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This work extends the studies on the minimum and extremal process of a supercritical branching random walk outside the boundary case which cannot be reduced to the boundary case. We study here the situation where the log-generating function…

Probability · Mathematics 2026-01-14 Xinxin Chen , Haojie Hou

Studying the behaviour of Markov processes at boundary points of the state space has a long history, dating back all the way to William Feller. With different motivations in mind entrance and exit questions have been explored for different…

Probability · Mathematics 2024-10-11 Samuel Baguley , Leif Döring , Quan Shi

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

In this paper, we introduce a one-dimensional model of particles performing independent random walks, where only pairs of particles can produce offspring ("cooperative branching"), and particles that land on an occupied site merge with the…

Probability · Mathematics 2015-05-29 Anja Sturm , Jan M. Swart

We consider a continuous-time branching random walk on $\mathbb{Z}$ in a random non homogeneous environment. Particles can walk on the lattice points or disappear with random intensities. The process starts with one particle at initial time…

Probability · Mathematics 2023-12-12 Vladimir Kutsenko , Stanislav Molchanov , Elena Yarovaya

We consider two independent identical diffusion processes that annihilate upon meeting in order to study their conditioning with respect to their first-encounter properties. For the case of finite horizon $T<+\infty$, the maximum…

Statistical Mechanics · Physics 2022-08-18 Alain Mazzolo , Cécile Monthus

For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the…

Probability · Mathematics 2012-09-07 V. I. Afanasyev , C. Boeinghoff , G. Kersting , V. A. Vatutin

We study the speed of extinction of continuous state branching processes in a L\'evy environment, where the associated L\'evy process oscillates. Assuming that the L\'evy process satisfies the Spitzer's condition and the existence of some…

Probability · Mathematics 2021-07-26 Vincent Bansaye , Juan Carlos Pardo , Charline Smadi

The symbiotic branching model is a spatial population model describing the dynamics of two interacting types that can only branch if both types are present. A classical result for the underlying stochastic partial differential equation…

Probability · Mathematics 2016-09-23 Matthias Hammer , Marcel Ortgiese , Florian Völlering

Let $Z$ be a subordinate Brownian motion in ${\mathbb R}^d$, $d\ge 2$, via a subordinator with Laplace exponent $\phi$. We kill the process $Z$ upon exiting a bounded open set $D\subset {\mathbb R}^d$ to obtain the killed process $Z^D$, and…

Probability · Mathematics 2019-01-16 Panki Kim , Renming Song , Zoran Vondraček

We study properties of a $p-$type subcritical branching process in random environment initiated at moment zero by a vector $\mathbf{z}=\left( z_{1},..,z_{p}\right) $\ of particles of different types. Assuming that the process belongs to the…

Probability · Mathematics 2020-07-07 Vladimir Vatutin , Elena Dyakonova

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

We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…

Probability · Mathematics 2008-07-02 Hui He

We prove the hydrodynamic limit for the symmetric exclusion process with long jumps given by a mean zero probability transition rate with infinite variance and in contact with infinitely many reservoirs with density $\alpha$ at the left of…

Mathematical Physics · Physics 2018-03-05 Cedric Bernardin , Patricia Gonçalves , Byron Oviedo

We consider a generalized central spin model, consisting of two central qubits and an environmental spin chain (with periodic boundary condition) to which these central qubits are locally and weakly connected either at the same site or at…

Statistical Mechanics · Physics 2016-08-23 Tanay Nag , Amit Dutta

We describe a new general connection between $\Lambda$-coalescents and genealogies of continuous-state branching processes. This connection is based on the construction of an explicit coupling using a particle representation inspired by the…

Probability · Mathematics 2014-03-19 Julien Berestycki , Nathanaël Berestycki , Vlada Limic

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…

Probability · Mathematics 2013-07-16 Steven P. Lalley , Yuan Shao

While classical concentration inequalities are typically restricted to two special cases -- independence and martingale difference sequences -- we extend concentration inequalities to a much broader class of stochastic processes by relaxing…

Probability · Mathematics 2026-02-25 Changqing Liu

We provide integral formulae for the Laplace transform of the entrance law of the reflected excursions for symmetric L\'evy processes in terms of their characteristic exponent. For subordinate Brownian motions and stable processes we…

Probability · Mathematics 2019-01-29 Loïc Chaumont , Jacek Małecki

Motivated by some recent potential theoretic results on subordinate killed L\'evy processes in open subsets of the Euclidean space, we study processes in an open set $D\subset {\mathbb R}^d$ defined via Dirichlet forms with jump kernels of…

Probability · Mathematics 2022-12-06 Panki Kim , Renming Song , Zoran Vondraček