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Related papers: The Feller diffusion as the limit of a coalescent …

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Consider the diffusion process defined by the forward equation $u_t(t, x) = \tfrac{1}{2}\{x u(t, x)\}_{xx} - \alpha \{x u(t, x)\}_{x}$ for $t, x \ge 0$ and $-\infty < \alpha < \infty$, with an initial condition $u(0, x) = \delta(x - x_0)$.…

Probability · Mathematics 2023-09-13 Conrad J. Burden , Robert C. Griffiths

We examine the distributional properties of a Feller diffusion $(X(\tau))_{\tau \in [0, t]}$ conditioned on the current population $X(t)$ having a single ancestor at time zero. The approach is novel and is based on an interpretation of…

Probability · Mathematics 2025-09-24 Conrad J. Burden , Robert C. Griffiths

We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…

Probability · Mathematics 2024-06-10 Paul Chleboun , Simon Gabriel , Stefan Grosskinsky

We consider individuals of two species distributed over m patches, each with a hosting capacity $d_i N$ , where $d_i \in (0, 1]$. We assume that all the patches are linked by the dispersal of individuals. This work examines how the…

Probability · Mathematics 2026-01-28 Benoît Henry , Céline Wang

The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that…

Mathematical Physics · Physics 2015-06-11 Jaume Masoliver , Josep Perelló

We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…

Probability · Mathematics 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel

Branching processes form an important family of stochastic processes that have been successfully applied in many fields. In this paper, we focus our attention on controlled multi-type branching processes (CMBPs). A Feller-type diffusion…

Probability · Mathematics 2024-05-13 Matyas Barczy , Miguel González , Pedro Martín-Chávez , Inés del Puerto

In this article, we focus on Bienaym\'e-Galton-Watson processes with linear-fractional offspring distributions. At a fixed generation, we consider a sample of the individuals alive, drawn in two different ways: either through Bernoulli…

Probability · Mathematics 2025-06-24 Natalia Cardona-Tobón , Sandra Palau

We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…

Statistical Mechanics · Physics 2016-02-17 Jaume Masoliver

In this note we prove the strong Feller property of a strong Markov quasi diffusion process corresponding to an elliptic operator with merely bounded measurable coefficients. We also prove H\"older continuity of harmonic functions…

Probability · Mathematics 2020-01-28 Timur Yastrzhembskiy

We explore the effect of stochastic resetting on the first-passage properties of Feller process. The Feller process can be envisioned as space-dependent diffusion, with diffusion coefficient $D(x)=x$, in a potential…

Statistical Mechanics · Physics 2022-09-27 Somrita Ray

Widely used models in genetics include the Wright-Fisher diffusion and its moment dual, Kingman's coalescent. Each has a multilocus extension but under neither extension is the sampling distribution available in closed-form, and their…

Probability · Mathematics 2015-06-24 Paul A. Jenkins , Paul Fearnhead , Yun S. Song

In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to $- \infty$ at the origin, and the diffusion to have an entrance boundary at $+\infty$. These…

We modify the definition of Aldous' multiplicative coalescent process and introduce the multiplicative coalescent with linear deletion (MCLD). A state of this process is a square-summable decreasing sequence of cluster sizes. Pairs of…

Probability · Mathematics 2018-03-22 Balazs Rath

The classical model for the genealogies of a neutrally evolving population in a fixed environment is due to Kingman. Kingman's coalescent process, which produces a binary tree, universally emerges from many microscopic models in which the…

Populations and Evolution · Quantitative Biology 2023-12-05 Ethan Levien

We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…

Probability · Mathematics 2025-07-21 Simon Gabriel

We consider the behavior of extremal particles in $K$-symmetric exclusion on $\mathbb{Z}$ when the process starts from certain infinite-particle step configurations where there are no particles to the right of a maximal one. In such a…

Probability · Mathematics 2025-06-17 Michael Conroy , Adrián González Casanova , Sunder Sethuraman

We introduce a Poissonization method to study the coalescent structure of uniform samples from branching processes. This method relies on the simple observation that a uniform sample of size $k$ taken from a random set with positive…

Probability · Mathematics 2021-06-24 Samuel G. G. Johnston , Amaury Lambert

We compute exact values respectively bounds of "distances" - in the sense of (transforms of) power divergences and relative entropy - between two discrete-time Galton-Watson branching processes with immigration GWI for which the offspring…

Probability · Mathematics 2022-10-21 Niels B. Kammerer , Wolfgang Stummer

We establish a complete picture of condensation in the inclusion process in the thermodynamic limit with vanishing diffusion, covering all scaling regimes of the diffusion parameter and including large deviation results for the maximum…

Probability · Mathematics 2021-07-21 Watthanan Jatuviriyapornchai , Paul Chleboun , Stefan Grosskinsky
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