English
Related papers

Related papers: Extinction and coming down from infinity of CB-pro…

200 papers

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

In this paper, we study the speed of extinction of continuous state branching processes in subcritical L\'evy environments. More precisely, when the associated L\'evy process to the environment drifts to $-\infty$ and, under a suitable…

Probability · Mathematics 2023-02-20 Natalia Cardona-Tobón , Juan Carlos Pardo

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

A general continuous-state branching processes in random environment (CBRE-process) is defined as the strong solution of a stochastic integral equation. The environment is determined by a L\'evy process with no jump less than $-1$. We give…

Probability · Mathematics 2016-01-20 Hui He , Zenghu Li , Wei Xu

In this manuscript, we continue with the systematic study of the speed of extinction of continuous state branching processes in L\'evy environments under more general branching mechanisms. Here, we deal with the weakly subcritical regime…

Probability · Mathematics 2023-02-20 Natalia Cardona-Tobón , Juan Carlos Pardo

We consider continuous state branching processes (CSBP) with additional multiplicative jumps modeling dramatic events in a random environment. These jumps are described by a L\'evy process with bounded variation paths. We construct a…

Probability · Mathematics 2013-12-17 Vincent Bansaye , Juan Carlos Pardo Millan , Charline Smadi

We study the phenomenon of coming down from infinity - that is, when the process starts from infinity and never returns to it - for continuous-state branching processes with generalized drift. We provide sufficient conditions on the drift…

Probability · Mathematics 2025-10-08 Félix Rebotier

A multitype continuous-state branching process (MCSBP) ${\rm Z}=({\rm Z}_{t})_{t\geq 0}$, is a Markov process with values in $[0,\infty)^{d}$ that satisfies the branching property. Its distribution is characterised by its branching…

Probability · Mathematics 2021-09-08 Loïc Chaumont , Marine Marolleau

In this paper, we study the extinction time of logistic branching processes which are perturbed by an independent random environment driven by a Brownian motion. Our arguments use a Lamperti-type representation which is interesting on its…

Probability · Mathematics 2019-06-05 Hélène Leman , Juan Carlos Pardo

The problem of conditioning a continuous-state branching process with quadratic competition (logistic CB process) on non-extinction is investigated. We first establish that non-extinction is equivalent to the total progeny of the population…

Probability · Mathematics 2024-08-28 Clément Foucart , Víctor Rivero , Anita Winter

We finely describe the "coming down from infinity" for birth and death processes which eventually become extinct. Our biological motivation is to study the decrease of regulated populations which are initially large. Under general…

Probability · Mathematics 2013-10-29 Vincent Bansaye , Sylvie Méléard , Mathieu Richard

Using the Lyapunov criteria arguments, we find sufficient conditions on explosion/nonexplosion for continuous-state branching processes with competition in L\'evy random environment. In particular, we identify the necessary and sufficient…

Probability · Mathematics 2022-08-25 Rugang Ma , Xiaowen Zhou

Consider a spectrally positive L\'evy process $Z$ with log-Laplace exponent $\Psi$ and a positive continuous function $R$ on $(0,\infty)$. We investigate the entrance from $\infty$ of the process $X$ obtained by changing time in $Z$ with…

Probability · Mathematics 2020-10-27 Clément Foucart , Pei-Sen Li , Xiaowen Zhou

We consider continuous-state branching processes (CB processes) which become extinct almost surely. First, we tackle the problem of describing the stationary measures on $(0,+\infty)$ for such CB processes. We give a representation of the…

Probability · Mathematics 2025-04-30 Rongli Liu , Yan-Xia Ren , Ting Yang

According to the competitive exclusion principle, in a finite ecosystem, extinction occurs naturally when two or more species compete for the same resources. An important question that arises is: when coexistence is not possible, which…

Populations and Evolution · Quantitative Biology 2017-08-16 Marcelo Martins de Oliveira , Ronald Dickman

We study a spatially homogeneous model of a market where several agents or companies compete for a wealth resource. In analogy with ecological systems the simplest case of such models shows a kind of "competitive exclusion" principle.…

Condensed Matter · Physics 2009-11-07 Marcelo Kuperman And Horacio Wio

A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…

Probability · Mathematics 2022-02-25 Bastien Mallein , Quan Shi

We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours…

Probability · Mathematics 2016-06-17 Sandra Palau , Juan Carlos Pardo

Here, we study the long-term behaviour of the non-explosion probability for continuous-state branching processes in a L\'evy environment when the branching mechanism is given by the negative of the Laplace exponent of a subordinator. In…

Probability · Mathematics 2024-06-19 Natalia Cardona-Tobón , Juan Carlos Pardo

A branching process in a Markovian environment consists of an irreducible Markov chain on a set of "environments" together with an offspring distribution for each environment. At each time step the chain transitions to a new random…

Probability · Mathematics 2021-06-22 Lila Greco , Lionel Levine
‹ Prev 1 2 3 10 Next ›