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We consider a limit theorem for a triangular array of point processes generated by non-identically distributed random variables, and apply the result for the analysis of the limiting behavior of the Argmaximum of independent random…
We propose a field-theoretical approach to a polymer system immersed in an ideal mixture of clustering centers. The system contains several species of these clustering centers with different functionality, each of which connects a fixed…
In this paper we study the conditional limit theorems for critical continuous-state branching processes with branching mechanism $\psi(\lambda)=\lambda^{1+\alpha}L(1/\lambda)$ where $\alpha\in [0,1]$ and $L$ is slowly varying at $\infty$.…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
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…
A parametric point process model is developed, with modeling based on the assumption that sequential observations often share latent phenomena, while also possessing idiosyncratic effects. An alternating optimization method is proposed to…
The notion of a (polynomial) kernelization from parameterized complexity is a well-studied model for efficient preprocessing for hard computational problems. By now, it is quite well understood which parameterized problems do or…
We study the asymptotic behaviour of the survival probability of a multitype branching process in random environment. The class of processes we consider here corresponds, in the one-dimensional situation, to the strongly subcritical case.…
We establish a general sufficient condition for a sequence of Galton Watson branching processes in varying environment to converge weakly. This condition extends previous results by allowing offspring distributions to have infinite…
For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the…
Let ${Z_{n},n\geq 0} $ be a critical branching process in random environment and let $T$ be its moment of extinction. Under the annealed approach we prove, as $n\to \infty ,$ a limit theorem for the number of particles in the process at…
We consider a general class of branching processes in discrete time, where particles have types belonging to a Polish space and reproduce independently according to their type. If the process is critical and the mean distribution of types…
Bayesian inference for spatial point patterns is often hindered computationally by intractable likelihoods. In the frequentist literature, estimating equations utilizing pseudolikelihoods have long been used for simulation-free parameter…
We establish general sufficient conditions for a sequence of controlled branching processes to converge weakly on the Skorokhod space. We focus on a class of controlled random variables that extends previous results by considering them as a…
We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the…
Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…
We establish sharp estimates that adapt the polynomial method to arbitrary varieties. These include a partitioning theorem, estimates on polynomials vanishing on fixed sets and bounds for the number of connected components of real algebraic…
Using an intrinsic approach, we study some properties of random fields which appear as tail fields of regularly varying stationary random fields. The index set is allowed to be a general locally compact Hausdorff Abelian group $\mathbb{G}$.…
The article is devoted to the problem of applying the maximum principle for finding optimal control parameters in simulation tasks of interest for a variety of engineering and industrial systems and processes. Especially important is the…
Given a homogeneous Poisson process on ${\mathbb{R}}^d$ with intensity $\lambda$, we prove that it is possible to partition the points into two sets, as a deterministic function of the process, and in an isometry-equivariant way, so that…