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This paper uses two new ingredients, namely stochastic differential equations satisfied by continuous-state branching processes (CSBPs), and a topology under which the Lamperti transformation is continuous, in order to provide…

Probability · Mathematics 2011-03-04 Maria-Emilia Caballero , Amaury Lambert , Geronimo Uribe Bravo

We study behavior of a measure on $[0,\infty)$ by considering its Laplace transform. If it is possible to extend the Laplace transform to a complex half-plane containing the imaginary axis, then the exponential decay of the tail of the…

Classical Analysis and ODEs · Mathematics 2016-03-17 Ante Mimica

Branching processes are classical growth models in cell kinetics. In their construction, it is usually assumed that cell lifetimes are independent random variables, which has been proved false in experiments. Models of dependent lifetimes…

Populations and Evolution · Quantitative Biology 2013-07-02 Sana Louhichi , Bernard Ycart

We give an account of matter and (basically) a solution of a new class of problems synthesizing percolation theory and branching diffusion processes. They led us to realizing a novel type of stochastic processes, namely branching processes…

Condensed Matter · Physics 2011-12-08 A. Mezhlumian , S. A. Molchanov

Recently it has been shown that when an equation that allows so-called pulled fronts in the mean-field limit is modelled with a stochastic model with a finite number $N$ of particles per correlation volume, the convergence to the speed…

Statistical Mechanics · Physics 2009-11-07 Debabrata Panja

In this paper, we establish the necessary and sufficient criterion for the contact process on Galton-Watson trees (resp. random graphs) to exhibit the phase of extinction (resp. short survival). We prove that the survival threshold…

Probability · Mathematics 2020-01-22 Shankar Bhamidi , Danny Nam , Oanh Nguyen , Allan Sly

This is an epistemological approach to errors in both inference and risk management, leading to necessary structural properties for the probability distribution. Many mechanisms have been used to show the emergence of fat tails. Here we…

Methodology · Statistics 2019-12-16 Nassim Nicholas Taleb , Pasquale Cirillo

The question of whether a population will persist or go extinct is of key interest throughout ecology and biology. Various mathematical techniques allow us to generate knowledge regarding individual behaviour, which can be analysed to…

Populations and Evolution · Quantitative Biology 2021-04-28 Stuart T. Johnston , Matthew J. Simpson , Edmund J. Crampin

We construct an example of a continuous centered random process with light tails of finite-dimensional distribution but with (relatively) heavy tail of maximum distribution. The apparatus for tails comparison are embedding results for…

Probability · Mathematics 2015-08-25 Eugene Ostrovsky , Leonid Sirota

This paper tackles the issue of establishing a lower-bound on the asymptotic ratio of survival probabilities between two different initial conditions, asymptotically in time for a given Markov process with extinction. Such a comparison is a…

Probability · Mathematics 2023-05-12 Aurélien Velleret

We extend the derivation of the time-dependent Hartree-Fock equation recently obtained in [2] to fermions with a relativistic dispersion law. The main new ingredient is the propagation of semiclassical commutator bounds along the…

Mathematical Physics · Physics 2015-06-18 Niels Benedikter , Marcello Porta , Benjamin Schlein

Consider a critical branching L\'{e}vy process $\{X_t, t\ge 0\}$ with branching rate $\beta>0, $ offspring distribution $\{p_k:k\geq 0\}$ and spatial motion $\{\xi_t, \Pi_x\}$. For any $t\ge 0$, let $N_t$ be the collection of particles…

Probability · Mathematics 2023-10-10 Haojie Hou , Yiyang Jiang , Yan-Xia Ren , Renming Song

This paper studies systems of particles following independent random walks and subject to annihilation, binary branching, coalescence, and deaths. In the case without annihilation, such systems have been studied in our 2005 paper…

Probability · Mathematics 2012-10-09 Siva Athreya , Jan Swart

In previous work Majda and McLaughlin computed explicit expressions for the $2N$th moments of a passive scalar advected by a linear shear flow in the form of an integral over ${\bf R}^N$. In this paper we first compute the asymptotics of…

Fluid Dynamics · Physics 2007-05-23 J. C. Bronski , R. M. McLaughlin

In this paper, the extinction problem for a class of distylous plant populations is considered within the framework of certain nonhomogeneous nearest-neighbor random walks in the positive quadrant. For the latter, extinction means…

Probability · Mathematics 2019-11-07 Gerold Alsmeyer , Kilian Raschel

It has been observed in numerous experiments, simulations, and various theoretical treatments that the spreading of particles can be modeled by the continuous-time random walk. We consider two well-known cases, i.e., Gaussian displacements…

Statistical Mechanics · Physics 2026-01-21 Wanli Wang , Kaixin Zhang , Yuda Cheng

Lagrangian turbulence lies at the core of numerous applied and fundamental problems related to the physics of dispersion and mixing in engineering, bio-fluids, atmosphere, oceans, and astrophysics. Despite exceptional theoretical,…

In this second paper in the series, we investigate occurrence frequencies of apparent unipolar processes, cancellation, and emergence of patch structures in quiet regions. Apparent unipolar events are considerably more frequent than…

Solar and Stellar Astrophysics · Physics 2015-12-09 Y. Iida , H. Hagenaar , T. Yokoyama

Lamperti's maximal branching process is revisited, with emphasis on the description of the shape of the invariant measures in both the recurrent and transient regimes. A truncated version of this chain is exhibited, preserving the…

Probability · Mathematics 2019-11-19 Thierry Huillet , Servet Martinez

Depending on the type of flow, the transition to turbulence can take one of two forms: either turbulence arises from a sequence of instabilities or from the spatial proliferation of transiently chaotic domains, a process analogous to…

Fluid Dynamics · Physics 2026-04-06 Bowen Yang , Yi Zhuang , Gökhan Yalnız , Vasudevan Mukund , Elena Marensi , Björn Hof