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We prove several limit theorems that relate coalescent processes to continuous-state branching processes. Some of these theorems are stated in terms of the so-called generalized Fleming-Viot processes, which describe the evolution of a…

Probability · Mathematics 2007-05-23 Jean Bertoin , Jean-François Le Gall

This paper studies the asymptotic behaviour of the solution of a differential equation perturbed by a fast flow preserving an infinite measure. This question is related with limit theorems for non-stationary Birkhoff integrals. We…

Dynamical Systems · Mathematics 2024-08-07 Maxence Phalempin

We first derive the recurisions for integer moments of two-type continuous-state branching processes in L\'{e}vy random environments. Result shows that the $n$th moment of the process is a polynomial of the initial value of the process with…

Probability · Mathematics 2022-08-05 Shukai Chen , Xiangqi Zheng

Tackling semi-supervised learning problems with graph-based methods has become a trend in recent years since graphs can represent all kinds of data and provide a suitable framework for studying continuum limits, e.g., of differential…

Machine Learning · Computer Science 2022-02-07 Tim Roith , Leon Bungert

Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…

Numerical Analysis · Mathematics 2020-11-12 S. Baars , J. P. Viebahn , T. E. Mulder , C. Kuehn , F. W. Wubs , H. A. Dijkstra

A vast literature on convergence guarantees for gradient descent and derived methods exists at the moment. However, a simple practical situation remains unexplored: when a fixed step size is used, can we expect gradient descent to converge…

Machine Learning · Computer Science 2024-12-10 Alexandru Crăciun , Debarghya Ghoshdastidar

Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…

Probability · Mathematics 2022-01-07 Azam Imomov

We study the pathwise description of a (sub-)critical continuous-state branching process (CSBP) conditioned to be never extinct, as the solution to a stochastic differential equation driven by Brownian motion and Poisson point measures. The…

Probability · Mathematics 2012-12-24 M. C. Fittipaldi , J. Fontbona

We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We provide several criteria for existence and uniqueness of…

Probability · Mathematics 2022-03-07 Lucio Galeati , Fabian A. Harang , Avi Mayorcas

We study the speed of extinction of continuous state branching processes in a L\'evy environment, where the associated L\'evy process oscillates. Assuming that the L\'evy process satisfies the Spitzer's condition and the existence of some…

Probability · Mathematics 2021-07-26 Vincent Bansaye , Juan Carlos Pardo , Charline Smadi

We study a continuous time Mutually Catalytic Branching model on the $\mathbb{Z}^{d}$. The model describes the behavior of two different populations of particles, performing random walk on the lattice in the presence of branching, that is,…

Probability · Mathematics 2026-01-14 Alexandra Jamchi Fugenfirov , Leonid Mytnik

In this paper we consider diffusions on the half line (0, $\infty$) such that the expectation of the arrival time at the origin is uniformly bounded in the initial point. This implies that there is a well defined diffusion process starting…

Probability · Mathematics 2017-11-27 Vincent Bansaye , Pierre Collet , Servet Martinez , Sylvie Méléard , Jaime San Martin

This paper studies stochastic boundedness of trajectories of a nonvanishing stochastically perturbed stable LTI system. First, two definitions on stochastic boundedness of stochastic processes are presented, then the boundedness is analyzed…

Optimization and Control · Mathematics 2017-04-18 Peyman Azodi , Alireza Khayatian , Elham Jamalinia , Peyman Setoodeh

Consider the set of functions $f_{\theta}(x)=|\theta -x|$ on $\mathbb{R}$. Define a Markov process that starts with a point $x_0 \in \mathbb{R}$ and continues with $x_{k+1}=f_{\theta_{k+1}}(x_{k})$ with each $\theta _{k+1}$ picked from a…

Probability · Mathematics 2025-06-30 Aaron Abrams , Henry Landau , Zeph Landau , James Pommersheim , Eric Zaslow

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…

Probability · Mathematics 2007-05-23 Amaury Lambert

This paper provides an extended case study of the cutoff phenomenon for a prototypical class of nonlinear Langevin systems with a single stable state perturbed by an additive pure jump L\'evy noise of small amplitude $\varepsilon>0$, where…

Probability · Mathematics 2023-05-05 G. Barrera , Michael A. Högele , J. C. Pardo

In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…

Probability · Mathematics 2020-05-29 Wei Xu

The standard phase-ordering process is obtained by quenching a system, like the Ising model, to below the critical point. This is usually done with periodic boundary conditions to insure ergodicity breaking in the low temperature phase.…

Statistical Mechanics · Physics 2020-07-29 Annalisa Fierro , Antonio Coniglio , Marco Zannetti

By using the coupling technique, we present sufficient conditions for the exponential ergodicity of general continuous-state nonlinear branching processes in both the $L^1$-Wasserstein distance and the total variation norm, where the drift…

Probability · Mathematics 2019-09-16 Pei-Sen Li , Jian Wang

Motivated by the study of dynamics of interacting spins for infinite particle systems, we consider an infinite family of first order differential equations in a Euclidean space, parameterized by elements $x$ of a fixed countable set. We…

Functional Analysis · Mathematics 2018-04-27 Alexei Daletskii , Dmitri Finkelshtein
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