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A Galton-Watson branching process with immigration evolving in a random environment is considered. Its associated random walk is assumed to be oscillating. We prove a functional limit theorem in which the process under consideration is…

Probability · Mathematics 2020-03-17 V. I. Afanasyev

We are concerned with a nonlinear nonautonomous model represented by an equation describing the dynamics of an age-structured population diffusing in a space habitat $O,$ governed by local Lipschitz vital factors and by a stochastic…

Analysis of PDEs · Mathematics 2020-04-22 Gabriela Marinoschi

Birkner et al. obtained necessary and sufficient conditions for the frequency between two independent and identically distributed continuous-state branching processes time-changed by a functional of the total mass process to be a Markov…

Probability · Mathematics 2023-03-10 Adrián González Casanova , Imanol Nuñez , J. -L. Pérez

We consider the problem of inferring an ancestral state from observations at the leaves of a tree, assuming the state evolves along the tree according to a two-state symmetric Markov process. We establish a general branching rate condition…

Probability · Mathematics 2021-01-01 Sebastien Roch , Kun-Chieh Wang

Using Huisken results about the mean curvature flow on a strictly convex hypersurface, and Kendall-Cranston coupling, we will build a stochastic process without birth, and show that there exists a unique law of such process. This process…

Probability · Mathematics 2009-09-21 Koléhé Abdoulaye Coulibaly-Pasquier

Under mild non-degeneracy assumptions on branching rates in each generation, we provide a criterion for almost-sure extinction of a multi-type branching process with time-dependent branching rates. We also provide a criterion for the total…

Probability · Mathematics 2018-11-22 Dmitry Dolgopyat , Pratima Hebbar , Leonid Koralov , Mark Perlman

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…

Probability · Mathematics 2025-09-16 George P. Yanev

We analyze a multi-type age dependent model for cell populations subject to unidirectional motion, in both a stochastic and deterministic framework. Cells are distributed into successive layers; they may divide and move irreversibly from…

Populations and Evolution · Quantitative Biology 2017-12-15 Frédérique Clément , Frédérique Robin , Romain Yvinec

We prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential…

Probability · Mathematics 2013-10-08 Georgiy Shevchenko

Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…

Probability · Mathematics 2022-01-07 Azam Imomov

We connect self-interacting processes, that is, stochastic processes where transitions depend on the time spent by a trajectory in each configuration, to Doob conditioning. In this way we demonstrate that Markov processes with constrained…

Statistical Mechanics · Physics 2025-11-19 Francesco Coghi , Juan P. Garrahan

We consider a critical branching process in an i.i.d. random environment, in which one immigrant arrives at each generation. We are interested in the event $\mathcal{A}_i(n)$ that all individuals alive at time $n$ are offspring of the…

Probability · Mathematics 2019-11-04 Charline Smadi , Vladimir A. Vatutin

Under a fourth order moment condition on the branching and a second order moment condition on the immigration mechanisms, we show that an appropriately scaled projection of a supercritical and irreducible continuous state and continuous…

Probability · Mathematics 2021-11-29 Matyas Barczy , Sandra Palau , Gyula Pap

We discover death-immigration non-equilibrium stochastic dynamics in the continuum also known as the Surgailis process. Explicit expression for the correlation functions is presented. Dynamics of states and their generating functionals are…

Mathematical Physics · Physics 2015-01-27 Dmitri Finkelshtein

We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…

Data Analysis, Statistics and Probability · Physics 2016-03-23 Pedro Lencastre , Frank Raischel , Tim Rogers , Pedro G. Lind

In this work we address the analysis of discrete-time models of structured metapopulations subject to environmental stochasticity. Previous works on these models made use of the fact that migrations between the patches can be considered…

Populations and Evolution · Quantitative Biology 2024-02-07 Luis Sanz , Rafael Bravo de la Parra

In the literature, the spine decomposition of branching Markov processes was constructed under the assumption that each individual has at least one child. In this paper, we give a detailed construction of the spine decomposition of general…

Probability · Mathematics 2020-11-04 Yan-Xia Ren , Renming Song

We establish the exponential ergodic property in a weighted total variation distance of continuous-state branching processes with immigration in random environments with competition and catastrophes, under a Lyapunov-type condition and…

Probability · Mathematics 2024-02-05 Shukai Chen , Rongjuan Fang , Lina Ji , Jian Wang

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…

Probability · Mathematics 2022-07-04 Tomasz Bielecki , Jacek Jakubowski , Maciej Wiśniewolski

We investigate the stochastic dynamics of entities which are confined to a set of islands, between which they migrate. They are assumed to be one of two types, and in addition to migration, they also reproduce and die. Systems which fall…

Statistical Mechanics · Physics 2014-04-02 George W. A. Constable , Alan J. McKane