Related papers: Sample paths of continuous-state branching process…
Life is on the razor's edge as resulting from competitive birth and death random forces. We illustrate this aphorism in the context of three Markov chain population models where systematic random immigration events promoting growth are…
In the paper, a class of second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps with non-Lipschitz conditions is considered. The existence and uniqueness of the mild solution is established by means of the…
The aim of this paper is the analysis of the fractional Poisson process where the state probabilities $p_k^{\nu_k}(t)$, $t\ge 0$, are governed by time-fractional equations of order $0<\nu_k\leq 1$ depending on the number $k$ of events…
We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…
We present the particle method for simulating the solution to the path-dependent McKean-Vlasov equation, in which both the drift and the diffusion coefficients depend on the whole trajectory of the process up to the current time t, as well…
We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…
A branching random walk in presence of an absorbing wall moving at a constant velocity v undergoes a phase transition as v varies. The problem can be analyzed using the properties of the Fisher-Kolmogorov-Petrovsky-Piscounov (F-KPP)…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…
We introduce a continuous-time Markov chain describing dynamic allelic partitions which extends the branching process construction of the Pitman sampling formula in Pitman (2006) and the birth-and-death process with immigration studied in…
The Markov evolution of states of a continuum migration model is studied. The model describes an infinite system of entities placed in $\mathds{R}^d$ in which the constituents appear (immigrate) with rate $b(x)$ and disappear, also due to…
We consider a multitype branching process with immigration in a random environment introduced by Key in [Ann. Probab. 15 (1987) 344--353]. It was shown by Key that, under the assumptions made in [Ann. Probab. 15 (1987) 344--353], the…
We prove a scaling limit theorem for two-type Galton-Waston branching processes with interaction. The limit theorem gives rise to a class of mixed state branching processes with interaction using to simulate the evolution for cell division…
We consider branching particle processes on discrete structures like the hypercube in a random fitness landscape (i.e., random branching/killing rates). The main question is about the location where the main part of the population sits at a…
Transition Path Theory (TPT) provides a rigorous statistical characterization of the ensemble of trajectories connecting directly, i.e., without detours, two disconnected (sets of) states in a Markov chain, a stochastic process that…
The evolution of aligned DNA sequence sites is generally modeled by a Markov process operating along the edges of a phylogenetic tree. It is well known that the probability distribution on the site patterns at the tips of the tree…
A striking feature of the marine ecosystem is the regularity in its size spectrum: the abundance of organisms as a function of their weight approximately follows a power law over almost ten orders of magnitude. We interpret this as evidence…
We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…
We formulate and analyze the steady-state behavior of totally asymmetric simple exclusion processes (TASEPs) that contain periodically varying movement rates. In our models, particles at a majority sites hop to the right with rate $p_1$…
A critical branching process with immigration which evolve in a random environment is considered. Assuming that immigration is not allowed when there are no individuals in the aboriginal population we investigate the tail distribution of…