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In this paper we consider two related stochastic models. The first one is a branching system consisting of particles moving according to a Markov family in R^d and undergoing subcritical branching with a constant rate of V>0. New particles…

Probability · Mathematics 2012-11-27 Piotr Milos

We study the two-dimensional joint distribution of the first hitting time of a constant level by a continuous-state branching process with immigration and their primitive stopped at this time. We show an explicit expression of its Laplace…

Probability · Mathematics 2013-11-25 Xan Duhalde , Clément Foucart , Chunhua Ma

Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of generation sizes, we are able to include immigration in the Lamperti representation of continuous-state branching processes. We provide a…

Probability · Mathematics 2013-05-28 M. Emilia Caballero , José Luis Pérez Garmendia , Gerónimo Uribe Bravo

This paper demonstrates a new regeneration processes technology making use of positive stable distributions. We study the asymptotic behavior of branching processes with a randomly controlled migration component. Using the new method, we…

Probability · Mathematics 2007-05-23 George P. Yanev , Kosto V. Mitov , Nickolay M. Yanev

We study an iterated temporal and contemporaneous aggregation of $N$ independent copies of a strongly stationary subcritical Galton-Watson branching process with regularly varying immigration having index $\alpha \in (0, 2)$. Limits of…

Probability · Mathematics 2020-12-09 Matyas Barczy , Fanni K. Nedényi , Gyula Pap

Functional limit theorems are established for continuous-state branching processes with immigration (CBIs), where the reproduction laws have finite first moments and the immigration laws exhibit large tails. Different regimes of immigration…

Probability · Mathematics 2024-10-01 Clément Foucart , Linglong Yuan

Under a fourth order moment condition on the branching and a second order moment condition on the immigration mechanisms, we show that an appropriately scaled projection of a supercritical and irreducible continuous state and continuous…

Probability · Mathematics 2021-11-29 Matyas Barczy , Sandra Palau , Gyula Pap

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…

Probability · Mathematics 2025-09-16 George P. Yanev

We consider a supercritical Galton-Watson branching process with immigration. It is well known that under suitable conditions on the offspring and immigration distributions, there is a finite, strictly positive limit ${\mathcal{W}}$ for the…

Probability · Mathematics 2014-02-06 Weijuan Chu , Wenbo V. Li , Yan-Xia Ren

The aim of this paper is to introduce a multitype branching process with random migration following the research initiated with the Galton-Watson process with migration introduced in [Yanev & Mitov (1980) C. R. Acad. Bulg. Sci.…

Probability · Mathematics 2024-09-10 Miguel González , Pedro Martín-Chávez , Inés del Puerto

We consider a broad class of continuous-time two-type population size-dependent Markov Branching Processes. The offspring distribution can depend on the current (alive) and total (dead and alive) populations. Using stochastic approximation…

Probability · Mathematics 2023-04-04 Khushboo Agarwal , Veeraruna Kavitha

We consider the setting of either a general non-local branching particle process or a general non-local superprocess, in both cases, with and without immigration. Under the assumption that the mean semigroup has a Perron-Frobenious type…

Probability · Mathematics 2024-07-09 Emma Horton , Andreas E. Kyprianou , Pedro Martín-Chávez , Ellen Powell , Victor Rivero

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

We study a genealogical model for continuous-state branching processes with immigration with a (sub)critical branching mechanism. This model allows the immigrants to be on the same line of descent. The corresponding family tree is an…

Probability · Mathematics 2008-02-13 Thomas Duquesne

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

Continuous-state branching processes (CSBPs) with immigration (CBIs), stopped on hitting zero, are generalized by allowing the process governing immigration to be any L\'evy process without negative jumps. Unlike the CBIs, these newly…

Probability · Mathematics 2022-07-06 Matija Vidmar

We present a progress report for studies on maxima related to offspring in branching processes. We summarize and discuss the findings on the subject that appeared in the last ten years. Some of the results are refined and illustrated with…

Probability · Mathematics 2007-05-23 George P. Yanev

We consider a branching system consisting of particles moving according to a Markov family in $\Rd$ and undergoing subcritical branching with a constant rate $V>0$. New particles immigrate to the system according to homogeneous space-time…

Probability · Mathematics 2009-11-04 Piotr Milos

In this paper the asymptotic behavior of a critical multi-type branching process with immigration is described when the offspring mean matrix is irreducible, in other words, when the process is indecomposable. It is proved that sequences of…

Probability · Mathematics 2014-01-16 Tivadar Danka , Gyula Pap

We derive a complete left-tail asymptotic series for the density of the {\it martingale limit} of a Galton-Watson process with immigration. We show that the series converges everywhere, not only for small arguments. This is the first…

Probability · Mathematics 2025-06-05 Anton A Kutsenko