English
Related papers

Related papers: Branching-stable point measures and processes

200 papers

We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These…

Statistical Mechanics · Physics 2007-05-23 M. Tierz

We study point processes on the real line whose configurations $X$ are locally finite, have a maximum and evolve through increments which are functions of correlated Gaussian variables. The correlations are intrinsic to the points and…

Probability · Mathematics 2010-10-26 Louis-Pierre Arguin , Michael Aizenman

In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an underlying weakly dependent process. The length of these blocks…

Probability · Mathematics 2024-08-27 Herold G. Dehling , Davide Giraudo , Sara K. Schmidt

Potential theory is a central tool to understand and analyse Markov processes. In this article, we develop its probabilistic counterpart for branching Markov chains. Specifically, we examine versions of quasi-processes or interlacements…

Probability · Mathematics 2023-11-07 Steffen Dereich , Martin Maiwald

Consider a branching Markov process, $X = (X(t), t \ge 0)$, with non-local branching mechanism. Studying the asymptotic behaviour of the moments of X has recently received attention in the literature [6, 7] due to the importance of these…

Probability · Mathematics 2025-02-03 Christopher B. C. Dean , Emma Horton

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

By constructing jointly a random graph and an associated exploration process, we define the dynamics of a "parking process" on a class of uniform random graphs as a measure-valued Markov process, representing the empirical degree…

Probability · Mathematics 2015-04-14 Paola Bermolen , Matthieu Jonckheere , Pascal Moyal

In this work, several convergence results are established for nearly critical self-excited systems in which event arrivals are described by multivariate marked Hawkes point processes. Under some mild high-frequency assumptions, the rescaled…

Probability · Mathematics 2024-01-31 Wei Xu

We consider a system of independent branching random walks on $\R$ which start off a Poisson point process with intensity of the form $e_{\lambda}(du)=e^{-\lambda u}du$, where $\lambda\in\R$ is chosen in such a way that the overall…

Probability · Mathematics 2011-03-31 Zakhar Kabluchko

We study a family of Crump--Mode--Jagers branching processes in random environment that explode, i.e. that grow infinitely large in finite time with positive probability. Building on recent work of the author and Iyer (``On the structure of…

Probability · Mathematics 2026-01-21 Bas Lodewijks

Stable distributions are an important class of infinitely-divisible probability distributions, of which two special cases are the Cauchy distribution and the normal distribution. Aside from a few special cases, the density function for…

Numerical Analysis · Mathematics 2021-08-31 Sebastian Ament , Michael O'Neil

We characterize the class of exchangeable Feller processes evolving on partitions with boundedly many blocks. In continuous-time, the jump measure decomposes into two parts: a $\sigma$-finite measure on stochastic matrices and a collection…

Probability · Mathematics 2014-09-04 Harry Crane

Continuous state branching processes with immigration are studied. We are particularly concerned with the associated (non-symmetric) Dirichlet form. After observing that gamma distributions are only reversible distributions for this class…

Probability · Mathematics 2011-10-31 Kenji Handa

In this paper we initiate the theory of Crump-Mode-Jagers branching processes (BP) in the setting where no Malthusian parameter exist, i.e., the process grows faster than exponential. A Crump-Mode-Jagers BP is a branching process (in…

Probability · Mathematics 2016-02-05 Julia Komjathy

This paper demonstrates a new regeneration processes technology making use of positive stable distributions. We study the asymptotic behavior of branching processes with a randomly controlled migration component. Using the new method, we…

Probability · Mathematics 2007-05-23 George P. Yanev , Kosto V. Mitov , Nickolay M. Yanev

The paper considers the well-known Galton-Watson stochastic branching process. We are dealing with a non-critical case. In the subcritical case, when the mean of the direct descendants of one particle per generation of the time step is less…

Probability · Mathematics 2022-05-09 Azam Imomov , Misliddin Murtazaev

We consider invariant transports of stationary random measures on $\mathbb{R}^d$ and establish natural mixing criteria that guarantee persistence of asymptotic variances. To check our mixing assumptions, which are based on two-point Palm…

Probability · Mathematics 2025-06-09 Michael A. Klatt , Günter Last , Luca Lotz , D. Yogeshwaran

We study the extremes of branching random walks under the assumption that the underlying Galton-Watson tree has infinite progeny mean. It is assumed that the displacements are either regularly varying or they have lighter tails. In the…

Probability · Mathematics 2022-07-05 Souvik Ray , Rajat Subhra Hazra , Parthanil Roy , Philippe Soulier

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

We consider a class of Crump-Mode-Jagers processes with interaction, constructed by removing a newly born offspring with a probability that depends on the age structure of the population at its birth time. We prove a law of large numbers…

Probability · Mathematics 2025-11-14 Félix Foutel-Rodier , Emmanuel Schertzer