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In this paper, for $\alpha\in (1, 2}$ we show that the $\alpha$-stable continuous-state branching process and the associated process conditioned never to become extinct are positive self-similar Markov processes. Understanding the…

Probability · Mathematics 2008-12-08 A. E. Kyprianou , J. C. Pardo

A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…

Statistical Mechanics · Physics 2009-11-10 Benjamin Lindner

In this paper, we study the phenomenon of coming down from infinity for subcritical cooperative branching processes with pairwise interactions (BPI processes) under suitable conditions. BPI processes are continuous-time Markov chains that…

Probability · Mathematics 2026-05-22 Gabriel Berzunza Ojeda , Juan Carlos Pardo

The Bivariate Dynamic Contagion Processes (BDCP) are a broad class of bivariate point processes characterized by the intensities as a general class of piecewise deterministic Markov processes. The BDCP describes a rich dynamic structure…

Mathematical Finance · Quantitative Finance 2014-05-23 Angelos Dassios , Xin Dong

A multitype continuous-state branching process (MCSBP) ${\rm Z}=({\rm Z}_{t})_{t\geq 0}$, is a Markov process with values in $[0,\infty)^{d}$ that satisfies the branching property. Its distribution is characterised by its branching…

Probability · Mathematics 2021-09-08 Loïc Chaumont , Marine Marolleau

We establish a general sufficient condition for a sequence of Galton Watson branching processes in varying environment to converge weakly. This condition extends previous results by allowing offspring distributions to have infinite…

Probability · Mathematics 2014-09-22 Vincent Bansaye , Florian Simatos

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…

Probability · Mathematics 2020-03-31 Adrián González Casanova , Juan Carlos Pardo , José Luis Perez

We provide necessary and sufficient conditions for explosion and implosion of birth-and-death (non-Markov) continuous-time random walks. In other words, we obtain conditions for $\infty$ to be accessible and for it to be an entrance point.…

Probability · Mathematics 2025-11-17 Andrey Pilipenko , Vadym Tkachenko

The problem of conditioning a continuous-state branching process with quadratic competition (logistic CB process) on non-extinction is investigated. We first establish that non-extinction is equivalent to the total progeny of the population…

Probability · Mathematics 2024-08-28 Clément Foucart , Víctor Rivero , Anita Winter

We establish the exponential ergodic property in a weighted total variation distance of continuous-state branching processes with immigration in random environments with competition and catastrophes, under a Lyapunov-type condition and…

Probability · Mathematics 2024-02-05 Shukai Chen , Rongjuan Fang , Lina Ji , Jian Wang

One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…

Statistical Mechanics · Physics 2015-06-18 Jean-Yves Fortin

We study a McKean--Vlasov equation arising from a mean-field model of a particle system with positive feedback. As particles hit a barrier they cause the other particles to jump in the direction of the barrier and this feedback mechanism…

Probability · Mathematics 2024-03-27 Ben Hambly , Sean Ledger , Andreas Sojmark

A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The extinction and explosion probabilities and the mean extinction and…

Probability · Mathematics 2018-10-09 Pei-Sen Li

A two-lane exclusion process is studied where particles move in the two lanes in opposite directions and are able to change lanes. The focus is on the steady state behavior in situations where a positive current is constrained to an…

Statistical Mechanics · Physics 2015-05-14 Róbert Juhász

We observe the continuous-time Markov Branching Process without high-order moments and allowing Immigration. Limit properties of transition functions and their convergence to invariant measures are investigated. Main mathematical tool is…

Probability · Mathematics 2020-06-18 Azam A. Imomov , Abror Kh. Meyliev

In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate into a random number of particles with expectation greater…

Probability · Mathematics 2013-04-02 Pascal Maillard

We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…

Statistical Mechanics · Physics 2025-12-09 Yonathan Sarmiento , Benjamin Walter , Debraj Das , Samvit Mahapatra , Édgar Roldán , Rosemary J. Harris

New results on conditional joint probability distributions of first exit times are presented for a continuous-time stochastic process defined as the mixture of Markov jump processes moving at different speeds on the same finite state space,…

Probability · Mathematics 2018-09-19 B. A. Surya

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle…

Populations and Evolution · Quantitative Biology 2012-10-11 Forrest W. Crawford , Marc A. Suchard

Many continuous reaction-diffusion models on $\mathbb{Z}$ (annihilating or coalescing random walks, exclusion processes, voter models) admit a rich set of Markov duality functions which determine the single time distribution. A common…

Probability · Mathematics 2025-06-26 Alexander Povolotsky , Pavel Pyatov , Roger Tribe , Bruce Westbury , Oleg Zaboronski