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Let $(Z_n)_{n\geq 0}$ be a critical branching process in a random environment defined by a Markov chain $(X_n)_{n\geq 0}$ with values in a finite state space $\mathbb X$. Let $ S_n = \sum_{k=1}^n \ln f_{X_k}'(1)$ be the Markov walk…

Probability · Mathematics 2024-12-23 Ion Grama , Ronan Lauvergnat , Émile Le Page

Consider a one dimensional critical branching L\'{e}vy process $((Z_t)_{t\geq 0}, \mathbb {P}_x)$. Assume that the offspring distribution either has finite second moment or belongs to the domain of attraction to some $\alpha$-stable…

Probability · Mathematics 2024-10-15 Haojie Hou , Yan-Xia Ren , Renming Song

Consider a heavy-tailed branching process (denoted by $Z_{n}$) in random environments, under the condition which infers that $\mathbb{E}\log m(\xi_{0})=\infty$. We show that (1) there exists no proper $c_{n}$ such that $\{Z_{n}/c_{n}\}$ has…

Probability · Mathematics 2018-11-20 Wenming Hong , Xiaoyue Zhang

In this work, we explore some interesting details of the time-dependent regime of the long-range systems under mean-field approximation in comparison with the critical dynamics of the short-range systems. First, we discuss some mechanisms…

Statistical Mechanics · Physics 2021-08-03 Roberto da Silva

We study intersection properties of two or more independent tree-like random graphs. Our setting encompasses critical, possibly long range, Bernoulli percolation clusters, incipient infinite clusters, as well as critical branching random…

Probability · Mathematics 2024-12-02 Amine Asselah , Bruno Schapira

The asymptotic behavior, as $n\rightarrow \infty $ of the probability of the event that a decomposable critical branching process $\mathbf{Z}(m)=(Z_{1}(m),...,Z_{N}(m)),$ $m=0,1,2,...,$ with $N$ types of particles dies at moment $n$ is…

Probability · Mathematics 2015-04-21 Vladimir Vatutin , Elena Dyakonova

In this paper we study supercritical super-OU processes with general branching mechanisms satisfying a second moment condition. We establish central limit theorems for the super-OU processes. In the small and crtical branching rate cases,…

Probability · Mathematics 2013-02-07 Yan-Xia Ren , Renming Song , Rui Zhang

The effect of blocking between different species occurring in one dimension is investigated here numerically in the case of particles following branching and annihilating random walk with two offsprings. It is shown that two-dimensional…

Statistical Mechanics · Physics 2009-10-31 Geza Odor

Let $\{X_{i,j}:(i,j)\in\mathbb N^2\}$ be a two-dimensional array of independent copies of a random variable $X$, and let $\{N_n\}_{n\in\mathbb N}$ be a sequence of natural numbers such that $\lim_{n\to\infty}e^{-cn}N_n=1$ for some $c>0$.…

Probability · Mathematics 2009-11-24 Zakhar Kabluchko

Consider a critical branching random walk on $\mathbb{R}$. Let $Z^{(n)}(A)$ be the number of individuals in the $n$-th generation located in $A\in \mathcal{B}(\mathbb{R})$ and $Z_{n}:=Z^{(n)}(\mathbb{R})$ denote the population of the $n$-th…

Probability · Mathematics 2023-11-21 Wenming Hong , Shengli Liang

Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed positive random $d\times d$ matrices and consider the matrix product $G_n: = g_n \ldots g_1$. Under suitable conditions, we establish the Berry-Esseen bounds…

Probability · Mathematics 2020-10-02 Hui Xiao , Ion Grama , Quansheng Liu

We consider the random Hermitian matrix model of dimension $2n$, with external source, defined by the probability density function \begin{equation*} \frac{1}{Z_{2n}} \lvert \det(M) \rvert^{\alpha} e^{-2n\mathrm{Tr} (V(M) - AM)}, \quad V(x)…

Mathematical Physics · Physics 2025-12-24 Dong Wang , Shuai-Xia Xu

Brownian multiplicative chaos measures, introduced in [Jeg20, AHS20, BBK94], are random Borel measures that can be formally defined by exponentiating $\gamma$ times the square root of the local times of planar Brownian motion. So far, only…

Probability · Mathematics 2021-04-13 Antoine Jego

We establish some new non-asymptotical lower bounds for deviation of regular unbiased estimation of unknown parameter from its true value in different norms, alike the classical Rao-Kramer's inequality. We show that if the new norm is…

Statistics Theory · Mathematics 2014-07-17 E. Ostrovsky , L. Sirota

We study the asymptotic behaviour of the survival probability of a multitype branching process in random environment. The class of processes we consider here corresponds, in the one-dimensional situation, to the strongly subcritical case.…

Probability · Mathematics 2017-11-21 Vladimir Vatutin , Vitali Wachtel

A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in…

Probability · Mathematics 2018-07-30 Michael A. Kouritzin , Khoa Lê , Deniz Sezer

We study percolation on the hierarchical lattice of order $N$ where the probability of connection between two points separated by distance $k$ is of the form $c_k/N^{k(1+\delta)},\; \delta >-1$. Since the distance is an ultrametric, there…

Probability · Mathematics 2012-05-25 Donald Dawson , Luis Gorostiza

In this paper, we study second order fluctuations for the size of the range of a critical branching random walk (BRW) in $\mathbb Z^d$. We consider the BRW with geometric offspring indexed by the Kesten tree, and show that the size of its…

Probability · Mathematics 2025-11-26 Tianyi Bai , Yueyun Hu

We establish nonuniform Berry-Esseen bounds for martingales under the conditional Bernstein condition. These bounds imply Cram\'er type large deviations for moderate $x$'s, and are of exponential decay rate as de la Pe\~na's inequality when…

Probability · Mathematics 2017-08-03 Xiequan Fan , Ion Grama , Quansheng Liu

We study the susceptibility, i.e., the mean cluster size, in random graphs with given vertex degrees. We show, under weak assumptions, that the susceptibility converges to the expected cluster size in the corresponding branching process. In…

Combinatorics · Mathematics 2009-11-16 Svante Janson