Related papers: Central limit theorem for supercritical binary hom…
The hierarchical Pitman-Yor process is a discrete random measure used as a prior in Bayesian nonparametrics. It is motivated by the study of groups of clustered data exhibiting power law behavior. Our focus in this paper is on the Gaussian…
This work focuses on the temporal average of the backward Euler--Maruyama (BEM) method, which is used to approximate the ergodic limit of stochastic ordinary differential equations with super-linearly growing drift coefficients. We give the…
We study multi-type Bienaym\'e-Galton-Watson processes with linear-fractional reproduction laws using various analytical tools like contour process, spinal representation, Perron-Frobenius theorem for countable matrices, renewal theory. For…
This paper belongs to a series of papers aiming to investigate scaling limits of Crump-Mode-Jagers (CMJ) trees. In the previous two papers we identified general conditions under which CMJ trees belong to the universality class of…
We compute the posterior distributions of the initial population and parameter of binary branching processes, in the limit of a large number of generations. We compare this Bayesian procedure with a more na\"ive one, based on hitting times…
A $p$-jump process is a piecewise deterministic Markov process with jumps by a factor of $p$. We prove a limit theorem for such processes on the unit interval. Via duality with respect to probability generating functions, we deduce limiting…
Let (Zn) be a branching process with immigration in an independent and identically distributed random environment. Under necessary moment conditions, we show the exact convergence rate in the central limit theorem on logZn by using the…
In this paper, we establish some functional central limit theorems for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. In the particular case when the…
In this paper, we give sufficient conditions for a Crump-Mode-Jagers process to be bounded in $L_k$ for a given $k>1$. This result is then applied to a recent random graph process motivated by pairwise collaborations and driven by…
In this work, several convergence results are established for nearly critical self-excited systems in which event arrivals are described by multivariate marked Hawkes point processes. Under some mild high-frequency assumptions, the rescaled…
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…
We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…
We investigate the limit behavior of supercritical multitype branching processes in random environments with linear fractional offspring distributions and show that there exists a phase transition in the behavior of local probabilites of…
Bifurcating Markov chains (BMC) are Markov chains indexed by a full binary tree representing the evolution of a trait along a population where each individual has two children. We provide a central limit theorem for additive functionals of…
Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then…
We consider the long-term behaviour of critical multitype branching processes conditioned on non-extinction, both with respect to the forward and the ancestral processes. Forward in time, we prove a functional limit theorem in the space of…
A general model of catalytic branching process (CBP) with any finite number of catalysis centers in a discrete space is studied. More exactly, it is assumed that particles move in this space according to a specified Markov chain and they…
We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…
The shapes of branching trees have been linked to disease transmission patterns. In this paper we use the general Crump-Mode-Jagers branching process to model an outbreak of an infectious disease under mild assumptions. Introducing a new…
We introduce a branching process in a sparse random environment as an intermediate model between a Galton--Watson process and a branching process in a random environment. In the critical case we investigate the survival probability and…