Related papers: On multitype Branching Processes with Interaction
Understanding how stochastic and non-linear deterministic processes interact is a major challenge in population dynamics theory. After a short review, we introduce a stochastic individual-centered particle model to describe the evolution in…
We consider a branching random walk on the lattice, where the branching rates are given by an i.i.d. Pareto random potential. We describe the process, including a detailed shape theorem, in terms of a system of growing lilypads. As an…
Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the…
This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…
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…
We consider a mean-field system of path-dependent stochastic interacting diffusions in random media over a finite time window. The interaction term is given as a function of the empirical measure and is allowed to be non-linear and path…
In this paper, we introduce a one-dimensional model of particles performing independent random walks, where only pairs of particles can produce offspring ("cooperative branching"), and particles that land on an occupied site merge with the…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
The cooperative dynamics of a 1-D collection of Markov jump, interacting stochastic processes is studied via a mean-field approach. In the time-asymptotic regime, the resulting nonlinear master equation is analytically solved. The…
In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…
We are interested in the dynamic of a structured branching population where the trait of each individual moves according to a Markov process. The rate of division of each individual is a function of its trait and when a branching event…
We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…
In this paper, we introduce a family of processes with values on the nonnegative integers that describes the dynamics of populations where individuals are allowed to have different types of interactions. The types of interactions that we…
We present a new class of multifractal process on R, constructed using an embedded branching process. The construction makes use of known results on multitype branching random walks, and along the way constructs cascade measures on the…
We study discrete-time stochastic processes $(X_t)$ on $[0,\infty)$ with asymptotically zero mean drifts. Specifically, we consider the critical (Lamperti-type) situation in which the mean drift at $x$ is about $c/x$. Our focus is the…
Recently in Barczy, Li and Pap (2015), the notion of a multi-type continuous-state branching process (with immigration) having d-types was introduced as a solution to an d-dimensional vector- valued SDE. Preceding that, work on affine…
We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…
We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…
By decomposing the random walk path, we construct a multitype branching process with immigration in random environment for corresponding random walk with bounded jumps in random environment. Then we give two applications of the branching…
We propose a class of non-Markov population models with continuous or discrete state space via a limiting procedure involving sequences of rescaled and randomly time-changed Galton--Watson processes. The class includes as specific cases the…