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We consider a polling system: a queueing system of $N\ge 1$ queues with Poisson arrivals $Q_1,...,Q_N$ visited in a cyclic order (with or without switchover times) by a single server. For this system we derive the probability generating…

Probability · Mathematics 2011-11-09 Onno Boxma , Offer Kella , Kamil Marcin Kosinski

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

We study supercritical branching processes under the influence of an i.i.d. emigration component. We provide conditions, under which the lifetime of the process is finite respectively has a finite expectation. A new version of the…

Probability · Mathematics 2020-08-13 Georg Braun

We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…

Statistical Finance · Quantitative Finance 2013-05-14 Jongwook Kim , Gabjin Oh

Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…

Statistics Theory · Mathematics 2013-12-20 J. L. Wadsworth , J. A. Tawn

Hoeffding has shown that tail bounds on the distribution for sampling from a finite population with replacement also apply to the corresponding cases of sampling without replacement. (A special case of this result is that binomial tail…

Probability · Mathematics 2011-07-11 Kyle J. Luh , Nicholas Pippenger

We introduce a new family of multivariate distributions by taking the component-wise Tukey-h transformation of a random vector following a skew-normal distribution. The proposed distribution is named the skew-normal-Tukey-h distribution and…

Methodology · Statistics 2023-10-19 Sagnik Mondal , Marc G. Genton

We consider branching particle processes on discrete structures like the hypercube in a random fitness landscape (i.e., random branching/killing rates). The main question is about the location where the main part of the population sits at a…

Probability · Mathematics 2021-07-20 Wolfgang König

We develop a general approach for studying the cumulative probability distribution function of localized objects (particles) whose dynamics is governed by the first-order Langevin equation driven by superheavy-tailed noise. Solving the…

Statistical Mechanics · Physics 2011-04-05 S. I. Denisov , H. Kantz

We consider a supercritical Galton-Watson branching process with immigration. It is well known that under suitable conditions on the offspring and immigration distributions, there is a finite, strictly positive limit ${\mathcal{W}}$ for the…

Probability · Mathematics 2014-02-06 Weijuan Chu , Wenbo V. Li , Yan-Xia Ren

We study a density-dependent Markov jump process describing a population where each individual is characterized by a type, and reproduces at rates depending both on its type and on the population type distribution. We are interested in the…

Probability · Mathematics 2026-02-26 Madeleine Kubasch

We present a model for growth in a multi-species population. We consider two types evolving as a logistic branching process with mutation, where one of the types has a selective advantage, and are interested in the regime in which the…

Probability · Mathematics 2025-07-18 Marta Dai Pra , Julian Kern

Analytical and numerical studies on many-body stochastic processes with multiplicative interactions are reviewed. The method of moment relations is used to investigate effects of asymmetry and randomness in interactions. Probability…

Statistical Mechanics · Physics 2009-11-11 Akihiro Fujihara , Toshiya Ohtsuki , Hiroshi Yamamoto

The number of extant individuals within a lineage, as exemplified by counts of species numbers across genera in a higher taxonomic category, is known to be a highly skewed distribution. Because the sublineages (such as genera in a clade)…

Applications · Statistics 2009-01-09 Panagis Moschopoulos , Max Shpak

We report a statistical analysis about people agglomeration soundscape. Specifically, we investigate the normalized sound amplitudes and intensities that emerge from people collective meetings. Our findings support the existence of…

Physics and Society · Physics 2011-02-18 H. V. Ribeiro , R. T. de Souza , E. K. Lenzi , R. S. Mendes , L. R. Evangelista

Environmental changes greatly influence the evolution of populations. Here, we study the dynamics of a population of two strains, one growing slightly faster than the other, competing for resources in a time-varying binary environment…

Populations and Evolution · Quantitative Biology 2020-07-28 Ami Taitelbaum , Robert West , Michael Assaf , Mauro Mobilia

We construct an example of a continuous centered random process with light tails of finite-dimensional distribution but with (relatively) heavy tail of maximum distribution. The apparatus for tails comparison are embedding results for…

Probability · Mathematics 2015-08-25 Eugene Ostrovsky , Leonid Sirota

Proliferating cell populations at steady state growth often exhibit broad protein distributions with exponential tails. The sources of this variation and its universality are of much theoretical interest. Here we address the problem by…

Populations and Evolution · Quantitative Biology 2008-07-24 Tamar Friedlander , Naama Brenner

A dynamical model based on a continuous addition of colored shot noises is presented. The resulting process is colored and non-Gaussian. A general expression for the characteristic function of the process is obtained, which, after a scaling…

Statistical Mechanics · Physics 2009-10-31 Jaume Masoliver , Miquel Montero , Alan McKane

We provide a new extension of Breiman's Theorem on computing tail probabilities of a product of random variables to a multivariate setting. In particular, we give a complete characterization of regular variation on cones in $[0,\infty)^d$…

Probability · Mathematics 2020-06-09 Bikramjit Das , Vicky Fasen-Hartmann , Claudia Klüppelberg