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We consider a class of L\'evy-type processes on which spectral analysis technics can be made to produce optimal results, in particular for the decay rate of their survival probability and for the spectral gap of their ground state…

Probability · Mathematics 2023-06-30 Grégoire Véchambre

Consider a branching process $\{Z_n\}$ in a varying environment. Let $\{W_n\}$ be the natural martingale $Z_n/{\bf E}Z_n$. It converges to some random variable $W$ as $n\to\infty$. An important problem is to show that ${\bf P}(W>0)$ equals…

Probability · Mathematics 2026-04-08 Y. Kirpicheva , A. Shklyaev

We study the competition and the evolution of nodes embedded in Euclidean restricted spaces. The population evolves by a branching process in which new nodes are generated when up to two new nodes are attached to the previous ones at each…

Populations and Evolution · Quantitative Biology 2014-07-21 Fabricio L. Forgerini , Nuno Crokidakis

Using a new approach, for spectrally negative L\'evy processes we find joint Laplace transforms involving the last exit time (from a semi-infinite interval), the value of the process at the last exit time and the associated occupation time,…

Probability · Mathematics 2016-10-05 Yingqiu Lia , Chuancun Yin , Xiaowen Zhou

Consider a population whose size changes stepwise by its members reproducing or dying (disappearing), but is otherwise quite general. Denote the initial (non-random) size by $Z_0$ and the size of the $n$th change by $C_n$, $n= 1, 2,…

Probability · Mathematics 2020-08-05 Peter Jagers , Sergei Zuyev

We study by duality methods the extinction and explosion times of continuous-state branching processes with logistic competition (LCSBPs) and identify the local time at $\infty$ of the process when it is instantaneously reflected at…

Probability · Mathematics 2025-10-10 Clément Foucart

In this paper we consider two branching processes living in a joint random environment. Assuming that both processes are critical we address the following question: What is the probability that both populations survive up to a large time…

Probability · Mathematics 2025-02-27 Nikita Elizarov , Vitali Wachtel

The existence of moments of first downward passage times of a spectrally negative L\'evy process is governed by the general dynamics of the L\'evy process, i.e. whether the L\'evy process is drifting to $+\infty$, $-\infty$ or oscillates.…

Probability · Mathematics 2022-08-02 Anita Behme , Philipp Lukas Strietzel

Motivated as a null model for comparison with data, we study the following model for a phylogenetic tree on $n$ extant species. The origin of the clade is a random time in the past, whose (improper) distribution is uniform on $(0,\infty)$.…

Probability · Mathematics 2007-05-23 David J. Aldous , Lea Popovic

We construct a modified continuous-state branching process whose Malthusian parameter is replaced by another when passing below a certain level. The construction is obtained via a Lamperti-like transform applied to a refracted L\'evy…

Probability · Mathematics 2016-12-01 Antonio Murillo-Salas , José Luis Pérez , Arno Siri-Jégousse

Termination is a central property in sequential programming models: a term is terminating if all its reduction sequences are finite. Termination is also important in concurrency in general, and for message-passing programs in particular. A…

Logic in Computer Science · Computer Science 2023-08-03 Joseph W. N. Paulus , Jorge A. Pérez , Daniele Nantes-Sobrinho

This paper is concerned with the behaviour of a L\'{e}vy process when it crosses over a positive level, $u$, starting from 0, both as $u$ becomes large and as $u$ becomes small. Our main focus is on the time, $\tau_u$, it takes the process…

Probability · Mathematics 2011-12-21 Philip S. Griffin , Ross A. Maller

A new approach to superstability and finite time extinction of strongly continuous semigroups is presented, unifying known results and providing new criteria for these conditions to hold analogous to the well-known Pazy condition for…

Functional Analysis · Mathematics 2013-09-26 D. Creutz , M. Mazo , C. Preda

he starting process with countable number of types \mu(t) generates a stopped branching process \xi(t). The starting process stops, by falling into the nonempty set S. It is assumed, that the starting process is subcritical, indecomposable…

Statistics Theory · Mathematics 2011-08-09 Iryna Kyrychynska , Ostap Okhrin , Yaroslav Yeleyko

A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The extinction and explosion probabilities and the mean extinction and…

Probability · Mathematics 2018-10-09 Pei-Sen Li

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

The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity: instead of decaying gradually over time, their…

Probability · Mathematics 2023-07-20 Justin Salez

There is studied an infinite system of point entities in $\mathbb{R}^d$ which reproduce themselves and die, also due to competition. The system's states are probability measures on the space of configurations of entities. Their evolution is…

Mathematical Physics · Physics 2015-01-27 Dmitri Finkelshtein , Yuri Kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

Consider a one dimensional critical branching L\'{e}vy process $((Z_t)_{t\geq 0}, \mathbb {P}_x)$. Assume that the offspring distribution either has finite second moment or belongs to the domain of attraction to some $\alpha$-stable…

Probability · Mathematics 2024-10-15 Haojie Hou , Yan-Xia Ren , Renming Song

We introduce an irreversible discrete multiplicative process that undergoes Bose-Einstein condensation as a generic model of competition. New players with different abilities successively join the game and compete for limited resources. A…

Statistical Mechanics · Physics 2013-05-29 Hideaki Shimazaki , Ernst Niebur
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