Related papers: Moment properties for two-type continuous-state br…
We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…
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…
We explicitly calculate the moments t_n of general Heisenberg Hamiltonians up to sixth order. They have the form of finite sums of products of two factors, the first factor being represented by a multigraph and the second factor being a…
Probability models on graphs are becoming increasingly important in many applications, but statistical tools for fitting such models are not yet well developed. Here we propose a general method of moments approach that can be used to fit a…
Fractional statistical moments are utilized for various tasks of uncertainty quantification, including the estimation of probability distributions. However, an estimation of fractional statistical moments of costly mathematical models by…
We consider a population of particles with unit life length. Dying each particle produces offspring whose size depends on the random environment specifying the reproduction law of all particles of the given generation and on the number of…
In this paper, as a main result, we derive a Chung-Fuchs type condition for the recurrence of Feller processes associated with pseudo-differential operators. In the L\'evy process case, this condition reduces to the classical and well-known…
Using the Lyapunov criteria arguments, we find sufficient conditions on explosion/nonexplosion for continuous-state branching processes with competition in L\'evy random environment. In particular, we identify the necessary and sufficient…
The Everett interpretation of quantum mechanics divides naturally into two parts: first, the interpretation of the structure of the quantum state, in terms of branching, and second, the interpretation of this branching structure in terms of…
We analyze several aspects of a class of simple counting processes, that can emerge in some fields of applications where the presence of a change-point occurs. Under simple conditions we, in particular, prove a significant inequality for…
In this paper we consider two branching processes living in a joint random environment. Assuming that both processes are critical we address the following question: What is the probability that both populations survive up to a large time…
Let X be a critical branching L{\'e}vy process whose offspring distribution is in the domain of attraction of a stable random variable. We study the tail probability of the maximum location ever reached by a particle in two different…
We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…
We give an asymptotic formula for the $2k$th moment of a sum of multiplicative Steinhaus variables. This was recently computed independently by Harper, Nikeghbali and Radziwi\l\l. We also compute the $2k$th moment of a truncated…
Using the annealed approach we investigate the asymptotic behavior of the survival probability of a critical multitype branching process evolving in i.i.d. random environment. We show under rather general assumptions on the form of the…
We derive sufficient conditions for subgeometric f-ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to a petite set. We then formulate a criterion for polynomial…
We introduce a class of Markov processes, called $m$-polynomial, for which the calculation of (mixed) moments up to order $m$ only requires the computation of matrix exponentials. This class contains affine processes, processes with…
We consider a branching random walk in time-inhomogeneous random environment, in which all particles at generation $k$ branch into the same random number of particles $\mathcal{L}_{k+1}\ge 2$, where the $\mathcal{L}_k$, $k\in\mathbb{N}$,…
We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours…
Second order recurrence of a $d$-dimensional diffusion with an additive Wiener process, with switching, and with one recurrent and one transient regime and constant switching intensities is established under suitable conditions. The…