English
Related papers

Related papers: Continuous-state branching processes in Levy rando…

200 papers

Let $(Z_n)_{n\geqslant 0}$ be a branching process in a random environment defined by a Markov chain $(X_n)_{n\geqslant 0}$ with values in a finite state space $\mathbb X$ starting at $X_0=i \in\mathbb X$. We extend from the i.i.d.…

Probability · Mathematics 2017-08-02 Ion Grama , Ronan Lauvergnat , Emile Le Page

A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…

Probability · Mathematics 2024-01-30 Miguel González , Carmen Minuesa , Manuel Mota , Inés del Puerto , Alfonso Ramos

We consider a critical branching process $Y_{n}$ in an i.i.d. random environment, in which one immigrant arrives at each generation. Let $% \mathcal{A}_{i}(n)$ be the event that all individuals alive at time $n$ are offspring of the…

Probability · Mathematics 2022-08-17 Charline Smadi , Vladimir A. Vatutin

A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison…

Probability · Mathematics 2025-02-07 Zenghu Li , Junyan Zhang

A L\'evy process is said to creep through a curve if, at its first passage time across this curve, the process reaches it with positive probability. We first study this property for bivariate subordinators. Given the graph…

Probability · Mathematics 2022-05-17 Loïc Chaumont , Thomas Pellas

We consider the class of continuous-state branching processes with immigration (CBI-processes), introduced by Kawazu and Watanabe (1971) and their limit distributions as time tends to infinity. We determine the Levy-Khintchine triplet of…

Probability · Mathematics 2012-03-29 Martin Keller-Ressel , Aleksandar Mijatovic

We investigate the well-posedness and asymptotic self-similarity of solutions to a generalized Smoluchowski coagulation equation recently introduced by Bertoin and Le Gall in the context of continuous-state branching theory. In particular,…

Probability · Mathematics 2015-03-18 Gautam Iyer , Nicholas Leger , Robert L. Pego

The purpose of this article is to observe that the zero sets of continuous-state branching processes with immigration (CBI) are infinitely divisible regenerative sets. Indeed, they can be constructed by the procedure of random cutouts…

Probability · Mathematics 2014-10-22 Clément Foucart , Gerónimo Uribe Bravo

Conditions for almost sure extinction are studied in discrete time branching processes with an infinite number of types. It is not assumed that the expected number of children is a bounded function of the parent's type. There might also be…

Probability · Mathematics 2007-05-23 G. T. Tetzlaff

We establish a general sufficient condition for a sequence of Galton Watson branching processes in varying environment to converge weakly. This condition extends previous results by allowing offspring distributions to have infinite…

Probability · Mathematics 2014-09-22 Vincent Bansaye , Florian Simatos

We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…

Probability · Mathematics 2021-03-02 Boris Baeumer , Mihály Kovács , Lorenzo Toniazzi

In this paper, for $\alpha\in (1, 2}$ we show that the $\alpha$-stable continuous-state branching process and the associated process conditioned never to become extinct are positive self-similar Markov processes. Understanding the…

Probability · Mathematics 2008-12-08 A. E. Kyprianou , J. C. Pardo

Branching processes form an important family of stochastic processes that have been successfully applied in many fields. In this paper, we focus our attention on controlled multi-type branching processes (CMBPs). A Feller-type diffusion…

Probability · Mathematics 2024-05-13 Matyas Barczy , Miguel González , Pedro Martín-Chávez , Inés del Puerto

We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…

Probability · Mathematics 2020-12-22 Boris Baeumer , Mihály Kovács , Lorenzo Toniazzi

Branching processes and Fleming-Viot processes are two main models in stochastic population theory. Incorporating an immigration in both models, we generalize the results of Shiga (1990) and Birkner et al. (2005) which respectively connect…

Probability · Mathematics 2012-05-15 Clément Foucart , Olivier Hénard

Splitting trees are those random trees where individuals give birth at constant rate during a lifetime with general distribution, to i.i.d. copies of themselves. The width process of a splitting tree is then a binary, homogeneous…

Probability · Mathematics 2009-02-09 Amaury Lambert

Branching Processes in Random Environment (BPREs) $(Z_n:n\geq0)$ are the generalization of Galton-Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical case, the process…

Probability · Mathematics 2012-10-17 Vincent Bansaye , Christian Boeinghoff

We study the local convergence of critical Galton-Watson trees and Levy trees under various conditionings. Assuming a very general monotonicity property on the functional of random trees, we show that random trees conditioned to have large…

Probability · Mathematics 2015-08-11 Xin He

Standard Schramm-Loewner evolution (SLE) is driven by a continuous Brownian motion which then produces a trace, a continuous fractal curve connecting the singular points of the motion. If jumps are added to the driving function, the trace…

Statistical Mechanics · Physics 2008-01-24 P. Oikonomou , I. Rushkin , I. A. Gruzberg , L. P. Kadanoff

In order to model random density-dependence in population dynamics, we construct the random analogue of the well-known logistic process in the branching process' framework. This density-dependence corresponds to intraspecific competition…

Probability · Mathematics 2007-05-23 Amaury Lambert