Related papers: Smoothness of continuous state branching with immi…
This work provides a brief introduction to continuous-state branching processes (CB-processes) and continuous-state branching processes with immigration (CBI-processes) accessible to graduate students with reasonable background in…
In this paper, we study continuous-state interacting multi-type branching processes with immigration (CIMBI processes), where inter-specific interactions -- whether competitive, cooperative, or of a mixed type -- are proportional to the…
We study the estimation of two-type continuous-state branching processes with immigration (CBI-processes). The ergodicity of the processes is proved. We also establish the strong consistency and central limit theorems of the conditional…
Under a fourth order moment condition on the branching and a second order moment condition on the immigration mechanisms, we show that an appropriately scaled projection of a supercritical and irreducible continuous state and continuous…
We study measures associated to Brownian motions on infinite-dimensional Heisenberg-like groups. In particular, we prove that the associated path space measure and heat kernel measure satisfy a strong definition of smoothness.
We investigate a smoothing property for strongly-continuous operator semigroups, akin to ultracontractivity in parabolic evolution equations. Specifically, we establish the stability of this property under certain relatively bounded…
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…
Skew convolution semigroups play an important role in the study of generalized Mehler semigroups and Ornstein-Uhlenbeck processes. We give a characterization for a general skew convolution semigroup on real separable Hilbert space whose…
Under a first order moment condition on the immigration mechanism, we show that an appropriately scaled supercritical and irreducible multi-type continuous state and continuous time branching process with immigration (CBI process) converges…
In this article we provide a sufficient condition for a continuous-state branching process with immigration (CBI process) to not hit its boundary, i.e. for non-extinction. Our result applies to arbitrary dimension $d \geq 1$ and is…
We study integral kernels of strongly continuous semigroups on Lebesgue spaces over metric measure spaces. Based on semigroup smoothing properties and abstract Morrey-type inequalities, we give sufficient conditions for H\"older or…
We study heat kernel convergence of induced subgraphs with Neumann boundary conditions. We first establish convergence of the resulting semigroups to the Neumann semigroup in $\ell^2$. While convergence to the Neumann semigroup always…
It is a common method for proving weak convergence of a sequence of time-homogeneous Markov processes towards a time-homogeneous Markov process first to show convergence of the corresponding infinitesimal generators and then to check some…
Under natural assumptions, a Feller type diffusion approximation is derived for critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Namely, it is proved that a sequence of…
In this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumptions on the spatial motion, the branching and immigration…
A special type of immigration associated with measure-valued branching processes is formulated by using skew convolution semigroups. We give characterization for a general inhomogeneous skew convolution semigroup in terms of probability…
This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…
In branching diffusions with immigration (BDI), particles travel on independent diffusion paths in $\mathbb{R}^d$, branch at position-dependent rates and leave offspring -- randomly scattered around the parent's death position -- according…
We study the spectral properties of infinitely smooth multivariate kernel matrices when the nodes form a single cluster. We show that the geometry of the nodes plays an important role in the scaling of the eigenvalues of these kernel…
We present a novel kernel regression framework for smoothing scalar surface data using the Laplace-Beltrami eigenfunctions. Starting with the heat kernel constructed from the eigenfunctions, we formulate a new bivariate kernel regression…