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Related papers: Many-to-few for non-local branching Markov process

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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

In this paper some general theory is presented for locally stationary processes based on the stationary approximation and the stationary derivative. Laws of large numbers, central limit theorems as well as deterministic and stochastic bias…

Statistics Theory · Mathematics 2017-11-21 Rainer Dahlhaus , Stefan Richter , Wei Biao Wu

The aim of this paper is to prove stability of traveling waves for integro-differential equations connected with branching Markov processes. In other words, the limiting law of the left-most particle of a (time-continuous) branching Markov…

Probability · Mathematics 2018-08-02 Pasha Tkachov

We show uniqueness of the spine of a Fleming-Viot particle system under minimal assumptions on the driving process. If the driving process is a continuous time Markov process on a finite space, we show that asymptotically, when the number…

Probability · Mathematics 2015-07-27 Mariusz Bieniek , Krzysztof Burdzy

Given a semi-Markov law, using an additional parameter, we consider a family of stochastic flows corresponding to that law. Then we suitably select a particular flow, for which we obtain expressions of the meeting and merging probabilities…

Probability · Mathematics 2022-10-20 Anindya Goswami , Ravishankar Kapildev Yadav

The aim of this paper is to study the large population limit of a binary branching particle system with Moran type interactions: we introduce a new model where particles evolve, reproduce and die independently and, with a probability that…

Probability · Mathematics 2024-04-12 Alexander M. G. Cox , Emma Horton , Denis Villemonais

This paper considers the relative frequencies of distinct types of individuals in multitype branching processes. We prove that the frequencies are asymptotically multivariate normal when the initial number of ancestors is large and the time…

Probability · Mathematics 2009-03-02 Andrei Y. Yakovlev , Nikolay M. Yanev

The Marcus-Lushnikov process is a finite stochastic particle system, in which each particle is entirely characterized by its mass. Each pair of particles with masses $x$ and $y$ merges into a single particle at a given rate $K(x,y)$. Under…

Probability · Mathematics 2009-07-31 Stéphanie Jacquot

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

Probability · Mathematics 2016-12-30 Tetsuya Hattori

We consider a branching system consisting of particles moving according to a Markov family in $\Rd$ and undergoing subcritical branching with a constant rate $V>0$. New particles immigrate to the system according to homogeneous space-time…

Probability · Mathematics 2009-11-04 Piotr Milos

In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly with time-varying arrival rates, we establish heavy-traffic…

Probability · Mathematics 2010-07-13 Guodong Pang , Ward Whitt

We consider the setting of either a general non-local branching particle process or a general non-local superprocess. Under the assumption that the mean semigroup has a Perron-Frobenious type behaviour in combination with a regularly…

Probability · Mathematics 2025-07-25 Natalia Cardona-Tobón , Andreas E. Kyprianou , Pedro Martín-Chávez

We prove the existence of limiting distributions for a large class of Markov chains on a general state space in a random environment. We assume suitable versions of the standard drift and minorization conditions. In particular, the system…

Probability · Mathematics 2020-12-04 Attila Lovas , Miklós Rásonyi

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

Probability · Mathematics 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

We provide probabilistic and computational results on Markovian multivariate Hawkes processes and induced population processes. By applying the Markov property, we characterize in closed form a joint transform, bijective to the probability…

Probability · Mathematics 2025-08-08 R. S. Karim , R. J. A. Laeven , M , M. Mandjes

The aim of this paper is to tackle part of the program set by Diekmann et al. in their seminal paper Diekmann et al. (2001). We quote "It remains to investigate whether, and in what sense, the nonlinear determin-istic model formulation is…

Probability · Mathematics 2018-04-16 Philippe Carmona

We study sums of a random multiplicative function; this is an example, of number-theoretic interest, of sums of products of independent random variables (chaoses). Using martingale methods, we establish a normal approximation for the sum…

Number Theory · Mathematics 2010-12-02 Adam J. Harper

We study necessary and sufficient criteria for global survival of discrete or continuous-time branching Markov processes. We relate these to several definitions of generalised principle eigenvalues for elliptic operators due to Berestycki…

Probability · Mathematics 2025-05-20 Pascal Maillard , Oliver Tough

In this note we show a simple formula for the joint density of local times, last exit tree and cycling numbers of continuous-time Markov Chains on finite graphs, which involves the modified Bessel function of the first type.

Probability · Mathematics 2018-03-28 Ruojun Huang , Daniel Kious , Vladas Sidoravicius , Pierre Tarrès

We model the growth of a cell population using a piecewise deterministic Markov branching tree. In this model, each cell splits into two offspring at a division rate $B(x)$, which depends on its size $x$. The size of each cell increases…

Probability · Mathematics 2024-09-06 Nathalie Krell
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