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We show that the scaled cumulant generating and large deviation function, associated to a two-state Markov process involving two processes, obey a symmetry relation reminiscent of the fluctuation theorem, independent from any conditions on…
Every exchangeable Feller process taking values in a suitably nice combinatorial state space can be constructed by a system of iterated random Lipschitz functions. In discrete time, the construction proceeds by iterated application of…
We present a robust method which translates information on the speed of coming down from infinity of a genealogical tree into sampling formulae for the underlying population. We apply these results to population dynamics where the genealogy…
Herein, we analyze an efficient branching particle method for asymptotic solutions to a class of continuous-discrete filtering problems. Suppose that $t\to X_t$ is a Markov process and we wish to calculate the measure-valued process…
Comparison results are given for time-inhomogeneous Markov processes with respect to function classes induced stochastic orderings. The main result states comparison of two processes, provided that the comparability of their infinitesimal…
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…
In this paper we consider the unique nonnegative solution to the following generalized version of the stochastic differential equation for a continuous-state branching process. \beqnn X_t \ar=\ar x+\int_0^t\gamma_0(X_s)\dd…
Considering a random binary tree with $n$ labelled leaves, we use a pruning procedure on this tree in order to construct a $\beta(3/2,1/2)$-coalescent process. We also use the continuous analogue of this construction, i.e. a pruning…
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…
A continuous-state branching process in varying environments is constructed by the pathwise unique solution to a stochastic integral equation driven by time-space noises. The process arises naturally in the limit theorem of Galton--Watson…
Under natural assumptions, a Feller type diffusion approximation is derived for critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Namely, it is proved that a sequence of…
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…
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…
In order to model random density-dependence in population dynamics, we construct the random analogue of the well-known logistic process in the branching process' framework. This density-dependence corresponds to intraspecific competition…
A general affine Markov semigroup is formulated as the convolution of a homogeneous one with a skew convolution semigroup. We provide some sufficient conditions for the regularities of the homogeneous affine semigroup and the skew…
We consider multitype branching processes arising in the study of random laminations of the disk. We classify these processes according to their subcritical or supercritical behavior and provide Kolmogorov-type estimates in the critical…
We investigate the $\Lambda$-Seed-Bank-Wright-Fisher process, a model describing allele frequency dynamics in populations exhibiting both skewed offspring distributions and dormancy. By performing a change of measure, we condition this…
We investigate recurrence and transience of Branching Markov Chains (BMC) in discrete time. Branching Markov Chains are clouds of particles which move (according to an irreducible underlying Markov Chain) and produce offspring…
Let $\{(X_t)_{t\geq 0}, \mathbb{P}_{\delta_x}, x\in E\}$ be a supercritical branching Markov process (which is not necessary symmetric) on a locally compact metric measure space $(E,\mu)$ with spatially dependent local branching mechanism.…
This work investigates the almost sure stabilization of a class of regime-switching systems based on discrete-time observations of both continuous and discrete components. It develops Shao's work [SIAM J. Control Optim., 55(2017), pp.…