Related papers: Limit theorems for continuous-state branching proc…
We develop a new methodology for the fluctuation theory of continuous-time skip-free Markov chains, extending the recent work of Choi and Patie [5] for discrete-time skip-free Markov chains. As the main application we use it to derive a…
In this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumptions on the spatial motion, the branching and immigration…
Continuous state branching processes with immigration are studied. We are particularly concerned with the associated (non-symmetric) Dirichlet form. After observing that gamma distributions are only reversible distributions for this class…
We study the phenomenon of coming down from infinity - that is, when the process starts from infinity and never returns to it - for continuous-state branching processes with generalized drift. We provide sufficient conditions on the drift…
We consider a spatial branching process with emigration in which children either remain at the same site as their parents or migrate to new locations and then found their own colonies. We are interested in asymptotics of the partition of…
A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The extinction and explosion probabilities and the mean extinction and…
We consider a critical branching process $Y_{n}$ in an i.i.d. random environment, in which one immigrant arrives at each generation. Let $% \mathcal{A}_{i}(n)$ be the event that all individuals alive at time $n$ are offspring of the…
We consider a particle system in continuous time, discrete population, with spatial motion and nonlocal branching. The offspring's weights and their number may depend on the mother's weight. Our setting captures, for instance, the processes…
This paper deals into the long-term behavior of subordinated critical branching processes with migration. We focus on scenarios where emigration is the dominant factor and introduce additional randomness in timing through a subordination…
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…
We consider one-dimensional branching Brownian motion in which particles are absorbed at the origin. We assume that when a particle branches, the offspring distribution is supercritical, but the particles are given a critical drift towards…
There is a wide literature on change point tests, but the case of variables with infinite variances is essentially unexplored. In this paper we address this problem by studying the asymptotic behavior of trimmed CUSUM statistics. We show…
We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…
We study a repulsion-diffusion equation with immigration, whose asymptotic behaviour is related to stability of long-term dynamics in spatial population models and other branching particle systems. We prove well-posedness and find sharp…
We consider a supercritical Galton-Watson branching process with immigration. It is well known that under suitable conditions on the offspring and immigration distributions, there is a finite, strictly positive limit ${\mathcal{W}}$ for the…
We develop a modelling framework for multiple yield curves driven by continuous-state branching processes with immigration (CBI processes). Exploiting the self-exciting behavior of CBI jump processes, this approach can reproduce the…
We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the…
The nonlinear branching process with immigration is constructed as the pathwise unique solution of a stochastic integral equation driven by Poisson ran- dom measures. Some criteria for the regularity, recurrence, ergodicity and strong…
We develop a formal theory of throughput in finite serial pipeline systems subject to stage multiplicative capacity perturbations, motivated by the deployment of AI tools in cybersecurity operations. A pipeline is a finite totally ordered…
Consider a branching process $\{Z_n\}_{n\ge 0}$ with immigration in varying environment. For $a\in\{0,1,2,...\},$ let $C=\{n\ge0:Z_n=a\}$ be the collection of times at which the population size of the process attains level $a.$ We give a…