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A properly scaled critical Galton-Watson process converges to a continuous state critical branching process $\xi(\cdot)$ as the number of initial individuals tends to infinity. We extend this classical result by allowing for overlapping…

Probability · Mathematics 2021-08-10 Serik Sagitov

We are interested in the survival probability of a population modeled by a critical branching process in an i.i.d. random environment. We assume that the random walk associated with the branching process is oscillating and satisfies a…

Probability · Mathematics 2019-11-01 Congzao Dong , Charline Smadi , Vladimir A. Vatutin

We consider a system of particles undergoing the branching and annihilating reactions A -> (m+1)A and A + A -> 0, with m even. The particles move via long-range Levy flights, where the probability of moving a distance r decays as…

Statistical Mechanics · Physics 2009-10-31 Daniel Vernon , Martin Howard

We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…

Probability · Mathematics 2008-02-04 Piotr Milos

We consider a continuous-time branching random walk on $\mathbb{Z}$ in a random non homogeneous environment. Particles can walk on the lattice points or disappear with random intensities. The process starts with one particle at initial time…

Probability · Mathematics 2023-12-12 Vladimir Kutsenko , Stanislav Molchanov , Elena Yarovaya

In this note, we study the asymptotic behaviour near extinction of (sub-) critical continuous state branching processes. In particular, we establish an analogue of Khintchin's law of the iterated logarithm near extinction time for a…

Probability · Mathematics 2013-08-05 Juan Carlos Pardo , Gabriel Berzunza

We consider a discrete-time branching random walk defined on the real line, which is assumed to be supercritical and in the boundary case. It is known that its leftmost position of the $n$-th generation behaves asymptotically like…

Probability · Mathematics 2013-05-30 Xinxin Chen

In this paper, we study the asymptotic behavior of supremum distribution of some classes of iterated stochastic processes $\{X(Y(t)) : t \in [0, \infty)\}$, where $\{X(t) : t \in \mathbb{R} \}$ is a centered Gaussian process and $\{Y(t): t…

Probability · Mathematics 2016-04-22 Marek Arendarczyk

We study the one dimensional branching Brownian motion starting at the origin and investigate the correlation between the rightmost ($X_{\max}\geq 0$) and leftmost ($X_{\min} \leq 0$) visited sites up to time $t$. At each time step the…

Statistical Mechanics · Physics 2015-04-27 Kabir Ramola , Satya N. Majumdar , Gregory Schehr

Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…

Statistics Theory · Mathematics 2017-04-11 Sven Buhl , Claudia Klüppelberg

We consider a particle moving in continuous time as a Markov jump process; its discrete chain is given by an ordinary random walk on ${\mathbb Z}^d$ , and its jump rate at $({\mathbf x},t)$ is given by a fixed function $\varphi$ of the…

Probability · Mathematics 2025-01-03 Luiz Renato Fontes , Pablo Almeida Gomes , Maicon Aparecido Pinheiro

In this paper we present the distribution of the maximum of the asymmetric telegraph process in an arbitrary time interval $[0,t]$ under the conditions that the initial velocity $V(0)$ is either $c_1$ or $-c_2$ and the number of changes of…

Probability · Mathematics 2020-10-07 Fabrizio Cinque , Enzo Orsingher

We consider continuous state branching processes (CSBP) with additional multiplicative jumps modeling dramatic events in a random environment. These jumps are described by a L\'evy process with bounded variation paths. We construct a…

Probability · Mathematics 2013-12-17 Vincent Bansaye , Juan Carlos Pardo Millan , Charline Smadi

Consider a critical nearest neighbor branching random walk on the $d$-dimensional integer lattice initiated by a single particle at the origin. Let $G_{n}$ be the event that the branching random walk survives to generation $n$. We obtain…

Probability · Mathematics 2010-04-08 Steven Lalley , Xinghua Zheng

Let $(Z_n)$ be a supercritical branching process in an independent and identically distributed random environment $\xi$. We show the exact decay rate of the probability $\mathbb{P}(Z_n=j | Z_0 = k)$ as $n \to \infty$, for each $j \geq k,$…

Probability · Mathematics 2016-06-15 Ion Grama , Quansheng Liu , Eric Miqueu

Let $G$ be an infinite, locally finite graph. We investigate the relation between supercritical, transient branching random walk and the Martin boundary of its underlying random walk. We show results regarding the typical asymptotic…

Probability · Mathematics 2024-07-10 Daniela Bertacchi , Elisabetta Candellero , Fabio Zucca

This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic…

Probability · Mathematics 2019-11-12 A. V. Logachov , Y. M. Suhov , N. D. Vvedenskaya , A. A. Yambartsev

In this paper, we study the critical branching random walk in the critical dimension, $Z^4$. We provide the asymptotics of the probability of visiting a fixed finite subset and the range of the critical branching random walk conditioned on…

Probability · Mathematics 2017-02-01 Qingsan Zhu

Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…

Probability · Mathematics 2015-01-20 Ioannis Papastathopoulos , Jonathan A. Tawn

A general model of catalytic branching process (CBP) with any finite number of catalysis centers in a discrete space is studied. More exactly, it is assumed that particles move in this space according to a specified Markov chain and they…

Probability · Mathematics 2016-03-18 Ekaterina Vl. Bulinskaya