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Continuous state branching processes with immigration are studied. We are particularly concerned with the associated (non-symmetric) Dirichlet form. After observing that gamma distributions are only reversible distributions for this class…

Probability · Mathematics 2011-10-31 Kenji Handa

In this paper we study explicit strong solutions for two difference-differential fractional equations, defined via the generator of an immigration-death process, by using spectral methods. Moreover, we give a stochastic representation of…

Probability · Mathematics 2019-07-18 Giacomo Ascione , Nikolai Leonenko , Enrica Pirozzi

A $p$-jump process is a piecewise deterministic Markov process with jumps by a factor of $p$. We prove a limit theorem for such processes on the unit interval. Via duality with respect to probability generating functions, we deduce limiting…

Probability · Mathematics 2024-07-02 F. Hermann , P. Pfaffelhuber

We study a family of Crump--Mode--Jagers branching processes in random environment that explode, i.e. that grow infinitely large in finite time with positive probability. Building on recent work of the author and Iyer (``On the structure of…

Probability · Mathematics 2026-01-21 Bas Lodewijks

It is a common method for proving weak convergence of a sequence of time-homogeneous Markov processes towards a time-homogeneous Markov process first to show convergence of the corresponding infinitesimal generators and then to check some…

Probability · Mathematics 2016-07-25 Matyas Barczy , Gyula Pap

This paper introduces stochastic processes that describe the evolution of systems of particles in which particles immigrate according to a Poisson measure and split according to a self-similar fragmentation. Criteria for existence and…

Probability · Mathematics 2007-05-23 Benedicte Haas

We report some properties of heavy-tailed Sibuya-like distributions related to thinning, self-decomposability and branching processes. Extension of the thinning operation of on-negative integer-valued random variables to scaling by…

Probability · Mathematics 2022-05-03 Lev B. Klebanov , Michal Šumbera

We consider a branching particle system where each particle moves as an independent Brownian motion and breeds at a rate proportional to its distance from the origin raised to the power $p$, for $p\in[0,2)$. The asymptotic behaviour of the…

Probability · Mathematics 2014-02-24 Julien Berestycki , Éric Brunet , John W. Harris , Simon C. Harris , Matthew I. Roberts

A special type of immigration associated with measure-valued branching processes is formulated by using skew convolution semigroups. We give characterization for a general inhomogeneous skew convolution semigroup in terms of probability…

Probability · Mathematics 2007-05-23 Zeng-Hu Li

A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The extinction and explosion probabilities and the mean extinction and…

Probability · Mathematics 2018-10-09 Pei-Sen Li

We consider a stationary continuous model of random size population with non-neutral mutations using a continuous state branching process with non-homogeneous immigration. We assume the type (or mutation) of the immigrants is random given…

Probability · Mathematics 2013-07-26 Hongwei Bi , Jean-François Delmas

The branching annihilating random walk is studied on a random graph whose sites have uniform number of neighbors (z). The Monte Carlo simulations in agreement with the generalized mean-field analysis indicate that the concentration decreses…

Statistical Mechanics · Physics 2009-10-31 Gyorgy Szabo

In this paper, we consider certain linear-fractional branching processes with immigration in varying environments. For $n\ge0,$ let $Z_n$ counts the number of individuals of the $n$-th generation, which excludes the immigrant which enters…

Probability · Mathematics 2024-11-27 Baozhi Li , Hongyan Sun , Hua-Ming Wang

The purpose of this work is to describe a duality between a fragmentation associated to certain Dirichlet distributions and a natural random coagulation. The dual fragmentation and coalescent chains arising in this setting appear in the…

Probability · Mathematics 2007-05-23 Jean Bertoin , Christina Goldschmidt

Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton-Watson branching process with immigration is studied in the so-called iterated and simultaneous cases, respectively. In both…

Probability · Mathematics 2018-06-08 Matyas Barczy , Fanni K. Nedényi , Gyula Pap

This paper continues the research project launched in [Constr. Approx. (2025) https://doi.org/10.1007/s00365-023-09675-9] and aimed at studying time-inhomogeneous one-dimensional branching processes (mainly on a continuous but also on a…

Probability · Mathematics 2025-12-16 Pavel Gumenyuk , Takahiro Hasebe , José-Luis Pérez

We consider subcritical branching processes with immigration which evolve under the influence of a random environment and study the tail distribution of life periods of such processes defined as the length of the time interval between the…

Probability · Mathematics 2020-02-10 Doudou Li , Vladimir Vatutin , Mei Zhang

A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…

Probability · Mathematics 2022-10-27 Erfan Salavati

We propose a definition of branching-type stationary stochastic processes on rooted trees and related definitions of hyper-positivity for functions on the unit circle and functions on the set of non-negative integers. We then obtain (1) a…

Probability · Mathematics 2019-12-13 Yanqi Qiu , Zipeng Wang

We study the genealogy of a solvable population model with $N$ particles on the real line which evolves according to a discrete-time branching process with selection. At each time step, every particle gives birth to children around $a$…

Probability · Mathematics 2019-05-21 Aser Cortines , Bastien Mallein
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