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In this article, we present the exact expression of the $L^2$-norm of the forward stochastic integral driven by the multi-dimensional fractional Brownian motion with parameter $\frac{1}{2} < H < 1$. The class of integrands only requires…

Probability · Mathematics 2023-10-26 Alberto Ohashi , Francesco Russo

We consider the behaviour of branching-selection particle systems in the large population limit. The dynamics of these systems is the combination of the following three components: (a) Motion: particles move on the real line according to a…

Probability · Mathematics 2023-11-22 Jean Bérard , Brieuc Frénais

We define a family of continuous-time branching particle systems on the non-negative real line, called branching subordinators, where particles move as independent subordinators. Each particle can also split (at possibly infinite rate) into…

Probability · Mathematics 2026-01-07 Alexis Kagan , Grégoire Véchambre

Consider a random permutation of $\{1, \ldots, \lfloor n^{t_2}\rfloor\}$ drawn according to the Ewens measure with parameter $t_1$ and let $K(n, t)$ denote the number of its cycles, where $t\equiv (t_1, t_2)\in\mathbb [0, 1]^2$. Next,…

Probability · Mathematics 2021-06-21 Helmut Pitters

A simple way to model phenotypic evolution is to assume that after splitting, the trait values of the sister species diverge as independent Brownian motions. Relying only on a prior distribution for the underlying species tree (conditioned…

Populations and Evolution · Quantitative Biology 2013-05-14 Serik Sagitov , Krzysztof Bartoszek

Although nuclear fission can be understood qualitatively as an evolution of the nuclear shape, a quantitative description has proven to be very elusive. In particular, until now, there exists no model with demonstrated predictive power for…

Nuclear Theory · Physics 2011-04-05 Jorgen Randrup , Peter Moller

In past decades, Gaussian processes has been widely applied in studying trait evolution using phylogenetic comparative analysis. In particular, two members of Gaussian processes: Brownian motion and Ornstein-Uhlenbeck process, have been…

Methodology · Statistics 2018-08-20 Dwueng-Chwuan Jhwueng

We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$, starting with $N$ particles. More precisely, particles…

Probability · Mathematics 2024-06-04 Julie Tourniaire

Branching Brownian Motion describes a system of particles which diffuse in space and split into offsprings according to a certain random mechanism. In virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the…

Probability · Mathematics 2011-06-28 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

We study the long-time asymptotics of the probability P_t that the Riemann-Liouville fractional Brownian motion with Hurst index H does not escape from a fixed interval [-L,L] up to time t. We show that for any H \in ]0,1], for both…

Statistical Mechanics · Physics 2008-01-07 G. Oshanin

In recent years it became apparent that geophysical abrasion can be well characterized by the time evolution $N(t)$ of the number $N$ of static balance points of the abrading particle. Static balance points correspond to the critical points…

Dynamical Systems · Mathematics 2018-02-20 Gábor Domokos , Zsolt Lángi , András A. Sipos

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

We ask the question "when will natural selection on a gene in a spatially structured population cause a detectable trace in the patterns of genetic variation observed in the contemporary population?". We focus on the situation in which…

Probability · Mathematics 2016-11-17 Alison Etheridge , Nic Freeman , Sarah Penington , Daniel Straulino

We study a system consisting of $n$ particles, moving forward in jumps on the real line. Each particle can make both independent jumps, whose sizes have some distribution, or ``synchronization'' jumps, which allow it to join a randomly…

Probability · Mathematics 2026-01-14 Yuliy Baryshnikov , Alexander Stolyar

Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…

Probability · Mathematics 2019-05-01 Amarjit Budhiraja , Wai-Tong Louis Fan , Ruoyu Wu

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 consider the branching process in random environment $\{Z_n\}_{n\geq 0}$, which is a~population growth process where individuals reproduce independently of each other with the reproduction law randomly picked at each generation. We…

Probability · Mathematics 2020-07-30 Dariusz Buraczewski , Piotr Dyszewski

We consider the problem of approximating the product of $n$ expectations with respect to a common probability distribution $\mu$. Such products routinely arise in statistics as values of the likelihood in latent variable models. Motivated…

Computation · Statistics 2017-09-05 Anthony Lee , Simone Tiberi , Giacomo Zanella

We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…

Statistical Mechanics · Physics 2014-11-03 Anupam Kundu , Alain Comtet , Satya N. Majumdar

We consider inhomogeneous branching diffusions on an infinite domain of $\mathbb{R}^d$. The first aim of this article is to derive a general criterium under which the size process (number of particles) and the genealogy of the particle…

Probability · Mathematics 2024-02-08 Félix Foutel-Rodier , Emmanuel Schertzer , Julie Tourniaire
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