Related papers: Continuous-state branching processes
A general model of catalytic branching process (CBP) with any finite number of catalysis centers in a discrete space is studied. More exactly, it is assumed that particles move in this space according to a specified Markov chain and they…
The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…
We investigate the temporal evolution and spatial propagation of branching annihilating random walks in one dimension. Depending on the branching and annihilation rates, a few-particle initial state can evolve to a propagating finite…
Motivated by the study of a parasite infection in a cell line, we introduce a general class of Markov processes for the modelling of population dynamics. The population process evolves as a diffusion with positive jumps whose rate is a…
It is well-known that 0 is the absorbing state for a branching system. Each particle in the system lives a random long time and gives a random number of new particles at its death time. It stops when the system has no particle. This paper…
We investigate the well-posedness and asymptotic self-similarity of solutions to a generalized Smoluchowski coagulation equation recently introduced by Bertoin and Le Gall in the context of continuous-state branching theory. In particular,…
In this paper, we consider $n$-type Markov branching processes with immigration and resurrection. The uniqueness criteria are first established. Then, a new method is found and the explicit expression of extinction probability is…
In this note, we introduce a unified analytic framework that connects simple varieties of trees, Bienayme-Galton-Watson processes and Khinchin families. Using Lagrange's inversion formula, we derive new coefficient-based expressions for…
In this paper we present elementary computations for some Markov modulated counting processes, also called counting processes with regime switching. Regime switching has become an increasingly popular concept in many branches of science. In…
We introduce and study the class of branching-stable point measures, which can be seen as an analog of stable random variables when the branching mechanism for point measures replaces the usual addition. In contrast with the classical…
In this article, we present a novel inference framework for estimating the parameters of Continuous-State Branching Processes (CSBPs). We do so by leveraging their subordinator representation. Our method reformulates the estimation problem…
Gradient descent methods and especially their stochastic variants have become highly popular in the last decade due to their efficiency on big data optimization problems. In this thesis we present the development of data sampling strategies…
In this paper, we study the Galton-Watson process in the random environment for the particular case when the number of the offsprings in each generation has the fractional linear generation function with random parameters. In this case, the…
The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…
A version of ``preferential attachment'' random graphs, corresponding to linear ``weights'' with random ``edge additions,'' which generalizes some previously considered models, is studied. This graph model is embedded in a continuous-time…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
We consider fragmentation processes with values in the space of marked partitions of $\mathbb{N}$, i.e. partitions where each block is decorated with a nonnegative real number. Assuming that the marks on distinct blocks evolve as…
Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…
The work continues the author's many-year research in theory of maximal branching processes, which are obtained from classical branching processes by replacing the summation of descendant numbers with taking the maximum. One can say that in…
We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…