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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…

Probability · Mathematics 2024-01-09 Peter Kevei

This is a survey on recent progresses in the study of branching processes with immigration, generalized Ornstein-Uhlenbeck processes and affine Markov processes. We mainly focus on the applications of skew convolution semigroups and the…

Probability · Mathematics 2007-05-23 Zenghu Li

We analyze export data aggregated at world global level of 219 classes of products over a period of 39 years. Our main goal is to set up a dynamical model to identify and quantify plausible mechanisms by which the evolutions of the various…

Economics · Quantitative Finance 2016-09-20 Michele Caraglio , Fulvio Baldovin , Attilio L. Stella

The phenomenon of brain drain, that is the emigration of highly skilled people, has many undesirable effects, particularly for developing countries. In this study, an agent-based model is developed to understand the dynamics of such…

Physics and Society · Physics 2021-03-30 Furkan Gürsoy , Bertan Badur

Stochastic models that incorporate birth, death and immigration (also called birth-death and innovation models) are ubiquitous and applicable to many research topics such as quantifying species sizes in ecological populations, describing…

Populations and Evolution · Quantitative Biology 2026-05-12 Renaud Dessalles , Maria D'Orsogna , Tom Chou

The impacts of mass migration, such as crisis induced by climate change, extend beyond environmental concerns and can greatly affect social infrastructure and public services, such as education, healthcare, and security. These crises…

Computers and Society · Computer Science 2023-11-28 Kenneth Lai , Svetlana Yanushkevich

We consider a multitype branching process with immigration in a random environment introduced by Key in [Ann. Probab. 15 (1987) 344--353]. It was shown by Key that, under the assumptions made in [Ann. Probab. 15 (1987) 344--353], the…

Probability · Mathematics 2009-09-29 Alexander Roitershtein

In this paper, we consider certain linear-fractional branching processes with immigration in varying environments. For $n\ge0,$ let $Z_n$ counts the number of individuals of the $n$-th generation, which excludes the immigrant which enters…

Probability · Mathematics 2024-11-27 Baozhi Li , Hongyan Sun , Hua-Ming Wang

A multi-type continuous state and continuous time branching process with immigration satisfying some moment conditions is identified as a pathwise unique strong solution of certain stochastic differential equation with jumps.

Probability · Mathematics 2016-07-25 Matyas Barczy , Zenghu Li , Gyula Pap

How high should be the rate of immigration into a stochastic population in order to significantly reduce the probability of observing the population extinct? Is there any relation between the population size distributions with and without…

Populations and Evolution · Quantitative Biology 2015-06-16 Baruch Meerson , Otso Ovaskainen

We observe the continuous-time Markov Branching Process without high-order moments and allowing Immigration. Limit properties of transition functions and their convergence to invariant measures are investigated. Main mathematical tool is…

Probability · Mathematics 2020-06-18 Azam A. Imomov , Abror Kh. Meyliev

We study supercritical branching processes under the influence of an i.i.d. emigration component. We provide conditions, under which the lifetime of the process is finite respectively has a finite expectation. A new version of the…

Probability · Mathematics 2020-08-13 Georg Braun

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

We consider a continuous-time symmetric branching random walk on multidimensional lattices with immigration and infinite number of initial particles. We assume that at every lattice point a process of birth and death of particles is…

Probability · Mathematics 2020-02-11 Yu. Makarova , D. Han , S. Molchanov , E. Yarovaya

We prove existence and uniqueness of solutions, continuous dependence from the initial datum and stability with respect to the boundary condition in a class of initial--boundary value problems for systems of balance laws. The particular…

Analysis of PDEs · Mathematics 2014-03-27 Mauro Garavello , Rinaldo M. Colombo

Most studies on the labor market effects of immigration use repeated cross-sectional data to estimate the effects of immigration on regions. This paper shows that such regional effects are composites of effects that address fundamental…

General Economics · Economics 2025-10-29 Christian Dustmann , Sebastian Otten , Uta Schönberg , Jan Stuhler

Following the pivotal work of Sevastyanov, who considered branching processes with homogeneous Poisson immigration, much has been done to understand the behaviour of such processes under different types of branching and immigration…

Probability · Mathematics 2025-10-14 Martin Minchev , Maroussia Slavtchova-Bojkova

Functional limit theorems are established for continuous-state branching processes with immigration (CBIs), where the reproduction laws have finite first moments and the immigration laws exhibit large tails. Different regimes of immigration…

Probability · Mathematics 2024-10-01 Clément Foucart , Linglong Yuan

In this article we provide a sufficient condition for a continuous-state branching process with immigration (CBI process) to not hit its boundary, i.e. for non-extinction. Our result applies to arbitrary dimension $d \geq 1$ and is…

Probability · Mathematics 2022-03-17 Martin Friesen , Peng Jin , Barbara Rüdiger

For a positive continuous function f satisfying some standard conditions, we study the f-moments of continuous-state branching processes with or without immigration. The main results give criteria for the existence of the f-moments. The…

Probability · Mathematics 2017-03-01 Lina Ji , Zenghu Li