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Related papers: Branching-stable point processes

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Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly…

Probability · Mathematics 2011-08-10 Youri Davydov , Ilya Molchanov , Sergei Zuyev

We introduce and study the class of branching-stable point measures, which can be seen as an analog of stable random variables when the branching mechanism for point measures replaces the usual addition. In contrast with the classical…

Probability · Mathematics 2019-05-21 Jean Bertoin , Aser Cortines , Bastien Mallein

Branching-stable processes have recently appeared as counterparts of stable subordinators, when addition of real variables is replaced by branching mechanism for point processes. Here, we are interested in their domains of attraction and…

Probability · Mathematics 2021-11-02 Jean Bertoin , Hairuo Yang

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 considers the well-known Galton-Watson stochastic branching process. We are dealing with a non-critical case. In the subcritical case, when the mean of the direct descendants of one particle per generation of the time step is less…

Probability · Mathematics 2022-05-09 Azam Imomov , Misliddin Murtazaev

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…

Probability · Mathematics 2011-04-11 Thomas G. Kurtz , Eliane R. Rodrigues

We consider the setting of either a general non-local branching particle process or a general non-local superprocess, in both cases, with and without immigration. Under the assumption that the mean semigroup has a Perron-Frobenious type…

Probability · Mathematics 2024-07-09 Emma Horton , Andreas E. Kyprianou , Pedro Martín-Chávez , Ellen Powell , Victor Rivero

Queueing networks are gaining attraction for the performance analysis of parallel computer systems. A Jackson network is a set of interconnected servers, where the completion of a job at server i may result in the creation of a new job for…

Performance · Computer Science 2011-12-06 Tomáš Brázdil , Stefan Kiefer

Consider a continuous-state branching population constructed as a flow of nested subordinators. Inverting the subordinators and reversing time give rise to a flow of coalescing Markov processes (with negative jumps) which correspond to the…

Probability · Mathematics 2018-12-04 Clément Foucart , Chunhua Ma , Bastien Mallein

We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…

Probability · Mathematics 2023-08-01 Aurélien Velleret

We consider a branching stable process with positive jumps, i.e. a continuous-time branching process in which the particles evolve independently as stable L{\'e}vy processes with positive jumps. Assuming the branching mechanism is critical…

Probability · Mathematics 2021-09-13 Christophe Profeta

A continuous time mixed state branching process is constructed as the scaling limits of two-type Galton-Watson processes. The process can also be obtained by the pathwise unique solution to a stochastic equation system. From the stochastic…

Probability · Mathematics 2021-04-28 Shukai Chen , Zenghu Li

In this paper, we analyze the dynamics of spreading processes taking place over time-varying networks. A common approach to model time-varying networks is via Markovian random graph processes. This modeling approach presents the following…

Social and Information Networks · Computer Science 2016-11-04 Masaki Ogura , Victor M. Preciado

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Probability · Mathematics 2014-03-10 Christophe Andrieu , Matti Vihola

The Bivariate Dynamic Contagion Processes (BDCP) are a broad class of bivariate point processes characterized by the intensities as a general class of piecewise deterministic Markov processes. The BDCP describes a rich dynamic structure…

Mathematical Finance · Quantitative Finance 2014-05-23 Angelos Dassios , Xin Dong

A continuous-state branching process in varying environments is constructed by the pathwise unique solution to a stochastic integral equation driven by time-space noises. The process arises naturally in the limit theorem of Galton--Watson…

Probability · Mathematics 2020-03-04 Rongjuan Fang , Zenghu Li

It is well known that the behaviour of a branching process is completely described by the generating function of the offspring law and its fixed points. Branching random walks are a natural generalization of branching processes: a branching…

Probability · Mathematics 2016-11-28 Daniela Bertacchi , Fabio Zucca

Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…

Probability · Mathematics 2009-06-02 Lasse Leskelä

Birkner et al. obtained necessary and sufficient conditions for the frequency between two independent and identically distributed continuous-state branching processes time-changed by a functional of the total mass process to be a Markov…

Probability · Mathematics 2023-03-10 Adrián González Casanova , Imanol Nuñez , J. -L. Pérez
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