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Extreme-value theory for random vectors and stochastic processes with continuous trajectories is usually formulated for random objects all of whose univariate marginal distributions are identical. In the spirit of Sklar's theorem from…

Probability · Mathematics 2016-12-23 Anne Sabourin , Johan Segers

We consider a branching Brownian motion in $\mathbb{R}^d$ with $d \geq 1$ in which the position $X_t^{(u)}\in \mathbb{R}^d$ of a particle $u$ at time $t$ can be encoded by its direction $\theta^{(u)}_t \in \mathbb{S}^{d-1}$ and its distance…

Probability · Mathematics 2023-12-01 Julien Berestycki , Yujin H. Kim , Eyal Lubetzky , Bastien Mallein , Ofer Zeitouni

We consider a broad class of continuous-time two-type population size-dependent Markov Branching Processes. The offspring distribution can depend on the current (alive) and total (dead and alive) populations. Using stochastic approximation…

Probability · Mathematics 2023-04-04 Khushboo Agarwal , Veeraruna Kavitha

In many biophysical systems, key events are triggered when the fastest of many random searchers find a target. Most mathematical models of such systems assume that all searchers are initially present in the search domain, which permits the…

Probability · Mathematics 2025-08-21 Hwai-Ray Tung , Sean D Lawley

Branching processes form an important family of stochastic processes that have been successfully applied in many fields. In this paper, we focus our attention on controlled multi-type branching processes (CMBPs). A Feller-type diffusion…

Probability · Mathematics 2024-05-13 Matyas Barczy , Miguel González , Pedro Martín-Chávez , Inés del Puerto

We consider a general discrete-time branching random walk on a countable set X. We relate local, strong local and global survival with suitable inequalities involving the first-moment matrix M of the process. In particular we prove that,…

Probability · Mathematics 2015-05-18 Fabio Zucca

We consider a last progeny modified branching random walk, in which the position of each particle at the last generation $n$ is modified by an i.i.d. copy of a random variable $Y$. Depending on the asymptotic properties of the tail of $Y$,…

Probability · Mathematics 2026-02-03 Partha Pratim Ghosh , Bastien Mallein

A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…

Probability · Mathematics 2022-02-25 Bastien Mallein , Quan Shi

Being the max-analogue of $\alpha$-stable stochastic processes, max-stable processes form one of the fundamental classes of stochastic processes. With the arrival of sufficient computational capabilities, they have become a benchmark in the…

Methodology · Statistics 2021-01-18 Marco Oesting , Kirstin Strokorb

We study a discrete-time branching annihilating random walk (BARW) on the $d$-dimensional lattice. Each particle produces a Poissonian number of offspring with mean $\mu$ which independently move to a uniformly chosen site within a fixed…

Probability · Mathematics 2024-04-25 Matthias Birkner , Alice Callegaro , Jiří Černý , Nina Gantert , Pascal Oswald

We study a contact process running in a random environment in $\mathbb {Z}^d$ where sites flip, independently of each other, between blocking and nonblocking states, and the contact process is restricted to live in the space given by…

Probability · Mathematics 2019-05-10 Daniel Remenik

Consider a nearest-neighbor random walk with certain asymptotically zero drift on the positive half line. Let $M$ be the maximum of an excursion starting from $1$ and ending at $0.$ We study the distribution of $M$ and characterize its…

Probability · Mathematics 2020-04-28 Hongyan Sun , Hua-Ming Wang

We study the maximal displacement of branching random walks in a class of time inhomogeneous environments. Specifically, binary branching random walks with Gaussian increments will be considered, where the variances of the increments change…

Probability · Mathematics 2011-12-07 Ofer Zeitouni , Ming Fang

We consider a time-continuous branching random walk on a one-dimensional lattice on which there is one center (lattice point) of particle generation, called branching source. The generation of particles in the branching source is described…

Probability · Mathematics 2023-12-19 E. Filichkina , E. Yarovaya

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…

Probability · Mathematics 2019-05-21 Jean Bertoin , Aser Cortines , Bastien Mallein

For a random walk on the integer lattice $\mathbb{Z}$ that is attracted to a strictly stable process with index $\alpha\in (1, 2)$ we obtain the asymptotic form of the transition probability for the walk killed when it hits a finite set.…

Probability · Mathematics 2019-04-24 Kohei Uchiyama

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…

Probability · Mathematics 2009-09-29 Alexander Roitershtein

We have numerically studied the trapping problem in a two-dimensional lattice where particles are continuously generated. We have introduced interaction between particles and directionality of their movement. This model presents a critical…

High Energy Physics - Lattice · Physics 2009-10-22 I. Campos , A. Tarancon

In this paper, we consider the subcritical branching random walk in a random environment. We assume the branching and the step jump are independent; and the branching is in random envirenment, i.e., the particles in generation $n$ produce…

Probability · Mathematics 2026-05-21 Fu Wenxin , Hong Wenming

We consider a particle system in continuous time, discrete population, with spatial motion and nonlocal branching. The offspring's weights and their number may depend on the mother's weight. Our setting captures, for instance, the processes…

Probability · Mathematics 2012-10-12 Bertrand Cloez
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