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It is well-known that conditioning a supercritical (multi-type) branching process on the event that it eventually becomes extinct yields a subcritical branching process. We study the corresponding inverse problem: given a subcritical…

Probability · Mathematics 2024-11-12 Ewain Gwynne , Jiaqi Liu

The boundary behavior of continuous-state branching processes with quadratic competition is studied in whole generality. We first observe that despite competition, explosion can occur for certain branching mechanisms. We obtain a necessary…

Probability · Mathematics 2018-09-27 Clément Foucart

This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…

Computational Finance · Quantitative Finance 2015-02-09 Nikolai Dokuchaev

Branching processes pervade many models in statistical physics. We investigate the survival probability of a Galton-Watson branching process after a finite number of generations. We reveal the finite-size scaling law of the survival…

Statistical Mechanics · Physics 2015-11-26 Rosalba Garcia-Millan , Francesc Font-Clos , Alvaro Corral

We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…

Probability · Mathematics 2014-11-07 Alexander Iksanov , Matthias Meiners

In this paper, we consider $n$-type Markov branching processes with immigration and resurrection. The uniqueness criteria are first established. Then, a new method is found and the explicit expression of extinction probability is…

Probability · Mathematics 2015-12-16 Junping Li , Juan Wang , Yanchao Zang

Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…

Probability · Mathematics 2022-01-07 Azam Imomov

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…

Probability · Mathematics 2016-03-18 Ekaterina Vl. Bulinskaya

We provide necessary and sufficient conditions for explosion and implosion of birth-and-death (non-Markov) continuous-time random walks. In other words, we obtain conditions for $\infty$ to be accessible and for it to be an entrance point.…

Probability · Mathematics 2025-11-17 Andrey Pilipenko , Vadym Tkachenko

Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…

Probability · Mathematics 2011-04-11 Thomas G. Kurtz , Eliane R. Rodrigues

Motivated by the stochastic Lotka-Volterra model, we introduce discrete-state interacting multitype branching processes. We show that they can be obtained as the sum of a multidimensional random walk with a Lamperti-type change proportional…

Probability · Mathematics 2022-11-28 Maria Clara Fittipaldi , Sandra Palau

We study the asymptotic behaviour of the survival probability of a multi-type branching processes in random environment. The class of processes we consider corresponds, in the one-dimensional situation, to the intermediately subcritical…

Probability · Mathematics 2019-04-01 Vladimir Vatutin , Elena Dyakonova

In Li (2011), Example 2.2, the notion of a multi-type continuous-state branching process (MCSBP) was introduced with a finite number of types, with the countably infinite case being proposed in Kyprianou and Palau (2017). One may consider…

Probability · Mathematics 2018-02-22 Andreas E. Kyprianou , Sandra Palau , Yan-Xia Ren

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…

Statistical Mechanics · Physics 2023-10-25 Prajwal Padmanabha , Sandro Azaele , Amos Maritan

We consider the problem of extinction processes on random networks with a given structure. For sufficiently large well-mixed populations, the process of extinction of one or more state variable components occurs in the tail of the…

Populations and Evolution · Quantitative Biology 2015-01-13 Brandon S. Lindley , Leah B. Shaw , Ira B. Schwartz

A branching process in varying environment with generation-dependent immigration is a modification of the standard branching process in which immigration is allowed and the reproduction and immigration laws may vary over the generations.…

Probability · Mathematics 2024-01-31 Miguel González , Goetz Kersting , Carmen Minuesa , Inés del Puerto

In this paper we study the conditional limit theorems for critical continuous-state branching processes with branching mechanism $\psi(\lambda)=\lambda^{1+\alpha}L(1/\lambda)$ where $\alpha\in [0,1]$ and $L$ is slowly varying at $\infty$.…

Probability · Mathematics 2015-06-17 Yan-Xia Ren , Ting Yang , Guo-Huan Zhao

Spatial birth and death processes are obtained as solutions of a system of stochastic equations. The processes are required to be locally finite, but may involve an infinite population over the full (noncompact) type space. Conditions are…

Probability · Mathematics 2007-05-23 Nancy L. Garcia , Thomas G. Kurtz

A system of mutually interacting superprocesses with migration is constructed as the limit of a sequence of branching particle systems arising from population models. The uniqueness in law of the superprocesses is established using the…

Probability · Mathematics 2021-02-05 Lina Ji , Huili Liu , Jie Xiong

We consider a time-continuous branching random walk on a one-dimensional lattice on which there is one center (lattice point) of particle generation, called branching source. The generation of particles in the branching source is described…

Probability · Mathematics 2023-12-19 E. Filichkina , E. Yarovaya
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