Related papers: Revisiting John Lamperti's maximal branching proce…
We consider the precise upper large deviations estimates for the maximal displacement of a branching random walk. In addition, we obtain a description of the extremal process of the branching random walk conditioned on this large deviations…
Limit theorems are presented for the rescaled occupation time fluctuation process of a critical finite variance branching particle system in $\mathbb{R}^{d}$ with symmetric $\alpha$-stable motion starting off from either a standard Poisson…
In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…
The work continues the author's many-year research in theory of maximal branching processes, which are obtained from classical branching processes by replacing the summation of descendant numbers with taking the maximum. One can say that in…
This elementary treatment first summarizes extreme values of a Bernoulli random walk on the one-dimensional integer lattice over a finite discrete time interval. Both the symmetric (unbiased) and asymmetric (biased) cases are discussed.…
It is shown that a certain functional of a branching process has representations in terms of both a maximisation problem and a minimisation problem. A consequence of these representation is that upper and lower bounds on the functional can…
This paper deals with optimal prediction in a regime-switching model driven by a continuous-time Markov chain. We extend existing results for geometric Brownian motion by deriving optimal stopping strategies that depend on the current…
A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in…
We consider branching random walks on the Euclidean lattice in dimensions five and higher. In this non-Markovian setting, we first obtain a relationship between the equilibrium measure and Green's function, in the form of an approximate…
We investigate an application of slowly varying functions (in sense of Karamata) in the theory of Markov branching process. We treat the critical case so that the infinitesimal generating function of the process has the infinite second…
An analysis of the motion of a relativistic electron under a linear constraint in four dimensions is presented. Interesting results are given that show that the state of the electron is well defined under the formalism of time optimal…
We prove a conjecture of Lalley and Sellke [Ann. Probab. 15 (1987)] asserting that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a double exponential, or Gumbel,…
We consider a critical continuous-time branching process (a Yule process) in which the individuals independently execute symmetric $\alpha-$stable random motions on the real line starting at their birth points. Because the branching process…
We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…
We investigate the properties of chain recurrent, chain transitive, and chain mixing maps (generalizations of the well-known notions of non-wandering, topologically transitive, and topologically mixing maps). We describe the structure of…
Some examples of branched Hamiltonians are explored both classically and in the context of quantum mechanics, as recently advocated by Shapere and Wilczek. These are in fact cases of switchback potentials, albeit in momentum space, as…
We present quadratically convergent algorithms to compute the extremal value of a real parameter for which a given rational transfer function of a linear time-invariant system is passive. This problem is formulated for both continuous-time…
We consider a model of monitored quantum dynamics with quenched spatial randomness: specifically, random quantum circuits with spatially varying measurement rates. These circuits undergo a measurement-induced phase transition (MIPT) in…
The charged moments of a reduced density matrix provide a natural starting point for deriving symmetry-resolved R\'enyi and entanglement entropies, which quantify how entanglement is distributed among symmetry sectors in the presence of a…
We discuss the application of the adiabatic perturbation theory to analyze the dynamics in various systems in the limit of slow parametric changes of the Hamiltonian. We first consider a two-level system and give an elementary derivation of…