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We investigate the Large Deviation behavior in small time of continuous Gaussian processes. We introduce a general procedure allowing to derive Large Deviation Principles in small time starting from the well understood context of Large…

Probability · Mathematics 2023-01-11 Paolo Baldi , Barbara Pacchiarotti

In this short note we study the asymptotic behaviour of the minima over compact intervals of Gaussian processes, whose paths are not necessarily smooth. We show that, beyond the logarithmic large deviation Gaussian estimates, this problem…

Probability · Mathematics 2019-08-27 Zhixin Wu , Arijit Chakrabarty , Gennady Samorodnitsky

We investigate the inhomogeneous Galton--Watson processes with immigration, where $\rho_n$ the offspring means in the $n^\textrm{th}$ generation tends to 1. We show that if the second derivatives of the offspring generating functions go to…

Probability · Mathematics 2012-06-19 Peter Kevei

The theory of finite-size scaling explains how the singular behavior of thermodynamic quantities in the critical point of a phase transition emerges when the size of the system becomes infinite. Usually, this theory is presented in a…

Statistical Mechanics · Physics 2017-02-08 Alvaro Corral , Rosalba Garcia-Millan , Francesc Font-Clos

We consider the asymptotics of various estimators based on a large sample of branching trees from a critical multi-type Galton-Watson process, as the sample size increases to infinity. The asymptotics of additive functions of trees, such as…

Probability · Mathematics 2007-05-23 Zhiyi Chi

We investigate the quasi-limiting behaviour of bisexual subcritical Galton-Watson branching processes. While classical subcritical Galton-Watson processes have been extensively analyzed, bisexual Galton-Watson branching processes present…

Probability · Mathematics 2024-09-06 Coralie Fritsch , Denis Villemonais , Nicolás Zalduendo

We describe the asymptotic behavior of the conditional least squares estimator of the offspring mean for subcritical strongly stationary Galton--Watson processes with regularly varying immigration with tail index $\alpha \in (1,2)$. The…

Statistics Theory · Mathematics 2020-12-24 Matyas Barczy , Bojan Basrak , Péter Kevei , Gyula Pap , Hrvoje Planinić

A properly scaled critical Galton-Watson process converges to a continuous state critical branching process $\xi(\cdot)$ as the number of initial individuals tends to infinity. We extend this classical result by allowing for overlapping…

Probability · Mathematics 2021-08-10 Serik Sagitov

The classical Galton--Watson process works with a fixed probability of fission at each time step. One of the generalizations is that the probabilities depend on time. We consider one of the most complex and interesting cases when we do not…

Probability · Mathematics 2024-01-23 Anton A. Kutsenko

We study the small deviation problem $\log\mathbb{P}(\sup_{t\in[0,1]}|X_t|\leq\varepsilon)$, as $\varepsilon\to0$, for general L\'{e}vy processes $X$. The techniques enable us to determine the asymptotic rate for general real-valued…

Probability · Mathematics 2009-09-25 Frank Aurzada , Steffen Dereich

Subcritical catalytic branching random walk on d-dimensional lattice is studied. New theorems concerning the asymptotic behavior of distributions of local particles numbers are established. To prove the results different approaches are used…

Probability · Mathematics 2013-10-29 Ekaterina Vl. Bulinskaya

We study an extension of the so-called defective Galton-Watson processes obtained by allowing the offspring distribution to change over the generations. Thus, in these processes, the individuals reproduce independently of the others and in…

Probability · Mathematics 2021-10-01 Götz Kersting , Carmen Minuesa

In this work, we study asymptotics of multitype Galton-Watson trees with finitely many types. We consider critical and irreducible offspring distributions such that they belong to the domain of attraction of a stable law, where the…

Probability · Mathematics 2016-07-20 Gabriel Berzunza

The main results in this paper concern large deviations for families of non-Gaussian processes obtained as suitable perturbations of continuous centered multivariate Gaussian processes which satisfy a large deviation principle. We present…

Probability · Mathematics 2023-07-06 C. Macci , B. Pacchiarotti

We present a new algorithm for computing the quasi-stationary distribution of subcritical Galton--Watson branching processes. This algorithm is based on a particular discretization of a well-known functional equation that characterizes the…

Numerical Analysis · Mathematics 2020-01-27 Sophie Hautphenne , Stefano Massei

We consider a Galton-Watson process with immigration $(\mathcal{Z}_n)$, with offspring probabilities $(p_i)$ and immigration probabilities $(q_i)$. In the case when $p_0=0$, $p_1\neq 0$, $q_0=0$ (that is, when $\text{essinf}…

Probability · Mathematics 2016-12-14 Nadia Sidorova

We consider critical percolation on Galton-Watson trees and prove quenched analogues of classical theorems of critical branching processes. We show that the probability critical percolation reaches depth $n$ is asymptotic to a…

Probability · Mathematics 2019-02-20 Marcus Michelen

Under the assumption that the initial population size of a Galton-Watson branching process increases to infinity, the paper studies asymptotic behavior of the population size before extinction. More specifically, we establish asymptotic…

Probability · Mathematics 2008-12-08 Vyacheslav M. Abramov

Consider N particles moving independently, each one according to a subcritical continuous-time Galton-Watson process unless it hits 0, at which time it jumps instantaneously to the position of one of the other particles chosen uniformly at…

Probability · Mathematics 2012-06-28 Amine Asselah , Pablo A. Ferrari , Pablo Groisman , Matthieu Jonckheere

We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes.…

Probability · Mathematics 2015-02-17 Andrei N. Frolov