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Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ with increments $(1,0)$, $(-1,0)$, $(0,1)$ and $(0,-1)$; $X$ represents, at arrivals and service completions, the lengths of two queues working in parallel whose service and…

Probability · Mathematics 2018-06-05 Kamil Demirberk Ünlü , Ali Devin Sezer

We consider a critical branching process in an i.i.d. random environment, in which one immigrant arrives at each generation. We are interested in the event $\mathcal{A}_i(n)$ that all individuals alive at time $n$ are offspring of the…

Probability · Mathematics 2019-11-04 Charline Smadi , Vladimir A. Vatutin

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

Consider a general branching process, a.k.a. Crump-Mode-Jagers process, generated by a perturbed random walk $\eta_1$, $\xi_1+\eta_2$, $\xi_1+\xi_2+\eta_3,\ldots$. Here, $(\xi_1,\eta_1)$, $(\xi_2, \eta_2),\ldots$ are independent identically…

Probability · Mathematics 2022-02-17 Alexander Iksanov , Alexander Marynych , Bohdan Rashytov

We study a continuous-time branching random walk on the lattice $\mathbb{Z}^{d}$, $d\in \mathbb{N}$, with a single source of branching, that is the lattice point where the birth and death of particles can occur. The random walk is assumed…

Probability · Mathematics 2020-01-23 Anastasiya Rytova , Elena Yarovaya

Let $Z_{n,}n=0,1,...,$ be a branching process evolving in the random environment generated by a sequence of iid generating functions $% f_{0}(s),f_{1}(s),...,$ and let $S_{0}=0,S_{k}=X_{1}+...+X_{k},k\geq 1,$ be the associated random walk…

Probability · Mathematics 2008-04-09 V. Vatutin , A. E. Kyprianou

The classical inverse first passage time problem asks whether, for a Brownian motion $(B_t)_{t\geq 0}$ and a positive random variable $\xi$, there exists a barrier $b:\mathbb{R}_+\to\mathbb{R}$ such that $\mathbb{P}\{B_s>b(s), 0\leq s \leq…

Probability · Mathematics 2021-02-18 Boris Ettinger , Alexandru Hening , Tak Kwong Wong

We consider a branching-selection particle system on the real line. In this model the total size of the population at time $n$ is limited by $\exp\left(a n^{1/3}\right)$. At each step $n$, every individual dies while reproducing…

Probability · Mathematics 2018-10-02 Bastien Mallein

Consider a stable L\'evy process $X=(X_t,t\geq 0)$ and let $T_x$, for $x>0$, denote the first passage time of $X$ above the level $x$. In this work, we give an alternative proof of the absolute continuity of the law of $T_x$ and we obtain a…

Probability · Mathematics 2018-04-05 Fernando Cordero

We consider here point processes $N^f(t)$, $t>0$, with independent increments and integer-valued jumps whose distribution is expressed in terms of Bern\v{s}tein functions $f$ with L\'evy measure $\nu$. We obtain the general expression of…

Probability · Mathematics 2014-10-31 Enzo Orsingher , Bruno Toaldo

We consider a branching population where individuals have i.i.d.\ life lengths (not necessarily exponential) and constant birth rate. We let $N_t$ denote the population size at time $t$. %(called homogeneous, binary Crump--Mode--Jagers…

Probability · Mathematics 2011-10-14 Amaury Lambert , Pieter Trapman

Consider a simple random walk on the integers with the following transition mechanism. At each site $x$, the probability of jumping to the right is $\omega(x)\in[\frac12,1)$, until the first time the process jumps to the left from site $x$,…

Probability · Mathematics 2015-05-13 Ross Pinsky

The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotics for the probability of excursions of a re-scaled…

Probability · Mathematics 2018-06-26 N. D. Vvedenskaya , A. V. Logachov , Y. M. Suhov , A. A. Yambartsev

We consider a pure death process $(Z(t), t\ge0)$ with death rates $\lambda_n$ satisfying the condition $\sum_{n=2}^\infty \lambda_n^{-1}<\infty$ of coming from infinity, $Z(0)=\infty$, down to an absorbing state $n=1$. We establish limit…

Probability · Mathematics 2016-08-01 Serik Sagitov , Thibaut France

We consider a subcritical branching process in an i.i.d. random environment, in which one immigrant arrives at each generation. We consider the event $% \mathcal{A}_{i}(n)$ that all individuals alive at time $n$ are offspring of the…

Probability · Mathematics 2020-09-09 E. E. Dyakonova , V. A. Vatutin

We consider birth-and-death processes of objects (animals) defined in ${\bf Z}^d$ having unit death rates and random birth rates. For animals with uniformly bounded diameter we establish conditions on the rate distribution under which the…

Probability · Mathematics 2007-05-23 Roberto Fernandez , Pablo A. Ferrari , Gustavo R. Guerberoff

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle…

Populations and Evolution · Quantitative Biology 2012-10-11 Forrest W. Crawford , Marc A. Suchard

A birth-death chain is a discrete-time Markov chain on the integers whose transition probabilities $p_{i,j}$ are non-zero if and only if $|i-j|=1$. We consider birth-death chains whose birth probabilities $p_{i,i+1}$ form a periodic…

Probability · Mathematics 2022-03-07 Mark Holmes , Alexander E. Holroyd , Alejandro Ramírez

Let $T$ be the extinction moment of a critical branching process $Z=(Z_{n},n\geq 0) $ in a random environment specified by iid probability generating functions. We study the asymptotic behavior of the probability of extinction of the…

Probability · Mathematics 2008-09-08 V. A. Vatutin V. Wachtel

In this article we study the long time behaviour of measure-valued birth and death processes in continuous time, where the dynamics between jumps are one-dimensional Markov processes including diffusion and jumps. We consider the three…

Probability · Mathematics 2025-08-07 Pierre Collet , Sylvie Méléard , Jaime San