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We study Markov-modulated affine processes (abbreviated MMAPs), a class of Markov processes that are created from affine processes by allowing some of their coefficients to be a function of an exogenous Markov process. MMAPs allow for…

Probability · Mathematics 2022-09-13 Kevin Kurt , Rüdiger Frey

We find limit shapes for a family of multiplicative measures on the set of partitions, induced by exponential generating functions with expansive parameters, $a_k\sim Ck^{p-1}, k\to\infty, p>0$,where $C$ is a positive constant. The measures…

Probability · Mathematics 2007-06-19 Michael Erlihson , Boris Granovsky

Given any regularly varying dislocation measure, we identify a natural self-similar fragmentation tree as scaling limit of discrete fragmentation trees with unit edge lengths. As an application, we obtain continuum random tree limits of…

Probability · Mathematics 2009-09-29 Bénédicte Haas , Grégory Miermont , Jim Pitman , Matthias Winkel

Multitype branching processes (MTBP) model branching structures, where the nodes of the resulting tree are objects of different types. One field of application of such models in biology is in studies of cell proliferation. A sampling scheme…

Computation · Statistics 2012-06-19 Nina Daskalova

In 1996, Bertoin and Werner [5] demonstrated a functional limit theorem, characterising the windings of pla- nar isotropic stable processes around the origin for large times, thereby complementing known results for planar Brownian mo- tion.…

Probability · Mathematics 2018-02-01 A. E. Kyprianou , S. Vakeroudis

We prove some asymptotic results for the radius and the profile of large random bipartite planar maps. Using a bijection due to Bouttier, Di Francesco and Guitter between rooted bipartite planar maps and certain two-type trees with positive…

Probability · Mathematics 2007-05-23 Mathilde Weill

This work explores and develops elements of Stein's method of approximation, in the infinitely divisible setting, and its connections to functional analysis. It is mainly concerned with multivariate self-decomposable laws without finite…

Probability · Mathematics 2019-11-12 Benjamin Arras , Christian Houdré

Inspired by the basic stick fragmentation model proposed by Becker et al. in arXiv:1309.5603v4, we consider three new versions of such fragmentation models, namely, continuous with random number of parts, continuous with probabilistic…

Probability · Mathematics 2023-09-06 Xinyu Fang , Steven J. Miller , Maxwell Sun , Amanda Verga

This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process that takes values in a finite partially ordered set and…

Probability · Mathematics 2016-10-26 Anja Sturm , Jan M. Swart

Multi-type Markov point processes offer a flexible framework for modelling complex multi-type point patterns where it is pertinent to capture both interactions between points as well as large scale trends depending on observed covariates.…

Methodology · Statistics 2025-10-15 Ib Thorsgaard Jensen , Jean-François Coeurjolly , Rasmus Waagepetersen

We consider a growing planar network where a tip grows at constant speed, branches at constant rate and inactivates when it meets a branch already created. We only consider here orthogonal branching occurring always in the same direction.…

Probability · Mathematics 2026-04-22 Vincent Bansaye , Gael Raoul , Milica Tomasevic

Bernoulli-$p$ thinning has been well-studied for point processes. Here we consider three other cases: (1) sequences $(X_1,X_2,...)$; (2) gaps of such sequences $(X_{n+1}-X_1)_{n\in\mathbb{N}}$; (3) partition structures. For the first case…

Probability · Mathematics 2015-09-29 Shannon Starr , Brigitta Vermesi , Ang Wei

We study a self-similar fragmentation process with dislocation measure $\nu$ and self-similarity index $\alpha > 0$. Let $e^{-m_t}$ denote the size of the largest fragment at time $t \geq 0$. For dislocation measures satisfying a regularity…

Probability · Mathematics 2026-03-12 Piotr Dyszewski , Samuel G. G. Johnston , Sandra Palau , Joscha Prochno

We present a formalization of the spine change of measure approach for branching diffusions that improves on the scheme laid out for branching Brownian motion in Kyprianou (2004) ["Travelling wave solutions to the KPP equation, Ann. Inst.…

Probability · Mathematics 2007-05-23 Robert Hardy , Simon C. Harris

We consider monotonic, multiple regression for a set of contiguous regions (lattice data). The regression functions permissibly vary between regions and exhibit geographical structure. We develop new Bayesian non-parametric methodology…

Methodology · Statistics 2019-04-16 Christian Rohrbeck , Deborah Costain , Arnoldo Frigessi

The multifractal structure underlying a self-similar measure stems directly from the weighted self-similar system (or weighted iterated function system) which is used to construct the measure. This follows much in the way that the dimension…

Mathematical Physics · Physics 2013-01-28 Rolando de Santiago , Michel L. Lapidus , Scott A. Roby , John A. Rock

We consider critical multitype Bienaym\'e trees that are either irreducible or possess a critical irreducible component with attached subcritical components. These trees are studied under two distinct conditioning frameworks: first,…

Probability · Mathematics 2025-08-01 Louigi Addario-Berry , Philipp Beltran , Benedikt Stufler , Paul Thévenin

In this work we introduce the discrete-space broken line process (with discrete and continues parameter values) and derive some of its properties. We explore polygonal Markov fields techniques developed by Arak-Surgailis. The discrete…

Probability · Mathematics 2017-02-20 Leonardo T. Rolla , Vladas Sidoravicius , Donatas Surgailis , Maria E. Vares

We consider a sequence of Markov chains $(\mathcal X^n)_{n=1,2,...}$ with $\mathcal X^n = (X^n_\sigma)_{\sigma\in\mathcal T}$, indexed by the full binary tree $\mathcal T = \mathcal T_0 \cup \mathcal T_1 \cup ...$, where $\mathcal T_k$ is…

Probability · Mathematics 2014-06-17 Peter Czuppon , Peter Pfaffelhuber

We consider branching processes describing structured, interacting populations in continuous time. Dynamics of each individuals characteristics and branching properties can be influenced by the entire population. We propose a Girsanov-type…

Probability · Mathematics 2024-05-15 Charles Medous