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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 long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…

Probability · Mathematics 2009-05-25 Denis Villemonais

We study a general class of birth-and-death processes with state space $\mathbb{N}$ that describes the size of a population going to extinction with probability one. This class contains the logistic case. The scale of the population is…

Probability · Mathematics 2017-02-20 J. -R. Chazottes , P. Collet , S. Méléard

We consider three kinds of discrete-time arrival processes: transient, intermediate and recurrent, characterized by a finite, possibly finite and infinite number of events, respectively. In this context, we study renewal processes which are…

We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…

Probability · Mathematics 2016-03-22 Pierre Del Moral , Denis Villemonais

We are interested in the long-time behavior of a diploid population with sexual reproduction, characterized by its genotype composition at one bi-allelic locus. The population is modeled by a 3-dimensional birth-and-death process with…

Probability · Mathematics 2013-09-16 Camille Coron

We study a fractional birth-death process with state dependent birth and death rates. It is defined using a system of fractional differential equations that generalizes the classical birth-death process introduced by Feller (1939). We…

Probability · Mathematics 2024-10-24 K. K. Kataria , P. Vishwakarma

Multi-type inhomogeneous Galton--Watson process with immigration is investigated, where the offspring mean matrix slowly converges to a critical mean matrix. Under general conditions we obtain limit distribution for the process, where the…

Probability · Mathematics 2013-07-31 László Györfi , Márton Ispány , Péter Kevei , Gyula Pap

This paper introduces stochastic processes that describe the evolution of systems of particles in which particles immigrate according to a Poisson measure and split according to a self-similar fragmentation. Criteria for existence and…

Probability · Mathematics 2007-05-23 Benedicte Haas

We consider the problem of the Bayesian inference of drift and diffusion coefficient functions in a stochastic differential equation given discrete observations of a realisation of its solution. We give conditions for the well-posedness and…

Statistics Theory · Mathematics 2020-04-10 Jean-Charles Croix , Masoumeh Dashti , Istvàn Zoltàn Kiss

Birth-death processes track the size of a univariate population, but many biological systems involve interaction between populations, necessitating models for two or more populations simultaneously. A lack of efficient methods for…

Computation · Statistics 2017-08-08 Lam Si Tung Ho , Jason Xu , Forrest W. Crawford , Vladimir N. Minin , Marc A. Suchard

We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation measure when it reaches the boundary. We show that its…

Probability · Mathematics 2021-02-16 Michel Benaïm , Nicolas Champagnat , Denis Villemonais

Wright-Fisher diffusions and their dual ancestral graphs occupy a central role in the study of allele frequency change and genealogical structure, and they provide expressions, explicit in some special cases but generally implicit, for the…

Probability · Mathematics 2025-03-25 Martina Favero , Paul A. Jenkins

We consider a discrete model of population with interaction where the birth and death rates are non linear functions of the population size. After proceeding to renormalization of the model parameters, we obtain in the limit of large…

Probability · Mathematics 2015-11-11 Mamadou Ba , Etienne Pardoux

By providing instances of approximation of linear diffusions by birth-death processes, Feller [13], has offered an original path from the discrete world to the continuous one. In this paper, by identifying an intertwining relationship…

Probability · Mathematics 2022-05-24 Laurent Miclo , Pierre Patie

Under natural assumptions, a Feller type diffusion approximation is derived for critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Namely, it is proved that a sequence of…

Probability · Mathematics 2016-07-25 Matyas Barczy , Gyula Pap

The aim of this paper is to study the asymptotic behavior of a system of birth and death processes in mean field type interaction in discrete space. We first establish the exponential convergence of the particle system to equilibrium for a…

Probability · Mathematics 2015-10-13 Marie-Noémie Thai

The simple (linear) birth-and-death process is a widely used stochastic model for describing the dynamics of a population. When the process is observed discretely over time, despite the large amount of literature on the subject, little is…

Numerical Analysis · Mathematics 2022-01-06 Alberto Pessia , Jing Tang

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

The purpose of this paper is to implement a random death process into a persistent random walk model which produces subballistic superdiffusion (L\'{e}vy walk). We develop a Markovian model of cell motility with the extra residence variable…

Statistical Mechanics · Physics 2015-05-20 Sergei Fedotov , Abby Tan , Andrey Zubarev