English
Related papers

Related papers: Scaling Limits of Controlled Branching Processes

200 papers

Diffusion-limited aggregation is consistent with simple scaling. However, strong subdominant terms are present, and these can account for various earlier claims of anomalous scaling. We show this in detail for the case of multiscaling.

Statistical Mechanics · Physics 2007-05-23 Ellak Somfai , Robin C. Ball , Neill E. Bowler , Leonard M. Sander

A continuous time mixed state branching process is constructed as the scaling limits of two-type Galton-Watson processes. The process can also be obtained by the pathwise unique solution to a stochastic equation system. From the stochastic…

Probability · Mathematics 2021-04-28 Shukai Chen , Zenghu Li

We define the height process for super-critical continuous state branching processes with quadratic branching mechanism. It appears as a projective limit of Brownian motions with positive drift reflected at 0 and a>0 as a goes to infinity.…

Probability · Mathematics 2007-05-23 Jean-François Delmas

The purpose of this paper is to prove a weak convergence result for empirical processes indexed in general classes of functions and with an underlying $\alpha$-mixing sequence of random variables. In particular the uniformly boundedness…

Probability · Mathematics 2019-04-09 Maria Mohr

We present simple conditions under which the limiting genealogical process associated with a class of interacting particle systems with non-neutral selection mechanisms, as the number of particles grows, is a time-rescaled Kingman…

Computation · Statistics 2020-12-08 Suzie Brown , Paul A. Jenkins , Adam M. Johansen , Jere Koskela

We consider the setting of either a general non-local branching particle process or a general non-local superprocess, in both cases, with and without immigration. Under the assumption that the mean semigroup has a Perron-Frobenious type…

Probability · Mathematics 2024-07-09 Emma Horton , Andreas E. Kyprianou , Pedro Martín-Chávez , Ellen Powell , Victor Rivero

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

Probability · Mathematics 2011-10-20 Katarzyna Bartkiewicz , Adam Jakubowski , Thomas Mikosch , Olivier Wintenberger

A novel method for control of dynamical systems, proposed in the paper, ensures an output signal belonging to the given set at any time. The method is based on a special change of coordinates such that the initial problem with given…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Igor Furtat

Under natural assumptions a Feller type diffusion approximation is derived for critical multi-type branching processes with immigration when the offspring mean matrix is primitive (in other words, positively regular). Namely, it is proved…

Probability · Mathematics 2012-05-03 Márton Ispány , Gyula Pap

Our motivation comes from the large population approximation of individual based models in population dynamics and population genetics. We propose a general method to investigate scaling limits of finite dimensional population size Markov…

Probability · Mathematics 2018-11-07 Vincent Bansaye , Maria-Emilia Caballero , Sylvie Méléard

We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…

Optimization and Control · Mathematics 2015-03-19 Morten Vierling

We consider a branching process with Poissonian immigration where individuals have inheritable types. At rate theta, new individuals singly enter the total population and start a new population which evolves like a supercritical,…

Probability · Mathematics 2010-12-02 Mathieu Richard

We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…

Numerical Analysis · Mathematics 2023-07-06 Qinjing Qiu , Reiichiro Kawai

The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…

Optimization and Control · Mathematics 2021-03-17 Tan H. Cao , Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen

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…

Probability · Mathematics 2016-12-01 Antonio Murillo-Salas , José Luis Pérez , Arno Siri-Jégousse

In this paper we establish a weak and a strong law of large numbers for supercritical superprocesses with general non-local branching mechanisms. Our results complement earlier results obtained for superprocesses with only local branching.…

Probability · Mathematics 2019-04-10 Sandra Palau , Ting Yang

We prove the existence and pathwise uniqueness of the solution to a stochastic integral equation driven by Poisson random measures based on Kuznetsov measures for a continuous-state branching process. That gives a direct construction of the…

Probability · Mathematics 2019-01-28 Zenghu Li

Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…

Probability · Mathematics 2021-07-21 Letizia Angeli , Stefan Grosskinsky , Adam M. Johansen

This Letter proposes a controlled coupling process for information processing. The net effect of conventional coupling is isolated from the dynamical system and is analyzed in depth. The stability of the process is studied. We show that the…

Chaotic Dynamics · Physics 2007-05-23 G. W. Wei , Shan Zhao

We consider a spatial branching process with emigration in which children either remain at the same site as their parents or migrate to new locations and then found their own colonies. We are interested in asymptotics of the partition of…

Probability · Mathematics 2010-11-15 Jean Bertoin