law in the domain of attraction of the $(1+\beta)$-stable distribution. The mean of the branching…

Probability · Mathematics 2018-03-23 Rafał Marks , Piotr Miłoś

We provide sufficient criteria for explosion in Crump-Mode-Jagers branching process, via the process producing an infinite path in finite time. As an application, we deduce a curious phase-transition in the infinite tree associated with a…

Probability · Mathematics 2024-11-20 Tejas Iyer

We construct random locally compact real trees called Levy trees that are the genealogical trees associated with continuous-state branching processes. More precisely, we define a growing family of discrete Galton-Watson trees with i.i.d.…

Probability · Mathematics 2007-05-23 Thomas Duquesne , Matthias Winkel

We consider a continuous-time vertex reinforced jump process on a supercritical Galton-Watson tree. This process takes values in the set of vertices of the tree and jumps to a neighboring vertex with rate proportional to the local time at…

Probability · Mathematics 2012-09-25 Anne-Laure Basdevant , Arvind Singh

We study a genealogical model for continuous-state branching processes with immigration with a (sub)critical branching mechanism. This model allows the immigrants to be on the same line of descent. The corresponding family tree is an…

Probability · Mathematics 2008-02-13 Thomas Duquesne

In the critical beta-splitting model of a random $n$-leaf rooted tree, clades are recursively (from the root) split into sub-clades, and a clade of $m$ leaves is split into sub-clades containing $i$ and $m-i$ leaves with probabilities…

Probability · Mathematics 2025-04-21 David J. Aldous , Svante Janson

We use Dirichlet form methods to construct and analyze a reversible Markov process, the stationary distribution of which is the Brownian continuum random tree. This process is inspired by the subtree prune and regraft (SPR) Markov chains…

Probability · Mathematics 2007-05-23 Steven N. Evans , Anita Winter

In this paper, we investigate the asymptotic behaviors of the survival probability and maximal displacement of a subcritical branching killed L\'{e}vy process $X$ in $\mathbb{R}$. Let $\zeta$ denote the extinction time, $M_t$ be the maximal…

Probability · Mathematics 2025-10-21 Yan-Xia Ren , Renming Song , Yaping Zhu

A general continuous-state branching processes in random environment (CBRE-process) is defined as the strong solution of a stochastic integral equation. The environment is determined by a L\'evy process with no jump less than $-1$. We give…

Probability · Mathematics 2016-01-20 Hui He , Zenghu Li , Wei Xu