Related papers: Boundary behavior of multi-type continuous-state b…
We consider three-dimensional statistical systems at phase coexistence in the half-volume with boundary conditions leading to the presence of an interface. Working slightly below the critical temperature, where universal properties emerge,…
A second-order Galton-Watson process with immigration can be represented as a coordinate process of a 2-type Galton-Watson process with immigration. Sufficient conditions are derived on the offspring and immigration distributions of a…
Consider a heavy-tailed branching process (denoted by $Z_{n}$) in random environments, under the condition which infers that $\mathbb{E}\log m(\xi_{0})=\infty$. We show that (1) there exists no proper $c_{n}$ such that $\{Z_{n}/c_{n}\}$ has…
The Transience objective is not to visit any state infinitely often. While this is not possible in finite Markov Decision Process (MDP), it can be satisfied in countably infinite ones, e.g., if the transition graph is acyclic. We prove the…
Supercritical branching processes in constant environment conditioned on eventual extinction are known to be subcritical branching processes. The case of random environment is more subtle. A supercritical branching diffusion in random…
We consider immigration processes with binomial catastrophes and random survival parameters. Two sources of randomness are analyzed. In the first model, the survival parameter is independently resampled at each catastrophe. In the second…
A basic class of two-type continuous-state branching processes in varying environments are constructed by solving the backward equation determining the cumulant semigroup. The parameters of the process are allowed to be c\`adl\`ag in time…
We introduce several martingale changes of measure of the law of the exit measure of super Brownian motion. These changes of measure include and generalize one arising by conditioning the exit measures to charge a point on the boun dary of…
Under natural assumptions a Feller type diffusion approximation is derived for critical multi-type branching processes with immigration when the offspring mean matrix is primitive (in other words, positively regular). Namely, it is proved…
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 study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…
We develop a new methodology for the fluctuation theory of continuous-time skip-free Markov chains, extending the recent work of Choi and Patie [5] for discrete-time skip-free Markov chains. As the main application we use it to derive a…
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 properties of a $p-$type subcritical branching process in random environment initiated at moment zero by a vector $\mathbf{z}=\left( z_{1},..,z_{p}\right) $\ of particles of different types. Assuming that the process belongs to the…
We consider one-dimensional branching Brownian motion in which particles are absorbed at the origin. We assume that when a particle branches, the offspring distribution is supercritical, but the particles are given a critical drift towards…
We present a general sufficiency condition for the presence of multipartite entanglement in thermal states stemming from the ground state entanglement. The condition is written in terms of the ground state entanglement and the partition…
We determine the tail asymptotics of the stationary distribution of a branching process with immigration in a random environment, when the immigration distribution dominates the offspring distribution. The assumptions are the same as in the…
Intermediately subcritical branching processes in random environment are at the borderline between two subcritical regimes and exhibit a particularly rich behavior. In this paper, we prove a functional limit theorem for these processes. It…
We consider processes that coincide with a given diffusion process except on the boundaries of a finite collection of domains. The behavior on each of the boundaries is asymmetric: the process is much more likely to enter the interior of…
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…