Related papers: On functional limit theorems for branching process…
We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbeck process, providing the foundation for the fluctuation theory of slow/fast systems driven by such a noise. Our main contribution is on the…
Near critical catalyst-reactant branching processes with controlled immigration are studied. The reactant population evolves according to a branching process whose branching rate is proportional to the total mass of the catalyst. The bulk…
In this somewhat didactic note we give a detailed alternative proof of the known result due to Wei and Winnicki (1989) which states that under second order moment assumptions on the offspring and immigration distributions the sequence of…
A multi-type branching process is defined as a random tree with labeled vertices, where each vertex produces offspring independently according to the same multivariate probability distribution. We demonstrate that in realizations of the…
We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…
We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…
A fluctuation theorem relating the work to its optimal average work is presented. The function mediating the relation is increasing and convex, and depends on the switching time $\tau$, driving strength $\delta\lambda/\lambda_0$, and…
We compute exact values respectively bounds of "distances" - in the sense of (transforms of) power divergences and relative entropy - between two discrete-time Galton-Watson branching processes with immigration GWI for which the offspring…
We consider subcritical branching processes with immigration which evolve under the influence of a random environment and study the tail distribution of life periods of such processes defined as the length of the time interval between the…
Consider the random variable $\mathrm{Tr}( f_1(W)A_1\dots f_k(W)A_k)$ where $W$ is an $N\times N$ Hermitian Wigner matrix, $k\in\mathbb{N}$, and choose (possibly $N$-dependent) regular functions $f_1,\dots, f_k$ as well as bounded…
We construct a continuous state branching process with immigration (CBI) whose immigration depends on the CBI itself and we recover a continuous state branching process (CB). This provides a dual construction of the pruning at nodes of CB…
A general multi-type population model is considered, where individuals live and reproduce according to their age and type, but also under the influence of the size and composition of the entire population. We describe the dynamics of the…
We study age-structured branching models with reproduction law depending on the remaining lifetime of the parent. The lifespan of an individual is decided at its birth and its remaining lifetime decreases at the unit speed. The models…
We investigate the fluctuations of cumulative density of particles in the asymmetric simple exclusion process with respect to the stationary distribution (also known as the steady state), as a stochastic process indexed by $[0,1]$. In three…
In this paper the asymptotic behaviour of a critical 2-type Galton-Watson process with immigration is described when its offspring mean matrix is reducible, in other words, when the process is decomposable. It is proved that, under second…
In this paper, we consider time-inhomogeneous branching processes and time-inhomogeneous birth-and-death processes, in which the offspring distribution and birth and death rates (respectively) vary in time. A classical result of branching…
In this paper, we consider certain linear-fractional branching processes with immigration in varying environments. For $n\ge0,$ let $Z_n$ counts the number of individuals of the $n$-th generation, which excludes the immigrant which enters…
For the Moran model with strong or moderately strong selection we prove that the fluctuations around the deterministic limit of the line counting process of the ancestral selection graph converge to an Ornstein-Uhlenbeck process. To this…
We give sufficient conditions on the offspring, the initial and the immigration distributions under which a second-order Galton-Watson process with immigration is regularly varying.
In this paper we consider two related stochastic models. The first one is a branching system consisting of particles moving according to a Markov family in R^d and undergoing subcritical branching with a constant rate of V>0. New particles…