Related papers: Two-type continuous-state branching processes in v…
We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours…
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…
States supported by chaotic open quantum systems fall into two categories: a majority showing instantaneous ballistic decay, and a set of quantum resonances of classically vanishing support in phase space. We present a theory describing…
A family of continuous-state branching processes with immigration are constructed as the solution flow of a stochastic equation system driven by time-space noises. The family can be regarded as an inhomogeneous increasing path-valued…
Two-stage superposition choice procedures, which sequentially apply two choice procedures so that the result of the first choice procedure is the input for the second choice procedure, are studied. We define which of them satisfy given…
In the framework of the theory of open systems based on completely positive quantum dynamical semigroups, we give a description of the continuous-variable entanglement for a system consisting of two independent harmonic oscillators…
We show the existence of superprocesses in a random medium with location dependent branching. Technically, we make use of a duality relation to establish the uniqueness of the martingale problem and to obtain the moment formulas.
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,…
We study the asymptotic behaviour of the survival probability of a multi-type branching processes in random environment. The class of processes we consider corresponds, in the one-dimensional situation, to the intermediately subcritical…
We construct two kinds of stochastic flows of discrete Galton-Watson branching processes. Some scaling limit theorems for the flows are proved, which lead to local and nonlocal branching superprocesses over the positive half line.
We study the distribution of the maximal jump of continuous-state branching processes. Several exact expressions and explicit asymptotics of both the local maximal jump and the global maximal jump are obtained. We also compare the…
Branching processes in a varying environment encompass a wide range of stochastic demographic models, and their complete understanding in terms of limit behaviour poses a formidable research challenge. In this paper, we conduct a thorough…
In this article, we present a novel inference framework for estimating the parameters of Continuous-State Branching Processes (CSBPs). We do so by leveraging their subordinator representation. Our method reformulates the estimation problem…
This paper provides an adaptation of branching bisimilarity to reactive systems with time-outs that does not enable eliding of time-out transitions. Multiple equivalent definitions are procured, along with a modal characterisation and a…
The notion of stability can be generalised to point processes by defining the scaling operation in a randomised way: scaling a configuration by $t$ corresponds to letting such a configuration evolve according to a Markov branching particle…
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…
A two-state master equation based decision making model has been shown to generate phase transitions, to be topologically complex and to manifest temporal complexity through an inverse power-law probability distribution function in the…
We study a class of two-stage stochastic programs in which the second stage includes a set of components with uncertain capacity, and the expression for the distribution function of the uncertain capacity includes first-stage variables.…
Sublinear expectations for uncertain processes have received a lot of attention recently, particularly methods to extend a downward-continuous sublinear expectation on the bounded finitary functions to one on the non-finitary functions. In…
A population has two types of individuals, each occupying an island. One of those, where individuals of type 1 live, offers a variable environment. Type 2 individuals dwell on the other island, in a constant environment. Only one-way…