Related papers: Refracted Continuous-State Branching Processes: Se…
Given a spectrally negative L\'evy process and independent Poisson observation times, we consider a periodic barrier strategy that pushes the process down to a certain level whenever it is above it. We also consider the versions with…
The problem of conditioning a continuous-state branching process with quadratic competition (logistic CB process) on non-extinction is investigated. We first establish that non-extinction is equivalent to the total progeny of the population…
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…
Systems that evolve towards a state from which they cannot depart are common in nature. But the fluctuation-dissipation theorem, a fundamental result in statistical mechanics, is mainly restricted to systems near-stationarity. In processes…
We propose a class of non-Markov population models with continuous or discrete state space via a limiting procedure involving sequences of rescaled and randomly time-changed Galton--Watson processes. The class includes as specific cases the…
We address L\'{e}vy-stable stochastic processes in bounded domains, with a focus on a discrimination between inequivalent proposals for what a boundary data-respecting fractional Laplacian (and thence the induced random process) should…
Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…
We discuss the conditions under which a population of anomalously diffusing individuals can be characterized by demographic fluctuations that are anomalously scaling themselves. Two examples are provided in the case of individuals migrating…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
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…
We consider a last progeny modified branching random walk, in which the position of each particle at the last generation $n$ is modified by an i.i.d. copy of a random variable $Y$. Depending on the asymptotic properties of the tail of $Y$,…
The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…
Sample Space Reducing (SSR) processes are simple stochastic processes that offer a new route to understand scaling in path-dependent processes. Here we define a cascading process that generalises the recently defined SSR processes and is…
We consider a spatial multi-type branching model in which individuals migrate in geographic space according to random walks and reproduce according to a state-dependent branching mechanism which can be sub-, super- or critical depending on…
Given discrete time observations over a growing time interval, we consider a nonparametric Bayesian approach to estimation of the L\'evy density of a L\'evy process belonging to a flexible class of infinite activity subordinators. Posterior…
We study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a compact metric…
In the last fifteen the subset sampling method has often been used in reliability problems as a tool for calculating small probabilities. This method is extrapolating from an initial Monte Carlo estimate for the probability content of a…
We consider a binary branching process structured by a stochastic trait that evolves according to a diffusion process that triggers the branching events, in the spirit of Kimmel's model of cell division with parasite infection. Based on the…
We study the long time behavior of an asymmetric size-structured measure-valued growth-fragmentation branching process that models the dynamics of a population of cells taking into account physiological and morphological asymmetry at…
The subcritical Markov branching process X(t) starting with one particle as the initial condition has the ultimate extinction probability q = 1. The branching mechanism in consideration is defined by the mixture of logarithmic distributions…