Related papers: A continuous-state polynomial branching process
For the continuous-time $\lambda$-recurrent jump process, the $\lambda$-recurrence assures the existence of quasi-stationary distribution when it has finite exit states (the states that have positive killing rates). And we give an explicit…
We study the long-time behavior of stochastic models with an absorbing state, conditioned on survival. For a large class of processes, in which saturation prevents unlimited growth, statistical properties of the surviving sample attain…
We study the distribution of the maximal jump of continuous-state branching processes. Several exact expressions and explicit asymptotics of both the local maximal jump and the global maximal jump are obtained. We also compare the…
We propose a new mechanism for generating power laws. Starting from a random walk, we first outline a simple derivation of the Fokker-Planck equation. By analogy, starting from a certain Markov chain, we derive a master equation for power…
The statistics of natural catastrophes contains very counter-intuitive results. Using earthquakes as a working example, we show that the energy radiated by such events follows a power-law or Pareto distribution. This means, in theory, that…
Mandelbrot multiplicative cascades provide a construction of a dynamical system on a set of probability measures defined by inequalities on moments. To be more specific, beyond the first iteration, the trajectories take values in the set of…
We consider a branching Markov process in continuous time in which the particles evolve independently as spectrally negative L\'evy processes. When the branching mechanism is critical or subcritical, the process will eventually die and we…
We show that one can approximate the least fixed point solution for a multivariate system of monotone probabilistic polynomial equations in time polynomial in both the encoding size of the system of equations and in log(1/\epsilon), where…
For a generalized continuous state branching process with non-vanishing diffusion part, finite expectation and a directed ("left-to-right") interaction, we construct the height process of its forest of genealogical trees. The connection…
We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…
A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity…
The first aim is to construct generalizations of Polya type point process by applying a branching mechanism to these point processes. Conditions are given under which these point processes satisfy an integration by parts formula.…
We consider a class of multitype Galton-Watson branching processes with a countably infinite type set $\mathcal{X}_d$ whose mean progeny matrices have a block lower Hessenberg form. For these processes, the probability $\boldsymbol{q}(A)$…
We study a family of Crump--Mode--Jagers branching processes in random environment that explode, i.e. that grow infinitely large in finite time with positive probability. Building on recent work of the author and Iyer (``On the structure of…
For a continuous-time Bienaym\'e-Galton-Watson process, $X$, with immigration and culling, $0$ as an absorbing state, call $X^q$ the process that results from killing $X$ at rate $q\in (0,\infty)$, followed by stopping it on extinction or…
We examine the logical structure of the emergence of classical stochasticity for a quantum system governed by a Pauli-type master equation. It is well-known that while such equations describe the evolution of probabilities, they do not…
We consider a critical continuous-time branching process (a Yule process) in which the individuals independently execute symmetric $\alpha-$stable random motions on the real line starting at their birth points. Because the branching process…
Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair times. After any repair the system starts anew from state zero.…