Related papers: Construction of continuous-state branching process…
Motivated by the stochastic Lotka-Volterra model, we introduce discrete-state interacting multitype branching processes. We show that they can be obtained as the sum of a multidimensional random walk with a Lamperti-type change proportional…
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…
We revisit the convergence analysis of constant stepsize stochastic approximation (SA) with decision-dependent Markovian noise, with a focus on characterizing the stationary bias against the root of the mean-field equation. We first…
Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…
We study the dynamics of an infinite system of point particles of two types. They perform random jumps in $\mathbf{R}^d$ in the course of which particles of different types repel each other whereas those of the same type do not interact.…
We show that a substantial portion of stochastic calculus can be developed along similar lines to ordinary calculus, with derivative-based concepts driving the development. We define a notion of stopping derivative, which is a form of right…
Waves and oscillations are commonly observed in the dynamics of self-driven agents such as pedestrians or vehicles. Interestingly, many factors may perturb the stability of space homogeneous streaming, leading to the spontaneous formation…
Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton-Watson branching process with immigration is studied in the so-called iterated and simultaneous cases, respectively. In both…
We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin…
Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
We consider a discrete-time host-parasite model for a population of cells which are colonized by proliferating parasites. The cell population grows like an ordinary Galton-Watson process, but in reflection of real biological settings the…
Many theories are formulated as constrained systems. We provide a mechanism that explains the origin of physical states of a constrained system by a process of selection of noiseless subsystems when the system is coupled to an external…
The aim of this paper is to introduce a multitype branching process with random migration following the research initiated with the Galton-Watson process with migration introduced in [Yanev & Mitov (1980) C. R. Acad. Bulg. Sci.…
We investigate the appearance of trapping states in pedestrian flows through bottlenecks as a result of the interplay between the geometry of the system and the microscopic stochastic dynamics. We model the flow trough a bottleneck via a…
We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…
Critical branching processes in a varying environment behave much the same as critical Galton-Watson processes. In this note we like to confirm this finding with regard to the underlying genealogical structures. In particular, we consider…
We characterise all the quasi-stationary distributions and the Q-process associated with a continuous state branching process that explodes in finite time. We also provide a rescaling for the continuous state branching process conditioned…
Many stochastic physical systems evolve smoothly over time in the sense that the distribution of states changes regularly across time steps. The transition from current state to the next state can often be modeled as the combination of a…
Take a continuous-time Galton-Watson tree. If the system survives until a large time $T$, then choose $k$ particles uniformly from those alive. What does the ancestral tree drawn out by these $k$ particles look like? Some special cases are…