English
Related papers

Related papers: The jumping properties of Markov branching process…

200 papers

We consider a piecewise-deterministic Markov process governed by a jump intensity function, a rate function that determines the behaviour between jumps, and a stochastic kernel describing the conditional distribution of jump sizes. We study…

Probability · Mathematics 2010-09-22 K. A. Borovkov , G. Last

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

Probability · Mathematics 2013-04-04 Servet Martinez , Jaime San Martin , Denis Villemonais

The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…

Probability · Mathematics 2009-05-25 Denis Villemonais

The paper studies a class of critical Markov branching processes with infinite variance of the offspring distribution. The processes admit also an immigration component at the jump-points of a non-homogeneous Poisson process, assuming that…

Probability · Mathematics 2025-01-08 Kosto V. Mitov , Nikolay M. Yanev

We study analytically the order and gap statistics of particles at time $t$ for the one dimensional branching Brownian motion, conditioned to have a fixed number of particles at $t$. The dynamics of the process proceeds in continuous time…

Statistical Mechanics · Physics 2015-04-27 Kabir Ramola , Satya N. Majumdar , Gregory Schehr

A multitype continuous-state branching process (MCSBP) ${\rm Z}=({\rm Z}_{t})_{t\geq 0}$, is a Markov process with values in $[0,\infty)^{d}$ that satisfies the branching property. Its distribution is characterised by its branching…

Probability · Mathematics 2021-09-08 Loïc Chaumont , Marine Marolleau

Consider a Markov chain with finite state space and suppose you wish to change time replacing the integer step index $n$ with a random counting process $N(t)$. What happens to the mixing time of the Markov chain? We present a partial reply…

Probability · Mathematics 2021-11-17 Nicos Georgiou , Enrico Scalas

We consider a continuous time Markov process on $\mathbb{N}_0$ which can be interpreted as generalized alternating birth-death process in a non-autonomous random environment. Depending on the status of the environment the process either…

Probability · Mathematics 2020-05-13 Hans Daduna

In this note we consider a Markov chain formed by a finite system of interacting birth-and-death processes on a finite state space. We study an asymptotic behaviour of the Markov chain as its state space becomes large. In particular, we…

Probability · Mathematics 2016-11-14 Vadim Shcherbakov , Anatoly Yambartsev

We investigate the branching structure coded by the excursion above zero of a spectrally positive Levy process. The main idea is to identify the level of the Levy excursion as the time and count the number of jumps upcrossing the level. By…

Probability · Mathematics 2015-03-19 Hui He , Zenghu Li , Xiaowen Zhou

It is a common practice to describe branching random walks in terms of birth, death and walk of particles, which makes it easier to use them in different applications. The main results obtained for the models of symmetric continuous-time…

Probability · Mathematics 2018-12-27 Anastasiia Rytova , Elena Yarovaya

We consider a simple discrete-time Markov chain with values in $[0,\infty)^{Z^d}$. The Markov chain describes various interesting examples such as oriented percolation, directed polymers in random environment, time discretizations of binary…

Probability · Mathematics 2009-06-26 Nobuo Yoshida

We consider a branching system consisting of particles moving according to a Markov family in $\Rd$ and undergoing subcritical branching with a constant rate $V>0$. New particles immigrate to the system according to homogeneous space-time…

Probability · Mathematics 2009-11-04 Piotr Milos

We describe innovation in terms of a generalized branching process. Each new invention pairs with any existing one to produce a number of offspring, which is Poisson distributed with mean p. Existing inventions die with probability p/\tau…

Physics and Society · Physics 2015-05-18 Vishal Sood , Myléne Mathieu , Amer Shreim , Peter Grassberger , Maya Paczuski

The distribution of the "mixing time" or the "time to stationarity" in a discrete time irreducible Markov chain, starting in state i, can be defined as the number of trials to reach a state sampled from the stationary distribution of the…

Probability · Mathematics 2014-03-05 Jeffrey J. Hunter

In this paper we consider two related stochastic models. The first one is a branching system consisting of particles moving according to a Markov family in R^d and undergoing subcritical branching with a constant rate of V>0. New particles…

Probability · Mathematics 2012-11-27 Piotr Milos

We are concerned with the absolute continuity of stationary distributions corresponding to some piecewise deterministic Markov process, being typically encountered in biological models. The process under investigation involves a…

Probability · Mathematics 2024-03-26 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

Motivated by the study of a parasite infection in a cell line, we introduce a general class of Markov processes for the modelling of population dynamics. The population process evolves as a diffusion with positive jumps whose rate is a…

Probability · Mathematics 2021-06-01 Aline Marguet , Charline Smadi

We consider a branching Markov process in continuous time in which the particles evolve independently as spectrally negative L\'evy processes. When the branching mechanism is critical or subcritical, the process will eventually die and we…

Probability · Mathematics 2022-11-23 Christophe Profeta

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