English
Related papers

Related papers: $L\log L$ condition for supercritical branching Hu…

200 papers

We consider branching random walks with a spine in the domain of attraction of an $\alpha$-stable L\'evy process. For this process, the classical derivative martingale in general degenerates in the limit. We first determine the quantity…

Probability · Mathematics 2020-04-08 Pierre Boutaud , Pascal Maillard

For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the…

Probability · Mathematics 2012-09-07 V. I. Afanasyev , C. Boeinghoff , G. Kersting , V. A. Vatutin

We consider a branching random walk on the line. Biggins and Kyprianou [6] proved that, in the boundary case, the associated derivative martingale converges almost surly to a finite nonnegative limit, whose law serves as a fixed point of a…

Probability · Mathematics 2014-02-25 Xinxin Chen

We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…

Probability · Mathematics 2008-07-02 Hui He

We establish a nondominated version of the optional decomposition theorem in a setting that includes jump processes with nonvanishing diffusion as well as general continuous processes. This result is used to derive a robust superhedging…

Mathematical Finance · Quantitative Finance 2015-07-20 Marcel Nutz

In this article, we consider a Branching Random Walk on the real line. The genealogical structure is assumed to be given through a supercritical branching process in the i.i.d. environment and satisfies the Kesten-Stigum condition. The…

Probability · Mathematics 2023-02-02 Ayan Bhattacharya , Zbigniew Palmowski

We establish weak and strong law of large numbers for a class of branching symmetric Hunt processes with the branching rate being a smooth measure with respect to the underlying Hunt process, and the branching mechanism being general and…

Probability · Mathematics 2016-01-26 Zhen-Qing Chen , Yan-Xia Ren , Ting Yang

By decomposing the random walk path, we construct a multitype branching process with immigration in random environment for corresponding random walk with bounded jumps in random environment. Then we give two applications of the branching…

Probability · Mathematics 2010-03-22 Wenming Hong , Huaming Wang

We consider the setting of either a general non-local branching particle process or a general non-local superprocess. Under the assumption that the mean semigroup has a Perron-Frobenious type behaviour in combination with a regularly…

Probability · Mathematics 2025-07-25 Natalia Cardona-Tobón , Andreas E. Kyprianou , Pedro Martín-Chávez

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

Probability · Mathematics 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it…

Probability · Mathematics 2014-05-20 Christian Böinghoff

Let $\{Z_{m},m\geq 0\}$ be a critical branching process in random environment and $\{S_{m},m\geq 0\}$ be its associated random walk. Assuming that the increments distribution of the associated random walk belongs without centering to the…

Probability · Mathematics 2025-12-30 Vladimir Vatutin , Elena Dyakonova

This work extends the studies on the minimum and extremal process of a supercritical branching random walk outside the boundary case which cannot be reduced to the boundary case. We study here the situation where the log-generating function…

Probability · Mathematics 2026-01-14 Xinxin Chen , Haojie Hou

Suppose that $X=(X_{t})_{t\ge 0}$ is either a general supercritical non-local branching Markov process, or a general supercritical non-local superprocess, on a Luzin space. Here, by ``supercritical" we mean that the mean semigroup of $X$…

Probability · Mathematics 2025-09-17 Haojie Hou , Ting Yang

In this paper we study supercritical super-OU processes with general branching mechanisms satisfying a second moment condition. We establish central limit theorems for the super-OU processes. In the small and crtical branching rate cases,…

Probability · Mathematics 2013-02-07 Yan-Xia Ren , Renming Song , Rui Zhang

Let $X$ be a $\mu$-symmetric Hunt process on a LCCB space E. For an open set G $\subseteq$ E, let $\tau_G$ be the exit time of $X$ from G and $A^G$ be the generator of the process killed when it leaves G. Let $r:[0,\infty[\to[0,\infty[$ and…

Probability · Mathematics 2012-01-31 Eva Loecherbach , Dasha Loukianova , Oleg Loukianov

In this paper, we first establish a decomposition theorem for size-biased Poisson random measures. As consequences of this decomposition theorem, we get a spine decomposition theorem and a 2-spine decomposition theorem for some critical…

Probability · Mathematics 2019-02-04 Yan-Xia Ren , Renming Song , Zhenyao Sun

In this paper, we study critical and subcritical branching $\alpha$-stable processes, $\alpha \in (0, 2)$. We obtain the exact asymptotic behaviors of the tails of the maximal positions of all subcritical branching $\alpha$-stable processes…

Probability · Mathematics 2025-04-09 Haojie Hou , Yiyang Jiang , Yan-Xia Ren , Renming Song

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and…

Probability · Mathematics 2014-09-22 Yan-Xia Ren , Renming Song , Rui Zhang

In this article, we consider a branching random walk on the real-line where displacements coming from the same parent have jointly regularly varying tails. The genealogical structure is assumed to be a supercritical Galton-Watson tree,…

Probability · Mathematics 2022-04-07 Ayan Bhattacharya