Related papers: On Exceptional Times for generalized Fleming-Viot …
We study the Fleming--Viot particle system in a discrete state space, in the regime of a fast selection mechanism, namely with killing rates which grow to infinity. This asymptotics creates a time scale separation which results in the…
We prove a non-extinction result for Fleming-Viot-type systems of two particles with dynamics described by an arbitrary symmetric Hunt process under the assumption that the reference measure is finite. Additionally, we describe an invariant…
This article presents a variant of Fleming-Viot particle systems, which are a standard way to approximate the law of a Markov process with killing as well as related quantities. Classical Fleming-Viot particle systems proceed by simulating…
An example of exceptional points in the continuous spectrum of a real, pseudo-Hermitian Hamiltonian of von Neumann-Wigner type is presented and discussed. Remarkably, these exceptional points are associated with a double pole in the…
We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…
In this paper, we extend recent work on the functions that we call Bernstein-gamma to the class of bivariate Bernstein-gamma functions. In the more general bivariate setting, we determine Stirling-type asymptotic bounds which generalise,…
Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…
Consider N particles moving independently, each one according to a subcritical continuous-time Galton-Watson process unless it hits 0, at which time it jumps instantaneously to the position of one of the other particles chosen uniformly at…
In this paper, we establish limit theorems for the supremum of the support, denoted by $M_t$, of a supercritical super-Brownian motion $\{X_t, t\ge0\}$ on $\mathbb{R}$. We prove that there exists an $m(t)$ such that $(X_t-m(t), M_t-m(t))$…
We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…
We consider a L\'evy process $Y(t)$ that is not permanently observed, but rather inspected at Poisson($\omega$) moments only, over an exponentially distributed time $T_\beta$ with parameter $\beta$. The focus lies on the analysis of the…
We show that the hitting times for points of real $\alpha-$stable L\'evy processes ($1<\alpha\le 2$) are unimodal random variables. The argument relies on strong unimodality and several recent multiplicative identities in law. In the…
We consider the tree-valued Fleming-Viot process, $(\mathcal X_t)_{t\geq 0}$, with mutation and selection as studied in Depperschmidt, Greven, Pfaffelhuber (2012). This process models the stochastic evolution of the genealogies and…
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…
For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…
This paper deals with the generalized convolutions connected with the Williamson transform and the maximum operation. We focus on such convolutions which can define transition probabilities of renewal processes. They should be monotonic…
We show uniqueness of the spine of a Fleming-Viot particle system under minimal assumptions on the driving process. If the driving process is a continuous time Markov process on a finite space, we show that asymptotically, when the number…
Motivated by questions of ergodicity for shift invariant Fleming-Viot process, we consider the centered Fleming-Viot process $\left(Z_{t} \right)_{t\geqslant 0}$ defined by $Z_{t} := \tau_{-\left\langle {\rm id}, Y_{t} \right\rangle} \sharp…
The star-shaped $\Lambda$-coalescent and corresponding $\Lambda$-Fleming-Viot process where the $\Lambda$ measure has a single atom at unity are studied in this paper. The transition functions and stationary distribution of the…
L\'evy-type perpetuities being the a.s. limits of particular generalized Ornstein-Uhlenbeck processes are a natural continuous-time generalization of discrete-time perpetuities. These are random variables of the form…