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The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt…

Probability · Mathematics 2015-12-03 Weronika Biedrzycka , Marta Tyran-Kaminska

A continuous time mixed state branching process is constructed as the scaling limits of two-type Galton-Watson processes. The process can also be obtained by the pathwise unique solution to a stochastic equation system. From the stochastic…

Probability · Mathematics 2021-04-28 Shukai Chen , Zenghu Li

We consider the setting of either a general non-local branching particle process or a general non-local superprocess, in both cases, with and without immigration. Under the assumption that the mean semigroup has a Perron-Frobenious type…

Probability · Mathematics 2024-07-09 Emma Horton , Andreas E. Kyprianou , Pedro Martín-Chávez , Ellen Powell , Victor Rivero

In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal…

Probability · Mathematics 2020-09-01 Julien Berestycki , Éric Brunet , Aser Cortines , Bastien Mallein

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

Let $X:=(X_t)_{t\geq 0}$ be an ergodic Markov process on $\real^d$, and $p>0$. We derive upper bounds of the $p$-Wasserstein distance between the invariant measure and the empirical measures of the Markov process $X$. For this we assume,…

Probability · Mathematics 2025-12-30 René L. Schilling , Jian Wang , Bingyao Wu , Jie-Xiang Zhu

A family of continuous-state branching processes with immigration are constructed as the solution flow of a stochastic equation system driven by time-space noises. The family can be regarded as an inhomogeneous increasing path-valued…

Probability · Mathematics 2014-01-14 Zenghu Li

In this paper, we investigate the asymptotic behavior of supercritical branching Markov processes $\{\mathbb{X}_t, t \ge0\}$ whose spatial motions are L\'evy processes with regularly varying tails. Recently, Ren et al. [Appl. Probab. 61…

Probability · Mathematics 2025-10-01 Runjia Luo , Yan-Xia Ren , Renming Song , Rui Zhang

This paper deals into the long-term behavior of subordinated critical branching processes with migration. We focus on scenarios where emigration is the dominant factor and introduce additional randomness in timing through a subordination…

Probability · Mathematics 2025-09-16 George P. Yanev

In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic,…

Probability · Mathematics 2023-07-18 Chunrong Feng , Baoyou Qu , Huaizhong Zhao

A system of mutually interacting superprocesses with migration is constructed as the limit of a sequence of branching particle systems arising from population models. The uniqueness in law of the superprocesses is established using the…

Probability · Mathematics 2021-02-05 Lina Ji , Huili Liu , Jie Xiong

Under natural conditions, we proved the exponential ergodicity in Wasserstein distance of two-type continuous-state branching processes in L\'evy random environments with immigration. Furthermore, we expressed accurately the parameters of…

Probability · Mathematics 2022-02-14 Shukai Chen , Rongjuan Fang , Xiangqi Zheng

In this paper, we investigate the asymptotic behaviors of the critical branching process with immigration $\{Z_n, n\ge 0\}$. First we get some estimation for the probability generating function of $Z_n$. Based on it, we get a large…

Probability · Mathematics 2017-12-27 Doudou Li , Mei Zhang

Motivated by applications to COVID dynamics, we describe a branching process in random environments model $\{Z_n\}$ whose characteristics change when crossing upper and lower thresholds. This introduces a cyclical path behavior involving…

Probability · Mathematics 2026-01-14 Giacomo Francisci , Anand N. Vidyashankar

We consider the genealogical tree of a stationary continuous state branching process with immigration. For a sub-critical stable branching mechanism, we consider the genealogical tree of the extant population at some fixed time and prove…

Probability · Mathematics 2020-05-21 Romain Abraham , Jean-François Delmas , Hui He

We prove stable convergence of conditional least squares estimators of drift parameters for supercritical continuous state and continuous time branching processes with immigration based on discrete time observations.

Probability · Mathematics 2025-09-16 Matyas Barczy

Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of generation sizes, we are able to include immigration in the Lamperti representation of continuous-state branching processes. We provide a…

Probability · Mathematics 2013-05-28 M. Emilia Caballero , José Luis Pérez Garmendia , Gerónimo Uribe Bravo

We construct a measure-valued branching Markov process associated with a nonlinear boundary value problem, where the boundary condition has a nonlinear pseudo monotone branching mechanism term $-\beta$, which includes as a limit case…

Probability · Mathematics 2018-03-16 Viorel Barbu , Lucian Beznea

In this work we investigate limit theorems for the time-averaged process $\left(\frac{1}{t}\int_0^t X_s^x ds\right)_{t\geq 0}$ where $X^x$ is a subcritical continuous-state branching processes with immigration (CBI processes) starting in $x…

Probability · Mathematics 2022-10-19 Mariem Abdellatif , Martin Friesen , Peter Kuchling , Barbara Rüdiger

A $\lambda$-invariant measure of a sub-Markov chain is a left eigenvector of its transition matrix of eigenvalue $\lambda$. In this article, we give an explicit integral representation of the $\lambda$-invariant measures of subcritical…

Probability · Mathematics 2018-06-20 Pascal Maillard