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We study the asymptotic behavior of the probability of non extinction of a weakly subcritical multitype branching process in iid random environments. Under suitable assumptions, the survival probability is of order of $\rho^n n ^{-3/2}$ for…

Probability · Mathematics 2023-02-07 M Peigné , C Pham

Subcritical population processes are attracted to extinction and do not have non-trivial stationary distributions, which prompts the study of quasi-stationary distributions (QSDs) instead. In contrast to what generally happens for…

Probability · Mathematics 2026-02-12 Pablo Groisman , Leonardo T. Rolla , Célio Terra

The paper studies a class of critical Markov branching processes with infinite variance of the offspring distribution. The processes admit also an immigration component at the jump-points of a non-homogeneous Poisson process, assuming that…

Probability · Mathematics 2025-01-08 Kosto V. Mitov , Nikolay M. Yanev

A specific family of point processes are introduced that allow to select samples for the purpose of estimating the mean or the integral of a function of a real variable. These processes, called quasi-systematic processes, depend on a tuning…

Methodology · Statistics 2016-07-19 Matthieu Wilhelm , Yves Tillé , Lionel Qualité

We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…

Statistics Theory · Mathematics 2013-11-05 Zhengjia Chen , Xinjia Chen

The controlled branching process is a generalization of the classical Bienaym\'e-Galton-Watson branching process. It is a useful model for describing the evolution of populations in which the population size at each generation needs to be…

Statistics Theory · Mathematics 2015-02-09 M. Gonzalez , C. Minuesa , I. del Puerto

This paper develops a threshold regression model where an unknown relationship between two variables nonparametrically determines the threshold. We allow the observations to be cross-sectionally dependent so that the model can be applied to…

Econometrics · Economics 2021-01-29 Yoonseok Lee , Yulong Wang

We consider a branching random walk in a random space-time environment of disasters where each particle is killed when meeting a disaster. This extends the model of the "random walk in a disastrous random environment" introduced by [15]. We…

Probability · Mathematics 2017-09-13 Nina Gantert , Stefan Junk

In this paper, we consider an importance sampling problem for a certain rare-event simulations involving the behavior of a diffusion process pertaining to a chain of distributed systems with random perturbations. We also assume that the…

Optimization and Control · Mathematics 2020-08-26 Getachew K. Befekadu

We compute the posterior distributions of the initial population and parameter of binary branching processes, in the limit of a large number of generations. We compare this Bayesian procedure with a more na\"ive one, based on hitting times…

Probability · Mathematics 2008-12-18 Didier Piau

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…

Econometrics · Economics 2022-04-22 Marinho Bertanha , EunYi Chung

We consider a model of random tree growth, where at each time unit a new vertex is added and attached to an already existing vertex chosen at random. The probability with which a vertex with degree $k$ is chosen is proportional to $w(k)$,…

Probability · Mathematics 2007-05-23 Anna Rudas , Balint Toth , Benedek Valko

We study the nonparametric estimation of the branching rate $B(x)$ of a supercritical Bellman-Harris population: a particle with age $x$ has a random lifetime governed by $B(x)$; at its death time, it gives rise to $k \geq 2$ children with…

Other Statistics · Statistics 2015-10-14 Marc Hoffmann , Adélaïde Olivier

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

In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it…

Probability · Mathematics 2014-05-20 Christian Böinghoff

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 develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…

Statistics Theory · Mathematics 2018-05-22 Takumi Saegusa

We investigate the statistics of trees grown from some initial tree by attaching links to preexisting vertices, with attachment probabilities depending only on the valence of these vertices. We consider the asymptotic mass distribution that…

Statistical Mechanics · Physics 2007-05-23 François David , Philippe Di Francesco , Emmanuel Guitter , Thordur Jonsson

We consider parametric hypotheses testing for multidimensional ergodic diffusion processes observed at discrete time. We propose a family of test statistics, related to the so called $\phi$-divergence measures. By taking into account the…

Statistics Theory · Mathematics 2011-11-14 Alessandro De Gregorio , Stefano Iacus

It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…

Methodology · Statistics 2020-06-24 Yajuan Si , Natesh S. Pillai , Andrew Gelman
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