Related papers: Simulations and a conditional limit theorem for in…
In this paper we consider two related stochastic models. The first one is a branching system consisting of particles moving according to a Markov family in R^d and undergoing subcritical branching with a constant rate of V>0. New particles…
In this paper we consider two branching processes living in a joint random environment. Assuming that both processes are critical we address the following question: What is the probability that both populations survive up to a large time…
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…
We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion…
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with…
For a critical simple exchangeable fragmentation-coagulation process in slow regime where the coagulation rate and fragmentation rate are of the same order, we show that there exist phase transitions for its boundary behavior at infinity…
In branching simulation, a novel approach to simulation presented in this paper, a multiplicity of plausible scenarios are concurrently developed and implemented. In conventional simulations of complex systems, there arise from time to time…
We consider a stationary fluid queue with fractional Brownian motion input. Conditional on the workload at time zero being greater than a large value $b$, we provide the limiting distribution for the amount of time that the workload process…
We introduce and investigate a new notion of the theory of approximation-the so-called degenerate approximation, i.e. approximation of the function of two (and more) variables (kernel) by means of degenerate function (kernel). We apply…
Subcritical catalytic branching random walk on d-dimensional lattice is studied. New theorems concerning the asymptotic behavior of distributions of local particles numbers are established. To prove the results different approaches are used…
We consider a multitype branching process with immigration in a random environment introduced by Key in [Ann. Probab. 15 (1987) 344--353]. It was shown by Key that, under the assumptions made in [Ann. Probab. 15 (1987) 344--353], the…
We establish a theorem on bifurcation of limit cycles from a focus boundary equilibrium of an impacting system, which is universally applicable to prove bifurcation of limit cycles from focus boundary equilibria in other types of…
We study the equilibrium fluctuations for a gradient exclusion process with conductances in random environments, which can be viewed as a central limit theorem for the empirical distribution of particles when the system starts from an…
For a stationary sequence of random variables we derive a self-normalized functional limit theorem under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The convergence takes place in the space of…
We calculate the probability distribution of work for an exactly solvable model of a system interacting with its environment. The system of interest is a harmonic oscillator with a time dependent control parameter, the environment is…
We consider the Bouchaud trap model on the integers in the case that the trap distribution has a slowly varying tail at infinity. Our main result is a functional limit theorem for the model under the annealed law, analogous to the…
We consider almost upper semi-continuous processes defined on a finite Markov chain. The distributions of the functionals associated with the exit from a finite interval are studied. We also consider some modification of these processes.
We formulate and prove a new sufficient conditions for Central Limit Theorem(CLT) in the space of continuous functions in the terms typical for the approximation theory. We prove that the conditions for continuous CLT obtained by N.C.Jain…
A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…
Let $(Z_n)_{n\geqslant 0}$ be a branching process in a random environment defined by a Markov chain $(X_n)_{n\geqslant 0}$ with values in a finite state space $\mathbb X$ starting at $X_0=i \in\mathbb X$. We extend from the i.i.d.…