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Related papers: Branching-stable point measures and processes

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We characterise all the quasi-stationary distributions and the Q-process associated with a continuous state branching process that explodes in finite time. We also provide a rescaling for the continuous state branching process conditioned…

Probability · Mathematics 2013-10-17 Cyril Labbé

We provide a simple explicit estimator for discretely observed Barndorff-Nielsen and Shephard models, prove rigorously consistency and asymptotic normality based on the single assumption that all moments of the stationary distribution of…

Statistical Finance · Quantitative Finance 2008-12-02 Friedrich Hubalek , Petra Posedel

We study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a compact metric…

Probability · Mathematics 2009-04-23 Pierre Collet , Servet Martinez , Sylvie Méléard , Jaime San Martin

We study the quenched invariance principle for random conductance models with long range jumps on $\Z^d$, where the transition probability from $x$ to $y$ is, on average, comparable to $|x-y|^{-(d+\alpha)}$ with $\alpha\in (0,2)$ but is…

Probability · Mathematics 2020-05-01 Xin Chen , Takashi Kumagai , Jian Wang

The results in this paper provide new information on asymptotic properties of classical models: the neutral Kingman coalescent under a general finite-alleles, parent-dependent mutation mechanism, and its generalisation, the ancestral…

Probability · Mathematics 2022-07-08 Martina Favero , Henrik Hult

It is shown that the inert properties of a stationary random process can be expressed in terms of the ratio of its correlation interval to the doubled variance. When using a fixed value of the Planck constant h as a proportionality factor,…

General Physics · Physics 2022-10-10 Mikhail Batanov-Gaukhman

We introduce a broad class of families of branching random walks on a set $X$. The processes in each family are parametrized by a positive parameter $\lambda$ and they are monotonically increasing in $\lambda$ with respect to the germ…

Probability · Mathematics 2026-02-25 Daniela Bertacchi , Fabio Zucca

We consider a large family of branching-selection particle systems. The branching rate of each particle depends on its rank and is given by a function $b$ defined on the unit interval. There is also a killing measure $D$ supported on the…

Probability · Mathematics 2021-12-28 P. Groisman , N. Soprano-Loto

Branching processes are a class of continuous-time Markov chains (CTMCs) prevalent for modeling stochastic population dynamics in ecology, biology, epidemiology, and many other fields. The transient or finite-time behavior of these systems…

Computation · Statistics 2023-02-24 Achal Awasthi , Jason Xu

This article introduces the class of periodic trawl processes, which are continuous-time, infinitely divisible, stationary stochastic processes, that allow for periodicity and flexible forms of their serial correlation, including both…

Methodology · Statistics 2023-07-20 Almut E. D. Veraart

This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…

Statistics Theory · Mathematics 2020-11-05 Zixiang Guan , Gemai Chen

In this paper, we investigate the asymptotic behavior of individual-based models describing the evolution of a population structured by a real trait, subject to selection and mutation. We consider two different sets of assumptions: first,…

Probability · Mathematics 2026-03-03 Anouar Jeddi

We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…

Probability · Mathematics 2009-03-16 Samuel Herrmann Julian Tugaut

We investigate the statistical stability of a class of dynamical systems semi-conjugate to pre-piecewise \textit{convex or expanding} maps with countably many branches. These systems naturally arise in the study of transformations with…

Dynamical Systems · Mathematics 2026-05-19 Rafael Lucena

\textit{Non-statistical dynamics} are those for which a set of points with positive measure (w.r.t. a reference probability measure which is in most examples the Lebesgue on a manifold) do not have a convergent sequence of empirical…

Dynamical Systems · Mathematics 2025-01-28 Amin Talebi

This paper deals with the stability analysis for steady-states perturbed by the full cross-diffusion limit of the SKT model with Dirichlet boundary conditions. Our previous result showed that positive steady-states consist of the branch of…

Analysis of PDEs · Mathematics 2024-01-01 Kousuke Kuto , Homare Sato

We give necessary and sufficient conditions for laws of large numbers to hold in $L^2$ for the empirical measure of a large class of branching Markov processes, including $\lambda$-positive systems but also some $\lambda$-transient ones,…

Probability · Mathematics 2017-11-16 Matthieu Jonckheere , Santiago Saglietti

Jamming is a phenomenon shared by a wide variety of systems, such as granular materials, foams, and glasses in their high density regime. This has motivated the development of a theoretical framework capable of explaining many of their…

Statistical Mechanics · Physics 2021-06-24 Rafael Díaz Hernández Rojas , Giorgio Parisi , Federico Ricci-Tersenghi

Homogeneous mass fragmentation processes describe the evolution of a unit mass that breaks down randomly into pieces as time. Mathematically speaking, they can be thought of as continuous-time analogues of branching random walks with…

Probability · Mathematics 2015-07-07 Andreas E. Kyprianou , Thomas Madaule

We investigate the well-posedness and asymptotic self-similarity of solutions to a generalized Smoluchowski coagulation equation recently introduced by Bertoin and Le Gall in the context of continuous-state branching theory. In particular,…

Probability · Mathematics 2015-03-18 Gautam Iyer , Nicholas Leger , Robert L. Pego