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Keller and Lenz \cite{KL} define a concept of {\it stochastic completeness at infinity} (SCI) for a regular symmetric Dirichlet form $(\cE,\cF)$. We show that (SCI) can be characterized probabilistically by using the predictable part…

Probability · Mathematics 2024-06-25 Masayoshi Takeda

Consider a catalytic super-Brownian motion $X=X^\Gamma$ with finite variance branching. Here `catalytic' means that branching of the reactant $X$ is only possible in the presence of some catalyst. Our intrinsic example of a catalyst is a…

Probability · Mathematics 2007-05-23 Donald A. Dawson , Klaus Fleischmann , Carl Mueller

We analyse and interpret the effects of breaking detailed balance on the convergence to equilibrium of conservative interacting particle systems and their hydrodynamic scaling limits. For finite systems of interacting particles, we review…

Statistical Mechanics · Physics 2017-08-21 Marcus Kaiser , Robert L. Jack , Johannes Zimmer

Let $N$ and $M$ be positive integers satisfying $1\le M\le N$, and let $0<p_0<p_1<1$. Define a process $\{X_n\}_{n=0}^\infty$ on $\mathbb{Z}$ as follows. At each step, the process jumps either one step to the right or one step to the left,…

Probability · Mathematics 2014-02-11 Ross G. Pinsky

We consider the branching process in random environment $\{Z_n\}_{n\geq 0}$, which is a~population growth process where individuals reproduce independently of each other with the reproduction law randomly picked at each generation. We…

Probability · Mathematics 2020-07-30 Dariusz Buraczewski , Piotr Dyszewski

For a continuous-time catalytic branching random walk (CBRW) on Z, with an arbitrary finite number of catalysts, we study the asymptotic behavior of position of the rightmost particle when time tends to infinity. The mild requirements…

Probability · Mathematics 2020-07-14 Ekaterina Vl. Bulinskaya

We consider a critical continuous-time branching process (a Yule process) in which the individuals independently execute symmetric $\alpha-$stable random motions on the real line starting at their birth points. Because the branching process…

Probability · Mathematics 2013-07-16 Steven P. Lalley , Yuan Shao

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 study one-dimensional multi-particle Diffusion Limited Aggregation (MDLA) at its critical density $\lambda=1$. Previous works have verified that the size of the aggregate $X_t$ at time $t$ is $t^{1/2}$ in the subcritical regime and…

Probability · Mathematics 2020-09-11 Dor Elboim , Danny Nam , Allan Sly

We study the two-dimensional joint distribution of the first hitting time of a constant level by a continuous-state branching process with immigration and their primitive stopped at this time. We show an explicit expression of its Laplace…

Probability · Mathematics 2013-11-25 Xan Duhalde , Clément Foucart , Chunhua Ma

Let $\xi_i$, $i\in \mathbb {N}$, be independent copies of a L\'{e}vy process $\{\xi(t),t\geq0\}$. Motivated by the results obtained previously in the context of the random energy model, we prove functional limit theorems for the process…

Probability · Mathematics 2011-07-15 Zakhar Kabluchko

Let $\left\{ S_{n},n\geq 0\right\} $ be a random walk whose increment distribution belongs without centering to the domain of attraction of an $% \alpha $-stable law, i.e., there are some scaling constants $a_{n}$ such that the sequence…

Probability · Mathematics 2023-12-19 Congzao Dong , Elena Dyakonova , Vladimir Vatutin

We consider the exponential functional $A_{\infty}=\int_0^{\infty} e^{\xi_s} ds$ associated to a Levy process $(\xi_t)_{t \geq 0}$. We find the asymptotic behavior of the tail of this random variable, under some assumptions on the process…

Probability · Mathematics 2007-05-23 Mejane Olivier

For a L\'evy process $X$ on a finite time interval consider the probability that it exceeds some fixed threshold $x>0$ while staying below $x$ at the points of a regular grid. We establish exact asymptotic behavior of this probability as…

Probability · Mathematics 2022-01-05 Krzysztof Bisewski , Jevgenijs Ivanovs

A branching process in a Markovian environment consists of an irreducible Markov chain on a set of "environments" together with an offspring distribution for each environment. At each time step the chain transitions to a new random…

Probability · Mathematics 2021-06-22 Lila Greco , Lionel Levine

We consider the acceleration of charged particles near ultra-relativistic shocks, with Lorentz factor Gamma_s >> 1. We present simulations of the acceleration process and compare these with results from semi-analytical calculations. We show…

Astrophysics · Physics 2014-10-13 Abraham Achterberg , Yves A. Gallant , John G. Kirk , Axel W. Guthmann

The long-term behaviors of flows of continuous-state branching processes are characterized through subordinators and extremal processes. The extremal processes arise in the case of supercritical processes with infinite mean and of…

Probability · Mathematics 2018-06-21 Clément Foucart , Chunhua Ma

We prove and extend some results stated by Mark Pinsky: Limit theorems for continuous state branching processes with immigration [Bull. Amer. Math. Soc. 78(1972), 242--244]. Consider a continuous-state branching process with immigration…

Probability · Mathematics 2021-07-22 Clément Foucart , Chunhua Ma , Linglong Yuan

We establish sufficient conditions for the Marcinkiewicz-Zygmund type weak law of large numbers for a linear process $\{X_k:k\in\mathbb Z\}$ defined by $X_k=\sum_{j=0}^\infty\psi_j\varepsilon_{k-j}$ for $k\in\mathbb Z$, where…

Probability · Mathematics 2016-09-07 Vaidotas Characiejus , Alfredas Račkauskas

We consider a non-linear integro-differential model describing $z$, the position of the cell center on the real line presented in [Grec et al., J. Theo. Bio. 2018]. We introduce a new $\varepsilon$-scaling and we prove rigorously the…

Analysis of PDEs · Mathematics 2021-09-29 Vuk Milisic , Christian Schmeiser
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