Related papers: Moment properties for two-type continuous-state br…
This paper explores some applications of a two-moment inequality for the integral of the $r$-th power of a function, where $0 < r< 1$. The first contribution is an upper bound on the R\'{e}nyi entropy of a random vector in terms of the two…
We construct a modified continuous-state branching process whose Malthusian parameter is replaced by another when passing below a certain level. The construction is obtained via a Lamperti-like transform applied to a refracted L\'evy…
Our first result concerns a characterisation by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalised version of Mecke's formula. En passant, it also allows to…
The asymptotic behavior, as $n\rightarrow \infty $ of the probability of the event that a decomposable critical branching process $\mathbf{Z}(m)=(Z_{1}(m),...,Z_{N}(m)),$ $m=0,1,2,...,$ with $N$ types of particles dies at moment $n$ is…
We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive extension for linear functionals accompanied by additional conditions that ensure the regularity of the…
We calculate moments and moment generating functions of two distributions: the so called $q-$Normal and the so called conditional $q-$Normal distributions. These distributions generalize both Normal ($q=1),$ Wigner ($% q=0,$ $q-$Normal) and…
The asymptotic behavior, as $n\rightarrow \infty $ of the conditional distribution of the number of particles in a decomposable critical branching process $\mathbf{Z}% (m)=(Z_{1}(m),...,Z_{N}(m)),$ with $N$ types of particles at moment…
We derive a set of genuine multi-mode entanglement criteria for second moments of the quadrature operators. The criteria have a common form of the uncertainty relation between sums of variances of position and momentum quadrature…
We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…
Branching random walks are key to the description of several physical and biological systems, such as neutron multiplication, genetics and population dynamics. For a broad class of such processes, in this Letter we derive the discrete…
A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…
We consider multitype branching processes arising in the study of random laminations of the disk. We classify these processes according to their subcritical or supercritical behavior and provide Kolmogorov-type estimates in the critical…
We consider branching process evolving in i.i.d. random environment. It is assumed that the process is intermediately subcritical. We investigate the initial stage of the evolution of the process given its survival for a long time.
We register a random sequence which has the following properties: it has three segments being the homogeneous Markov processes. Each segment has his own one step transition probability law and the length of the segment is unknown and…
Let $\lambda(n)$ be the Liouville function. We study the distribution of \[ \frac{1}{x^{1/2}}\sum_{x\leq n\leq 2x}\lambda(f(n)) \] over random polynomials $f$ of fixed degree $d$ and coefficients bounded in magnitude by $H$. In particular…
We establish a sufficient condition for the tightness of a sequence of stochastic processes. Our condition makes it possible to study processes with accumulations of fixed times of discontinuity. Our motivation comes from the study of…
Branching processes are widely used to model phenomena from networks to neuronal avalanching. In a large class of continuous-time branching processes, we study the temporal scaling of the moments of the instant population size, the survival…
It is a common method for proving weak convergence of a sequence of time-homogeneous Markov processes towards a time-homogeneous Markov process first to show convergence of the corresponding infinitesimal generators and then to check some…
A dynamical model based on a continuous addition of colored shot noises is presented. The resulting process is colored and non-Gaussian. A general expression for the characteristic function of the process is obtained, which, after a scaling…
The normalized factorial moments $F_q$ are continued to noninteger values of the order $q$, satisfying the condition that the statistical fluctuations remain filtered out. That is, for Poisson distribution $F_q = 1$ for all $q$. The…