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The paper discusses the continuous-time Markov Branching Process allowing Immigration. We are considering a critical case for which the second moment of offspring law and the first moment of immigration law are possibly infinite. Assuming…

Probability · Mathematics 2024-06-28 Azam Imomov

Continuous-state branching processes (CSBPs) with immigration (CBIs), stopped on hitting zero, are generalized by allowing the process governing immigration to be any L\'evy process without negative jumps. Unlike the CBIs, these newly…

Probability · Mathematics 2022-07-06 Matija Vidmar

We consider the genealogical tree of a stationary continuous state branching process with immigration. For a sub-critical stable branching mechanism, we consider the genealogical tree of the extant population at some fixed time and prove…

Probability · Mathematics 2020-05-21 Romain Abraham , Jean-François Delmas , Hui He

The paper studies a class of critical Markov branching processes with infinite variance of the offspring distribution. The processes admit also an immigration component at the jump-points of a non-homogeneous Poisson process, assuming that…

Probability · Mathematics 2025-01-07 Kosto V. Mitov , Nikolay M. Yanev

In this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumptions on the spatial motion, the branching and immigration…

Probability · Mathematics 2022-04-20 Martin Friesen

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

Consider a branching process $\{Z_n\}_{n\ge 0}$ with immigration in varying environment. For $a\in\{0,1,2,...\},$ let $C=\{n\ge0:Z_n=a\}$ be the collection of times at which the population size of the process attains level $a.$ We give a…

Probability · Mathematics 2023-08-08 Hua-Ming Wang

In this paper, we consider $n$-type Markov branching processes with immigration and resurrection. The uniqueness criteria are first established. Then, a new method is found and the explicit expression of extinction probability is…

Probability · Mathematics 2015-12-16 Junping Li , Juan Wang , Yanchao Zang

We consider a bilateral birth-death process characterized by a constant transition rate $\lambda$ from even states and a possibly different transition rate $\mu$ from odd states. We determine the probability generating functions of the even…

Probability · Mathematics 2013-10-23 Antonio Di Crescenzo , Antonella Iuliano , Barbara Martinucci

We consider a continuous-time symmetric branching random walk on multidimensional lattices with immigration and infinite number of initial particles. We assume that at every lattice point a process of birth and death of particles is…

Probability · Mathematics 2020-02-11 Yu. Makarova , D. Han , S. Molchanov , E. Yarovaya

The paper studies a class of critical Markov branching processes with infinite variance of the offspring distribution. The processes admit also an immigration component at the jump-points of a non-homogeneous Poisson process, assuming that…

Probability · Mathematics 2025-01-08 Kosto V. Mitov , Nikolay M. Yanev

For a skip-free Markov process on non-negative integers with generator matrix Q, we evaluate the joint Laplace transform of the occupation times before hitting the state n (starting at 0). This Laplace transform has a very straightforward…

Probability · Mathematics 2007-12-12 Kshitij Khare

We characterize recurrence and transience of nonnegative multivariate autoregressive processes of order one with random contractive coefficient matrix, of subcritical multitype Galton-Watson branching processes in random environment with…

Probability · Mathematics 2016-10-18 Martin P. W. Zerner

Under a fourth order moment condition on the branching and a second order moment condition on the immigration mechanisms, we show that an appropriately scaled projection of a supercritical and irreducible continuous state and continuous…

Probability · Mathematics 2021-11-29 Matyas Barczy , Sandra Palau , Gyula Pap

Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of generation sizes, we are able to include immigration in the Lamperti representation of continuous-state branching processes. We provide a…

Probability · Mathematics 2013-05-28 M. Emilia Caballero , José Luis Pérez Garmendia , Gerónimo Uribe Bravo

We study an iterated temporal and contemporaneous aggregation of $N$ independent copies of a strongly stationary subcritical Galton-Watson branching process with regularly varying immigration having index $\alpha \in (0, 2)$. Limits of…

Probability · Mathematics 2020-12-09 Matyas Barczy , Fanni K. Nedényi , Gyula Pap

Scaling limits for continuous-time branching processes with discrete state space are provided as the initial state tends to infinity. Depending on the finiteness or non-finiteness of the mean and/or the variance of the offspring…

Probability · Mathematics 2021-05-05 Martin Möhle , Benedict Vetter

For a continuous-time Bienaym\'e-Galton-Watson process, $X$, with immigration and culling, $0$ as an absorbing state, call $X^q$ the process that results from killing $X$ at rate $q\in (0,\infty)$, followed by stopping it on extinction or…

Probability · Mathematics 2021-07-23 Matija Vidmar

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 introduce a class of one-dimensional positive Markov processes generalizing continuous-state branching processes (CBs), by taking into account a phenomenon of random collisions. Besides branching, characterized by a general mechanism…

Probability · Mathematics 2023-06-16 Clément Foucart , Matija Vidmar
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