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Related papers: n-type Markov Branching Processes with Immigration

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A class of branching processes in varying environments is exhibited which become extinct almost surely even though the means M_n grow fast enough so that sum M_n^{-1} is finite. In fact, such a process is constructed for every offspring…

Probability · Mathematics 2007-05-23 Robin Pemantle

We consider subcritical branching processes with immigration which evolve under the influence of a random environment and study the tail distribution of life periods of such processes defined as the length of the time interval between the…

Probability · Mathematics 2020-02-10 Doudou Li , Vladimir Vatutin , Mei Zhang

Epidemic dynamics in a stochastic network of interacting epidemic centers is considered. The epidemic and migration processes are modelled by Markov's chains. Explicit formulas for probability distribution of the migration process are…

Populations and Evolution · Quantitative Biology 2015-05-05 Igor Sazonov , Mark Kelbert

We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time-homogeneous Markov chain.…

Risk Management · Quantitative Finance 2024-03-25 Michael Kalkbrener , Natalie Packham

We consider a general class of branching processes in discrete time, where particles have types belonging to a Polish space and reproduce independently according to their type. If the process is critical and the mean distribution of types…

Probability · Mathematics 2024-12-23 Félix Foutel-Rodier

We study a density-dependent Markov jump process describing a population where each individual is characterized by a type, and reproduces at rates depending both on its type and on the population type distribution. We are interested in the…

Probability · Mathematics 2026-02-26 Madeleine Kubasch

For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the…

Probability · Mathematics 2014-12-25 Nicolas Champagnat , Denis Villemonais

We investigate recurrence and transience of Branching Markov Chains (BMC) in discrete time. Branching Markov Chains are clouds of particles which move (according to an irreducible underlying Markov Chain) and produce offspring…

Probability · Mathematics 2016-09-07 Nina Gantert , Sebastian Mueller

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 focus…

Probability · Mathematics 2021-04-14 Dariusz Buraczewski , Ewa Damek

We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…

Probability · Mathematics 2020-05-13 William Oçafrain

We consider the discrete-time migration-recombination equation, a deterministic, nonlinear dynamical system that describes the evolution of the genetic type distribution of a population evolving under migration and recombination in a law of…

Probability · Mathematics 2021-03-30 Frederic Alberti , Ellen Baake , Ian Letter , Servet Martinez

We consider branching Brownian motion in which initially there is one particle at $x$, particles produce a random number of offspring with mean $m+1$ at the time of branching events, and each particle branches at rate $\beta = 1/2m$.…

Probability · Mathematics 2023-10-03 Pascal Maillard , Jason Schweinsberg

The paper has four goals. First, we want to generalize the classical concept of the branching property so that it becomes applicable for historical and genealogical processes (using the coding of genealogies by ($V$-marked) ultrametric…

Probability · Mathematics 2020-05-06 Andreas Greven , Thomas Rippl , Patric Karl Glöde

This paper tackles the issue of establishing a lower-bound on the asymptotic ratio of survival probabilities between two different initial conditions, asymptotically in time for a given Markov process with extinction. Such a comparison is a…

Probability · Mathematics 2023-05-12 Aurélien Velleret

This work is a continuation of [Kalikaeva, MPRF, 23(2):225-240]. The object of study is ``Markov-up processes'' on $\mathbb Z_+$ and the moment of downcrossing a certain barrier. The processes considered in this paper differ from Markov…

Probability · Mathematics 2024-07-01 Diana Kalikaeva

We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton--Watson tree. The particles move independently according to a Markov process and when a branching event occurs, the offspring…

Probability · Mathematics 2012-02-20 Vincent Bansaye , Jean-François Delmas , Laurence Marsalle , Viet Chi Tran

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

We establish the exponential ergodic property in a weighted total variation distance of continuous-state branching processes with immigration in random environments with competition and catastrophes, under a Lyapunov-type condition and…

Probability · Mathematics 2024-02-05 Shukai Chen , Rongjuan Fang , Lina Ji , Jian Wang

For near-critical, transient Markov chains on the non-negative integers in the Lamperti regime, where the mean drift at $x$ decays as $1/x$ as $x \to \infty$, we quantify degree of transience via existence of moments for conditional return…

Probability · Mathematics 2024-05-07 Chak Hei Lo , Mikhail V. Menshikov , Andrew R. Wade

In this article we focus on the partial sum $S_{n}=X_{1}+\cdots+X_{n}$ of the subcritical branching process with immigration $\{X_{n}\}_{n\in\mathbb{N_{+}}}$, under the condition that one of the offspring $\xi$ or immigration $\eta$ is…

Probability · Mathematics 2024-05-08 Jiayan Guo , Wenming Hong
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