Related papers: Boundary behavior of continuous-state interacting …
The boundary behavior of continuous-state branching processes with quadratic competition is studied in whole generality. We first observe that despite competition, explosion can occur for certain branching mechanisms. We obtain a necessary…
To better understand how populations respond to dynamic external pressure, we propose a new diffusion model in the moving half-line {z $\ge$ b(t)}, where the boundary position b(t) is a given nondecreasing function of time. A Robin boundary…
A Galton-Watson branching process with immigration evolving in a random environment is considered. Its associated random walk is assumed to be oscillating. We prove a functional limit theorem in which the process under consideration is…
In this paper we study approximations for boundary crossing probabilities for the moving sums of i.i.d. normal random variables. We propose approximating a discrete time problem with a continuous time problem allowing us to apply developed…
We construct marked Gibbs point processes in $\mathbb{R}^d$ under quite general assumptions. Firstly, we allow for interaction functionals that may be unbounded and whose range is not assumed to be uniformly bounded. Indeed, our typical…
We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…
We perform direct numerical simulations of shock-wave/boundary-layer interactions (SBLI) at Mach number M = 1.7 to investigate the influence of the state of the incoming boundary layer on the interaction properties. We reproduce and extend…
Multi-type inhomogeneous Galton--Watson process with immigration is investigated, where the offspring mean matrix slowly converges to a critical mean matrix. Under general conditions we obtain limit distribution for the process, where the…
We establish recurrence and transience criteria for critical branching processes in random environment with immigration. These results are then applied to discuss recurrence and transience of a recurrent random walk in a random environment…
Let $\{Z_n^i = (Z_n^i(r))_{1 \le r \le d}: n \ge 0\}$ be a supercritical $d$-type branching process in an i.i.d. environment $\xi = (\xi_0, \xi_1, \dots)$, starting from a single particle of type $i$. The offspring distribution at…
The objective of this article is to create a framework to study asymptotic equilibria in human populations with a special focus on immigration. We present a new model, based on Resource Dependent Branching Processes, which is now broad…
We study a symmetric randomly moving line interacting by exclusion with a wall. We show that the expectation of the position of the line at the origin when it starts attached to the wall satisfies the following bounds: c_1t^{1/4}…
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…
The contact process is a stochastic process which exhibits a continuous, absorbing-state phase transition in the Directed Percolation (DP) universality class. In this work, we consider a contact process with a bias in conjunction with an…
This paper deals into the long-term behavior of subordinated critical branching processes with migration. We focus on scenarios where emigration is the dominant factor and introduce additional randomness in timing through a subordination…
We introduce a class of one-dimensional positive Markov processes generalizing continuous-state branching processes (CBs), by taking into account a phenomenon of random collisions. Besides branching, characterized by a general mechanism…
We consider a continuous-time symmetric branching random walk on multidimensional lattices with immigration and infinite number of initial particles. We assume that at every lattice point a process of birth and death of particles is…
Near critical catalyst-reactant branching processes with controlled immigration are studied. The reactant population evolves according to a branching process whose branching rate is proportional to the total mass of the catalyst. The bulk…
In branching diffusions with immigration (BDI), particles travel on independent diffusion paths in $\mathbb{R}^d$, branch at position-dependent rates and leave offspring -- randomly scattered around the parent's death position -- according…
The existence and search for thermodynamic phase transitions is of unfading interest. In this paper, we present numerical evidence of dynamical phase transitions occurring in boundary driven systems with a constrained integrated current. It…