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A branching process in varying environment with generation-dependent immigration is a modification of the standard branching process in which immigration is allowed and the reproduction and immigration laws may vary over the generations.…

Probability · Mathematics 2024-01-31 Miguel González , Goetz Kersting , Carmen Minuesa , Inés del Puerto

Oscillatory systems of interacting Hawkes processes with Erlang memory kernels were introduced in Ditlevsen (2017). They are piecewise deterministic Markov processes (PDMP) and can be approximated by a stochastic diffusion. First, a strong…

Numerical Analysis · Mathematics 2020-03-25 Julien Chevallier , Anna Melnykova , Irene Tubikanec

The analysis of Belief Propagation and other algorithms for the {\em reconstruction problem} plays a key role in the analysis of community detection in inference on graphs, phylogenetic reconstruction in bioinformatics, and the cavity…

Information Theory · Computer Science 2019-05-27 Vishesh Jain , Frederic Koehler , Jingbo Liu , Elchanan Mossel

We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5 (1977) 616--621] and motivated by Gordin [Soviet Math.…

Probability · Mathematics 2007-05-23 Magda Peligrad , Sergey Utev

Our principal aim is to observe the Markov discrete-time process of population growth with long-living trajectory. First we study asymptotical decay of generating function of Galton-Watson process for all cases as the Basic Lemma.…

Probability · Mathematics 2020-04-21 Azam A. Imomov

In this article we contribute to the moment analysis of branching processes in catalytic media. The many-to-few lemma based on the spine technique is used to derive a system of (discrete space) partial differential equations for the number…

Probability · Mathematics 2012-03-06 Leif Doering , Matthew I. Roberts

In this paper we consider some non linear Hawkes processes with signed reproduction function (or memory kernel) thus exhibiting both self-excitation and inhibition. We provide a Law of Large Numbers, a Central Limit Theorem and large…

Probability · Mathematics 2022-07-06 Patrick Cattiaux , Laetitia Colombani , Manon Costa

Using Foster-Lyapunov techniques we establish new conditions on non-extinction, non-explosion, coming down from infinity and staying infinite, respectively, for the general continuous-state nonlinear branching processes introduced in Li et…

Probability · Mathematics 2020-11-13 Shaojuan Ma , Xu Yang , Xiaowen Zhou

In this work we derive limit theorems for trawl processes. First,we study the asymptotic behaviour of the partial sums of the discretized trawl process $(X_{i\Delta_{n}})_{i=0}^{\lfloor nt\rfloor-1}$, under the assumption that as…

Probability · Mathematics 2021-09-17 Mikko S. Pakkanen , Riccardo Passeggeri , Orimar Sauri , Almut E. D. Veraart

As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…

Probability · Mathematics 2012-09-25 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

We discuss uniform infinite causal triangulations and equivalence to the size biased branching process measure - the critical Galton-Watson branching process distribution conditioned on non-extinction. Using known results from the theory of…

Mathematical Physics · Physics 2012-01-04 V. Sisko , A. Yambartsev , S. Zohren

The system under study is a reaction-diffusion equation in a horizontal strip, coupled to a diffusion equation on its upper boundary via an exchange condition of the Robin type. This class of models was introduced by H. Berestycki, L. Rossi…

Analysis of PDEs · Mathematics 2016-03-16 Laurent Dietrich , Jean-Michel Roquejoffre

The exclusion process in which particles may jump any distance l>=1 with the probability that decays as l^-(1+sigma) is studied from coarse-grained equation for density profile in the limit when the lattice spacing goes to zero. For…

Statistical Mechanics · Physics 2008-05-16 J. Szavits-Nossan , K. Uzelac

Mesoscopic models in the reaction-diffusion framework have gained recognition as a viable approach to describing chemical processes in cell biology. The resulting computational problem is a continuous-time Markov chain on a discrete and…

Numerical Analysis · Mathematics 2016-01-13 Stefan Engblom

Let $(W_n(\theta))_{n\in\mathbb N_0}$ be the Biggins martingale associated with a supercritical branching random walk and denote by $W_\infty(\theta)$ its limit. Assuming essentially that the martingale $(W_n(2\theta))_{n\in\mathbb N_0}$ is…

Probability · Mathematics 2016-01-14 Alexander Iksanov , Zakhar Kabluchko

We present sufficient conditions, in terms of the jumping kernels, for two large classes of conservative Markov processes of pure-jump type to be purely discontinuous martingales with finite second moment. As an application, we establish…

Probability · Mathematics 2020-09-01 Yuichi Shiozawa , Jian Wang

In this paper we consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in R^d and undergoing a binary, supercritical branching with a constant rate \lambda>0. This system is known to…

Probability · Mathematics 2014-07-10 Radosław Adamczak , Piotr Miłoś

We study a class of branching processes in which the offspring distribution is not specified directly but is induced by a cycle of internal colony growth, catastrophic reduction and structured dispersal. The parameters governing growth,…

Probability · Mathematics 2026-05-07 Lucas R. de Lima , Fábio P. Machado

We develop a general framework for extracting highly uniform bounds on local stability for stochastic processes in terms of information on fluctuations or crossings. This includes a large class of martingales: As a corollary of our main…

Probability · Mathematics 2024-08-05 Morenikeji Neri , Thomas Powell

A uniform law of large numbers and a central limit theorem are established via a martingale approach for a univariate Hawkes process with immigration given by a renewal process. The results are obtained for renewal processes with absolutely…

Probability · Mathematics 2025-07-01 Luis Iván Hernández Ruíz
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