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Recently in Barczy, Li and Pap (2015), the notion of a multi-type continuous-state branching process (with immigration) having d-types was introduced as a solution to an d-dimensional vector- valued SDE. Preceding that, work on affine…

Probability · Mathematics 2018-01-24 Andreas Kyprianou , Sandra Palau

Consider a continuous-time binary branching process conditioned to have population size n at some time t, and with a chance p for recording each extinct individual in the process. Within the family tree of this process, we consider the…

Probability · Mathematics 2007-05-23 Lea Popovic

The constant rate birth--death process is a popular null model for speciation and extinction. If one removes extinct and non-sampled lineages, this process induces `reconstructed trees' which describe the relationship between extant…

Probability · Mathematics 2011-08-01 Tanja Stadler , Mike Steel

Continuous state branching processes with immigration are studied. We are particularly concerned with the associated (non-symmetric) Dirichlet form. After observing that gamma distributions are only reversible distributions for this class…

Probability · Mathematics 2011-10-31 Kenji Handa

We study some fundamental properties, such as the transience, the recurrence, the first passage times and the zero-set of a certain type of sawtooth Markov processes, called extremal shot noise processes. The sets of zeros of the latter are…

Probability · Mathematics 2024-10-01 Clément Foucart , Linglong Yuan

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 branching processes in nearly degenerate varying environment, where the offspring distribution converges to the degenerate distribution at 1. Such processes die out almost surely, therefore, we condition on non-extinction or…

Probability · Mathematics 2024-12-05 Peter Kevei , Kata Kubatovics

Motivated as a null model for comparison with data, we study the following model for a phylogenetic tree on $n$ extant species. The origin of the clade is a random time in the past, whose (improper) distribution is uniform on $(0,\infty)$.…

Probability · Mathematics 2007-05-23 David J. Aldous , Lea Popovic

We consider a stationary continuous model of random size population with non-neutral mutations using a continuous state branching process with non-homogeneous immigration. We assume the type (or mutation) of the immigrants is random given…

Probability · Mathematics 2013-07-26 Hongwei Bi , Jean-François Delmas

We derive an expression for the joint distribution function of the first jump times of a continuous state and continuous time branching process with immigration (CBI process) with jump sizes in given Borel sets having finite total L\'evy…

Probability · Mathematics 2025-12-05 Matyas Barczy , Sandra Palau , Yao Xue

We investigate a quadratic dynamical system known as nonlinear recombinations. This system models the evolution of a probability measure over the Boolean cube, converging to the stationary state obtained as the product of the initial…

Probability · Mathematics 2024-10-07 Pietro Caputo , Cyril Labbé , Hubert Lacoin

We observe the continuous-time Markov Branching Process without high-order moments and allowing Immigration. Limit properties of transition functions and their convergence to invariant measures are investigated. Main mathematical tool is…

Probability · Mathematics 2020-06-18 Azam A. Imomov , Abror Kh. Meyliev

We consider a critical branching process in an i.i.d. random environment, in which one immigrant arrives at each generation. We are interested in the event $\mathcal{A}_i(n)$ that all individuals alive at time $n$ are offspring of the…

Probability · Mathematics 2019-11-04 Charline Smadi , Vladimir A. Vatutin

This paper is a collection of recent results on discrete-time and continuous-time branching random walks. Some results are new and others are known. Many aspects of this theory are considered: local, global and strong local survival, the…

Probability · Mathematics 2018-05-07 Daniela Bertacchi , Fabio Zucca

Branching processes and Fleming-Viot processes are two main models in stochastic population theory. Incorporating an immigration in both models, we generalize the results of Shiga (1990) and Birkner et al. (2005) which respectively connect…

Probability · Mathematics 2012-05-15 Clément Foucart , Olivier Hénard

We study the two-dimensional joint distribution of the first hitting time of a constant level by a continuous-state branching process with immigration and their primitive stopped at this time. We show an explicit expression of its Laplace…

Probability · Mathematics 2013-11-25 Xan Duhalde , Clément Foucart , Chunhua Ma

Under natural assumptions, a Feller type diffusion approximation is derived for critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Namely, it is proved that a sequence of…

Probability · Mathematics 2016-07-25 Matyas Barczy , Gyula Pap

These notes were used in a short graduate course on branching processes the author gave in Beijing Normal University. The following main topics are covered: scaling limits of Galton--Watson processes, continuous-state branching processes,…

Probability · Mathematics 2012-02-16 Zenghu Li

We consider a model of stationary population with random size given by a continuous state branching process with immigration with a quadratic branching mechanism. We give an exact elementary simulation procedure of the genealogical tree of…

Probability · Mathematics 2020-02-05 Jean-François Delmas , Romain Abraham

Extinction times in resampling processes are fundamental yet often intractable, as previous formulas scale as $2^M$ with the number of states $M$ present in the initial probability distribution. We solve this by treating multinomial updates…

Machine Learning · Statistics 2025-09-25 Matteo Benati , Alessandro Londei , Denise Lanzieri , Vittorio Loreto