Related papers: Revisiting John Lamperti's maximal branching proce…
We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…
Magnetic and charge susceptibilities of the two-dimensional repulsive Hubbard model are investigated applying a strong coupling diagram technique in which the expansion in powers of the hopping constants is used. For small lattices and high…
In this work, we characterize cluster-invariant point processes for critical branching spatial processes on R d for all large enough d when the motion law is $\alpha$-stable or has a finite discrete range. More precisely, when the motion is…
We study branching random walks in random i.i.d. environment in $\Z^d, d \geq 1$. For this model, the population size cannot decrease, and a natural definition of recurrence is introduced. We prove a dichotomy for recurrence/transience,…
Let $Z_t^{(0,\infty)}$ be the point process formed by the positions of all particles alive at time $t$ in a branching Brownian motion with drift and killed upon reaching 0. We study the asymptotic expansions of $Z_t^{(0,\infty)}(A)$ for $A=…
The paper proposes a new aggregation method, based on the Arnoldi iteration, for computing approximate transient distributions of Markov chains. This aggregation is not partition-based, which means that an aggregate state may represent any…
In this note, we study the asymptotic behaviour near extinction of (sub-) critical continuous state branching processes. In particular, we establish an analogue of Khintchin's law of the iterated logarithm near extinction time for a…
An asymmetric exclusion model on an open chain with random rates for hopping particles, where overtaking is also possible, is studied numerically and by computer simulation. The phase structure of the model and the density profiles near the…
We consider a new model of a branching random walk on a multidimensional lattice with continuous time and one source of particle reproduction and death, as well as an infinite number of sources in which, in addition to the walk, only…
The perturbation expansion for a general class of many-fermion systems with a non-nested, non-spherical Fermi surface is renormalized to all orders. In the limit as the infrared cutoff is removed, the counterterms converge to a finite limit…
We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on countably infinite state spaces. Sharp conditions of…
A perturbative quantum theory of the two Killing vector reduction of Einstein gravity is constructed. Although the reduced theory inherits from the full one the lack of standard perturbative renormalizability, we show that strict cutoff…
In the present paper we derive, via a backward induction technique, and ad hoc maximum principle for an optimal control problem with multiple random terminal times. Therefore we apply the aforementioned result to the case of a linear…
In this paper, we reveal the branching structure for a non-homogeneous random walk with bounded jumps. The ladder time $T_1,$ the first hitting time of $[1,\infty)$ by the walk starting from $0,$ could be expressed in terms of a…
We consider a branching random walk on the lattice, where the branching rates are given by an i.i.d. Pareto random potential. We describe the process, including a detailed shape theorem, in terms of a system of growing lilypads. As an…
We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…
An analysis is presented of a Brownian particle moving on the half-line, subject to a restoring force proportional to its displacement and an absorbing boundary at the origin. When the initial displacement is large, the central moments of…
In this paper, we consider a class of generalized continuous-state branching processes obtained by Lamperti type time changes of spectrally positive L\'evy processes using different rate functions. When explosion occurs to such a process,…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
Previous work has shown the effectiveness of random walk hitting times as a measure of dissimilarity in a variety of graph-based learning problems such as collaborative filtering, query suggestion or finding paraphrases. However,…