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In this paper, we investigate the asymptotic behavior of continuous-state branching processes in a Brownian random environment (CBBRE) conditioned on non-extinction. For the subcritical case, we prove the existence of the Yaglom limit and…

Probability · Mathematics 2026-05-28 Pei-Sen Li , Xiangqi Zheng , Xiaowen Zhou

In this note, we recall the definition of the binary branching model with Moran type interactions (BBMMI) introduced in [8]. In this interacting particle system, particles evolve, reproduce and die independently and, with a probability that…

Probability · Mathematics 2025-01-31 A M G Cox , E Horton , D Villemonais

Basic Parallel Processes (BPPs) are a well-known subclass of Petri Nets. They are the simplest common model of concurrent programs that allows unbounded spawning of processes. In the probabilistic version of BPPs, every process generates…

Logic in Computer Science · Computer Science 2014-01-17 Rémi Bonnet , Stefan Kiefer , Anthony W. Lin

We consider the class of continuous-state branching processes with immigration (CBI-processes), introduced by Kawazu and Watanabe (1971) and their limit distributions as time tends to infinity. We determine the Levy-Khintchine triplet of…

Probability · Mathematics 2012-03-29 Martin Keller-Ressel , Aleksandar Mijatovic

We consider a continuous-time symmetric branching random walk on multidimensional lattices with immigration and infinite number of initial particles. We assume that at every lattice point a process of birth and death of particles is…

Probability · Mathematics 2020-02-11 Yu. Makarova , D. Han , S. Molchanov , E. Yarovaya

Consider the Markov process taking values in the partitions of N such that each pair of blocks merges at rate one, and each integer is eroded, i.e., becomes a singleton block, at rate d. This is a special case of exchangeable…

Probability · Mathematics 2019-07-15 Félix Foutel-Rodier , Amaury Lambert , Emmanuel Schertzer

In this paper we use duality techniques to study a combination of the well-known contact process (CP) and the somewhat less-known annihilating branching process. As the latter can be seen as a cancellative version of the contact process, we…

Probability · Mathematics 2022-09-14 Jan Niklas Latz , Jan M. Swart

Motivated by applications to COVID dynamics, we describe a branching process in random environments model $\{Z_n\}$ whose characteristics change when crossing upper and lower thresholds. This introduces a cyclical path behavior involving…

Probability · Mathematics 2026-01-14 Giacomo Francisci , Anand N. Vidyashankar

Branching processes are a class of continuous-time Markov chains (CTMCs) prevalent for modeling stochastic population dynamics in ecology, biology, epidemiology, and many other fields. The transient or finite-time behavior of these systems…

Computation · Statistics 2023-02-24 Achal Awasthi , Jason Xu

We consider continuous-state branching processes (CB processes) which become extinct almost surely. First, we tackle the problem of describing the stationary measures on $(0,+\infty)$ for such CB processes. We give a representation of the…

Probability · Mathematics 2025-04-30 Rongli Liu , Yan-Xia Ren , Ting Yang

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

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

We study the pathwise description of a (sub-)critical continuous-state branching process (CSBP) conditioned to be never extinct, as the solution to a stochastic differential equation driven by Brownian motion and Poisson point measures. The…

Probability · Mathematics 2012-12-24 M. C. Fittipaldi , J. Fontbona

The time evolution of the one-point probability vector of stochastic processes and quantum processes for $N$-level systems have been unified. Hence, quantum states and quantum operations can be regarded as generalizations of the one-point…

Quantum Physics · Physics 2026-02-03 Bilal Canturk

Consider a continuous-state branching population constructed as a flow of nested subordinators. Inverting the subordinators and reversing time give rise to a flow of coalescing Markov processes (with negative jumps) which correspond to the…

Probability · Mathematics 2018-12-04 Clément Foucart , Chunhua Ma , Bastien Mallein

There are some positively divisible non-Markovian processes whose transition matrices satisfy the Chapman-Kolmogorov equation. These processes should also satisfy the Kolmogorov consistency conditions, an essential requirement for a process…

Probability · Mathematics 2024-01-24 Bilal Canturk , Heinz-Peter Breuer

The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…

Statistical Mechanics · Physics 2020-09-15 Maike A. F. dos Santos , Fernando D. Nobre , Evaldo M. F. Curado

We study the biased diffusion of particles moving in one direction under the action of a constant force in the presence of a piecewise linear random potential. Using the overdamped equation of motion, we represent the first and second…

Statistical Mechanics · Physics 2010-07-08 S. I. Denisov , E. S. Denisova , H. Kantz

Branching processes form an important family of stochastic processes that have been successfully applied in many fields. In this paper, we focus our attention on controlled multi-type branching processes (CMBPs). A Feller-type diffusion…

Probability · Mathematics 2024-05-13 Matyas Barczy , Miguel González , Pedro Martín-Chávez , Inés del Puerto

These notes were used in a short graduate course on branching processes the author gave in Beijing Normal University. The following main topics are covered: scaling limits of Galton--Watson processes, continuous-state branching processes,…

Probability · Mathematics 2012-02-16 Zenghu Li
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