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A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

In this paper we consider two related stochastic models. The first one is a branching system consisting of particles moving according to a Markov family in R^d and undergoing subcritical branching with a constant rate of V>0. New particles…

Probability · Mathematics 2012-11-27 Piotr Milos

We consider a multitype branching process with immigration in a random environment introduced by Key in [Ann. Probab. 15 (1987) 344--353]. It was shown by Key that, under the assumptions made in [Ann. Probab. 15 (1987) 344--353], the…

Probability · Mathematics 2009-09-29 Alexander Roitershtein

In this paper we consider a triangular array of branching processes with non-stationary immigration. We prove a weak convergence of properly normalized branching processes with immigration to deterministic function under assumption that…

Probability · Mathematics 2022-04-25 Sadillo Sharipov

A purely atomic immigration superprocess with dependent spatial motion in the space of tempered measures is constructed as the unique strong solution of a stochastic integral equation driven by Poisson processes based on the excursion law…

Probability · Mathematics 2008-02-08 Zenghu Li , Jie Xiong

We establish general sufficient conditions for a sequence of controlled branching processes to converge weakly on the Skorokhod space. We focus on a class of controlled random variables that extends previous results by considering them as a…

Probability · Mathematics 2025-08-26 Miguel González , Pedro Martín-Chávez , Inés del Puerto

A uniform law of large numbers and a central limit theorem are established via a martingale approach for a univariate Hawkes process with immigration given by a renewal process. The results are obtained for renewal processes with absolutely…

Probability · Mathematics 2025-07-01 Luis Iván Hernández Ruíz

Under a fourth order moment condition on the branching and a second order moment condition on the immigration mechanisms, we show that an appropriately scaled projection of a supercritical and irreducible continuous state and continuous…

Probability · Mathematics 2021-11-29 Matyas Barczy , Sandra Palau , Gyula Pap

We consider a branching system consisting of particles moving according to a Markov family in $\Rd$ and undergoing subcritical branching with a constant rate $V>0$. New particles immigrate to the system according to homogeneous space-time…

Probability · Mathematics 2009-11-04 Piotr Milos

We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5 (1977) 616--621] and motivated by Gordin [Soviet Math.…

Probability · Mathematics 2007-05-23 Magda Peligrad , Sergey Utev

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

Statistics Theory · Mathematics 2011-04-22 John H. J. Einmahl , Estáte V. Khmaladze

We consider the cardinality of supercritical oriented bond percolation in two dimensions. We show that, whenever the origin is conditioned to percolate, the process appropriately normalized converges asymptotically in distribution to the…

Probability · Mathematics 2018-05-23 Achillefs Tzioufas

The study of discrete-time stochastic processes on the half-line with mean drift at $x$ given by $\mu_1 (x) \to 0$ as $x \to \infty$ is known as Lamperti's problem. We give sharp almost-sure bounds for processes of this type in the case…

Probability · Mathematics 2010-08-11 Mikhail V. Menshikov , Andrew R. Wade

This paper aims to establish a central limit theorem for Markov processes conditioned not to be absorbed under a very general assumption on quasi-stationarity for the underlying process. To do so, a central limit theorem has been…

Probability · Mathematics 2023-03-31 William Oçafrain

We consider a branching random walk with immigration in a random environment, where the environment is a stationary and ergodic sequence indexed by time. We focus on the asymptotic properties of the sequence of measures $(Z_n)$ that count…

Probability · Mathematics 2021-02-23 Mengxue Li , Chuanmao Huang , Xiaoqiang Wang

Consider a supercritical Crump-Mode-Jagers process $(\mathcal{Z}_{t}^{\varphi})_{t \geq 0}$ counted with a random characteristic $\varphi$ that depends on an individual's life and their descendant process up to a fixed generation. Under…

Probability · Mathematics 2025-11-25 Gabriel Berzunza Ojeda , Harlan Connor

We investigate the limit behavior of supercritical multitype branching processes in random environments with linear fractional offspring distributions and show that there exists a phase transition in the behavior of local probabilites of…

Probability · Mathematics 2017-10-25 Wenming Hong , Minzhi Liu , Vladimir Vatutin

Intermediately subcritical branching processes in random environment are at the borderline between two subcritical regimes and exhibit a particularly rich behavior. In this paper, we prove a functional limit theorem for these processes. It…

Probability · Mathematics 2012-09-07 Christian Böinghoff , Götz Kersting

In this paper is proved the limit theorem for randomly indexed sequence of random processes in the case where sequences of random index and random processes are independent, also the estimation of convergence rate is obtained.

Probability · Mathematics 2010-01-22 Elena Permyakova

We consider supercritical branching random walks on transitive graphs and we prove a law of large numbers for the mean displacement of the ensemble of particles, and a Stam-type central limit theorem for the empirical distributions, thus…

Probability · Mathematics 2026-02-12 Robin Kaiser , Martin Klötzer , Ecaterina Sava-Huss