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We consider a particle system in continuous time, discrete population, with spatial motion and nonlocal branching. The offspring's weights and their number may depend on the mother's weight. Our setting captures, for instance, the processes…

Probability · Mathematics 2012-10-12 Bertrand Cloez

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

We consider a family of general branching processes with reproduction parameters depending on the age of the individual as well as the population age structure and a parameter $K$, which may represent the carrying capacity. These processes…

Probability · Mathematics 2019-02-06 Jie Yen Fan , Kais Hamza , Peter Jagers , Fima C. Klebaner

Using a population dynamics inspired by an ensemble of growing cells, a set of fluctuation theorems linking observables measured at the lineage and population levels are derived. One of these relations implies specific inequalities…

Populations and Evolution · Quantitative Biology 2021-11-08 Reinaldo García-García , Arthur Genthon , David Lacoste

This survey aims at collecting and presenting results for one-type, discrete time branching processes with random control functions. In particular, the subclass of critical migration processes with different regimes of immigration and…

Probability · Mathematics 2014-11-25 George P. Yanev

A special type of immigration associated with measure-valued branching processes is formulated by using skew convolution semigroups. We give characterization for a general inhomogeneous skew convolution semigroup in terms of probability…

Probability · Mathematics 2007-05-23 Zeng-Hu Li

We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…

Probability · Mathematics 2021-01-12 Zhen-Qing Chen , Wai-Tong Louis Fan

A second-order Galton-Watson process with immigration can be represented as a coordinate process of a 2-type Galton-Watson process with immigration. Sufficient conditions are derived on the offspring and immigration distributions of a…

Probability · Mathematics 2020-10-13 Matyas Barczy , Zsuzsanna Bősze , Gyula Pap

We consider a limit theorem for a triangular array of point processes generated by non-identically distributed random variables, and apply the result for the analysis of the limiting behavior of the Argmaximum of independent random…

Probability · Mathematics 2025-03-05 Youri Davydov , Vladimir Rotar

This work considers a type of slow-fast system, where the slow component is driven by fractional Brownian motion with H > 1/2 and the fast component is a Markovian stationary process. Our solution mapping is defined based on the…

Probability · Mathematics 2026-04-29 Xiaoyu Yang , Yong Xu

Let $(W_{t}(\lambda))_{t\ge 0}$, parametrized by $\lambda\in\mathbb{R}$, be the additive martingale related to a supercritical super-Brownian motion on the real line and let $W_{\infty}(\lambda)$ be its limit. Under a natural condition for…

Probability · Mathematics 2024-03-29 Ting Yang

In this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumptions on the spatial motion, the branching and immigration…

Probability · Mathematics 2022-04-20 Martin Friesen

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

We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…

Probability · Mathematics 2015-04-07 Paul Jung , Takashi Owada , Gennady Samorodnitsky

We construct extensions of the pure-jump $\Lambda$-Wright-Fisher processes with frequency-dependent selection ($\Lambda$-WF processes with selection) beyond their first passage time at the boundary $1$. We show that they satisfy some…

Probability · Mathematics 2020-12-17 Clément Foucart , Xiaowen Zhou

We aim to generalize the homogenisation theorem in \cite{Gehringer-Li-tagged} for a passive tracer interacting with a fractional Gau{\ss}ian noise to also cover fractional non-Gau{\ss}ian noises. To do so we analyse limit theorems for…

Probability · Mathematics 2020-09-17 Johann Gehringer

We investigate the limit behavior of supercritical multitype branching processes in random environments with linear fractional offspring distributions and show that there exists a phase transition in the behavior of local probabilites of…

Probability · Mathematics 2017-10-25 Wenming Hong , Minzhi Liu , Vladimir Vatutin

A critical branching process $\left\{ Z_{k},k=0,1,2,...\right\} $ in a random environment is considered. A conditional functional limit theorem for the properly scaled process $\left\{ \log Z_{pu},0\leq u<\infty \right\} $ is established…

Probability · Mathematics 2016-03-11 Vladimir Vatutin , Elena Dyakonova

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

Mathematical Physics · Physics 2015-12-22 Maurice Duits

We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…

Probability · Mathematics 2017-07-13 Alberto Ohashi , Dorival Leão , Alexandre B. Simas