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Related papers: Continuous-state branching processes

200 papers

We present two iterative methods for computing the global and partial extinction probability vectors for Galton-Watson processes with countably infinitely many types. The probabilistic interpretation of these methods involves truncated…

Probability · Mathematics 2014-03-06 Sophie Hautphenne , Guy Latouche , Giang Nguyen

Scaling limits for continuous-time branching processes with discrete state space are provided as the initial state tends to infinity. Depending on the finiteness or non-finiteness of the mean and/or the variance of the offspring…

Probability · Mathematics 2021-05-05 Martin Möhle , Benedict Vetter

The aim of this paper is to introduce a multitype branching process with random migration following the research initiated with the Galton-Watson process with migration introduced in [Yanev & Mitov (1980) C. R. Acad. Bulg. Sci.…

Probability · Mathematics 2024-09-10 Miguel González , Pedro Martín-Chávez , Inés del Puerto

Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…

Probability · Mathematics 2021-10-01 Gerold Alsmeyer

We prove a scaling limit theorem for two-type Galton-Waston branching processes with interaction. The limit theorem gives rise to a class of mixed state branching processes with interaction using to simulate the evolution for cell division…

Probability · Mathematics 2023-11-21 Shukai Chen , Lina Ji , Jie Xiong

Branching processes $(Z_n)_{n \ge 0}$ in a varying environment generalize the Galton-Watson process, in that they allow time-dependence of the offspring distribution. Our main results concern general criteria for a.s. extinction,…

Probability · Mathematics 2019-11-11 Götz Kersting

This paper uses two new ingredients, namely stochastic differential equations satisfied by continuous-state branching processes (CSBPs), and a topology under which the Lamperti transformation is continuous, in order to provide…

Probability · Mathematics 2011-03-04 Maria-Emilia Caballero , Amaury Lambert , Geronimo Uribe Bravo

We investigate subcritical Galton-Watson branching processes with immigration in a random environment. Using Goldie's implicit renewal theory we show that under general Cram\'er condition the stationary distribution has a power law tail. We…

Probability · Mathematics 2020-02-04 Bojan Basrak , Peter Kevei

We consider continuous-state branching processes (CB processes) which become extinct almost surely. First, we tackle the problem of describing the stationary measures on $(0,+\infty)$ for such CB processes. We give a representation of the…

Probability · Mathematics 2025-04-30 Rongli Liu , Yan-Xia Ren , Ting Yang

We derive some additional results on the Bienyam\'e-Galton-Watson branching process with $\theta -$linear fractional branching mechanism, as studied in \cite{Sag}. This includes: the explicit expression of the limit laws in both the…

Populations and Evolution · Quantitative Biology 2016-07-08 Nicolas Grosjean , Thierry Huillet

A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The extinction and explosion probabilities and the mean extinction and…

Probability · Mathematics 2018-10-09 Pei-Sen Li

A properly scaled critical Galton-Watson process converges to a continuous state critical branching process $\xi(\cdot)$ as the number of initial individuals tends to infinity. We extend this classical result by allowing for overlapping…

Probability · Mathematics 2021-08-10 Serik Sagitov

This survey aims at collecting and presenting results for one-type, discrete time branching processes with random control functions. In particular, the subclass of critical migration processes with different regimes of immigration and…

Probability · Mathematics 2014-11-25 George P. Yanev

We study the estimation of two-type continuous-state branching processes with immigration (CBI-processes). The ergodicity of the processes is proved. We also establish the strong consistency and central limit theorems of the conditional…

Probability · Mathematics 2016-01-12 Wei Xu

The paper contains the complete analysis of the Galton-Watson models with immigration, including the processes in the random environment, stationary or non-stationary ones. We also study the branching random walk on $Z^d$ with immigration…

Probability · Mathematics 2018-12-14 Dan Han , Stanislav Molchanov , Joseph Whitmeyer

We compute exact values respectively bounds of "distances" - in the sense of (transforms of) power divergences and relative entropy - between two discrete-time Galton-Watson branching processes with immigration GWI for which the offspring…

Probability · Mathematics 2022-10-21 Niels B. Kammerer , Wolfgang Stummer

In this paper, a special sequence of controlled branching processes is considered. We provide a simple set of sufficient conditions for the weak convergence of such processes to a weak solution to a kind of continuous branching processes…

Probability · Mathematics 2022-04-15 Jiawei Liu

We consider continuous state branching processes (CSBP) with additional multiplicative jumps modeling dramatic events in a random environment. These jumps are described by a L\'evy process with bounded variation paths. We construct a…

Probability · Mathematics 2013-12-17 Vincent Bansaye , Juan Carlos Pardo Millan , Charline Smadi

A Galton-Watson branching process with immigration evolving in a random environment is considered. Its associated random walk is assumed to be oscillating. We prove a functional limit theorem in which the process under consideration is…

Probability · Mathematics 2020-03-17 V. I. Afanasyev

The paper has four goals. First, we want to generalize the classical concept of the branching property so that it becomes applicable for historical and genealogical processes (using the coding of genealogies by ($V$-marked) ultrametric…

Probability · Mathematics 2020-05-06 Andreas Greven , Thomas Rippl , Patric Karl Glöde