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Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…

Statistics Theory · Mathematics 2017-04-11 Sven Buhl , Claudia Klüppelberg

We study branching random walks in random i.i.d. environment in $\Z^d, d \geq 1$. For this model, the population size cannot decrease, and a natural definition of recurrence is introduced. We prove a dichotomy for recurrence/transience,…

Probability · Mathematics 2007-05-23 Francis Comets , Serguei Popov

We consider a particle transport process in a one-dimensional system with a thin membrane, described by a normal diffusion equation. We consider two boundary conditions at the membrane that are linear combinations of integral operators,…

Statistical Mechanics · Physics 2022-05-24 Tadeusz Kosztołowicz , Aldona Dutkiewicz

Ancestral inference for branching processes in random environments involves determining the ancestor distribution parameters using the population sizes of descendant generations. In this paper, we introduce a new methodology for ancestral…

Statistics Theory · Mathematics 2025-01-29 Xiaoran Jiang , Anand N. Vidyashankar

For a subcritical Galton-Watson process $(\zeta_n)$, it is well known that under an $X \log X$ condition, the quotient $P(\zeta_n > 0)/ E\zeta_n$ has a finite positive limit. There is an analogous result for a (one-dimensional)…

Probability · Mathematics 2007-05-23 Jean Bertoin , Alain Rouault

A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation…

Statistical Mechanics · Physics 2023-04-04 Yuichi Itto

The paper is devoted to the study of the asymptotic behaviour of Moran process in random environment, say random selection. In finite population, the Moran process may be degenerate in finite time, thus we will study its limiting process in…

Probability · Mathematics 2019-11-05 Arnaud Guillin , Arnaud Personne , Edouard Strickler

This paper considers the relative frequencies of distinct types of individuals in multitype branching processes. We prove that the frequencies are asymptotically multivariate normal when the initial number of ancestors is large and the time…

Probability · Mathematics 2009-03-02 Andrei Y. Yakovlev , Nikolay M. Yanev

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

It is a common practice to describe branching random walks in terms of birth, death and walk of particles, which makes it easier to use them in different applications. The main results obtained for the models of symmetric continuous-time…

Probability · Mathematics 2018-12-27 Anastasiia Rytova , Elena Yarovaya

We study supercritical age-structured branching models starting from a single particle with a random lifetime, where the reproduction law depends on the remaining lifetime of the parent. The lifespan of an individual is decided at its birth…

Probability · Mathematics 2024-03-20 Ziling Cheng

The asymptotic tail behaviour of sums of independent subexponential random variables is well understood, one of the main characteristics being the principle of the single big jump. We study the case of dependent subexponential random…

Probability · Mathematics 2017-11-29 Sergey Foss , Andrew Richards

A branching random walk in presence of an absorbing wall moving at a constant velocity $v$ undergoes a phase transition as the velocity $v$ of the wall varies. Below the critical velocity $v_c$, the population has a non-zero survival…

Statistical Mechanics · Physics 2008-02-12 Damien Simon , Bernard Derrida

Many natural and technological systems fail to adapt to changing external conditions and move to a different state if the conditions vary too fast. Such "non-adiabatic" processes are ubiquitous, but little understood. We identify these…

Dynamical Systems · Mathematics 2015-06-18 Clare Perryman , Sebastian Wieczorek

We establish general sufficient conditions for a sequence of controlled branching processes to converge weakly on the Skorokhod space. We focus on a class of controlled random variables that extends previous results by considering them as a…

Probability · Mathematics 2025-08-26 Miguel González , Pedro Martín-Chávez , Inés del Puerto

We study an ecology-inspired model for a population of bounded size, whose dynamics is governed by random birth, death, and immigration events. Stochastic fluctuations in the number of individuals give rise to a succession of alternating…

Populations and Evolution · Quantitative Biology 2026-05-27 Lucas M. Brugevin , Damián H. Zanette

Under a fourth order moment condition on the branching and a second order moment condition on the immigration mechanisms, we show that an appropriately scaled projection of a supercritical and irreducible continuous state and continuous…

Probability · Mathematics 2021-11-29 Matyas Barczy , Sandra Palau , Gyula Pap

Motivated by seminal paper of Kozlov et al.(1975) we consider in this paper a branching process with a geometric offspring distribution parametrized by random success probability $A$ and immigration equals $1$ in each generation. In…

Probability · Mathematics 2019-07-31 Ayan Bhattacharya , Zbigniew Palmowski

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

Branching processes are models used to describe populations that reproduce and die over time. In the classical setting, an individual's reproductive capacity remains constant throughout its lifetime. However, in real-world situations,…

Probability · Mathematics 2026-02-27 Daniela Bertacchi , Elena Montanaro , Fabio Zucca