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Related papers: Branching processes with immigration and related t…

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Branching-stable processes have recently appeared as counterparts of stable subordinators, when addition of real variables is replaced by branching mechanism for point processes. Here, we are interested in their domains of attraction and…

Probability · Mathematics 2021-11-02 Jean Bertoin , Hairuo Yang

In this paper, we firstly give a reconstruction for Crump-Mode-Jagers processes with immigration as solutions to a class of stochastic Volterra integral equations, which offers us a new insight for the evolution dynamics of age-dependent…

Probability · Mathematics 2018-11-22 Wei Xu

In this paper we extend two limit theorems which were recently obtained for fragmentation processes to such processes with immigration. More precisely, in the setting with immigration we consider a limit theorem for the process counted with…

Probability · Mathematics 2012-04-24 Robert Knobloch

Our motivation comes from the large population approximation of individual based models in population dynamics and population genetics. We propose a general method to investigate scaling limits of finite dimensional population size Markov…

Probability · Mathematics 2018-11-07 Vincent Bansaye , Maria-Emilia Caballero , Sylvie Méléard

We give constructions of age-structured branching processes without or with immigration as pathwise unique solutions to stochastic integral equations. A necessary and sufficient condition for the ergodicity of the model with immigration is…

Probability · Mathematics 2020-12-15 Lina Ji , Zenghu Li

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

The paper has four goals. First, we want to generalize the classical concept of the branching property so that it becomes applicable for historical and genealogical processes (using the coding of genealogies by ($V$-marked) ultrametric…

Probability · Mathematics 2020-05-06 Andreas Greven , Thomas Rippl , Patric Karl Glöde

In this paper, a critical Galton-Watson branching process with immigration $Z_{n}$ is studied. We first obtain the convergence rate of the harmonic moment of $Z_{n}$. Then the large deviation of $S_{Z_n}:=\sum_{i=1}^{Z_n} X_i$ is obtained,…

Probability · Mathematics 2020-04-21 Doudou Li , Mei Zhang

The current paper focuses on studying the impact of immigration with an infinite mean, driven by a discrete-stable compound Poisson process, when it is entering the branching environment with infinite variance of reproduction. Our goal is…

Probability · Mathematics 2025-04-01 Maroussia Slavtchova-Bojkova , Penka Mayster

These lecture notes present some new concentration inequalities for Feynman-Kac particle processes. We analyze different types of stochastic particle models, including particle profile occupation measures, genealogical tree based evolution…

Numerical Analysis · Mathematics 2011-07-13 Pierre Del Moral , Peng Hu , Liming Wu

First we give a construction of bridges derived from a general Markov process using only its transition densities. We give sufficient conditions for their existence and uniqueness (in law). Then we prove that the law of the radial part of…

Probability · Mathematics 2007-05-23 Matyas Barczy , Gyula Pap

Consider the Markov process taking values in the partitions of N such that each pair of blocks merges at rate one, and each integer is eroded, i.e., becomes a singleton block, at rate d. This is a special case of exchangeable…

Probability · Mathematics 2019-07-15 Félix Foutel-Rodier , Amaury Lambert , Emmanuel Schertzer

Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the…

Computation · Statistics 2015-03-10 Jason Xu , Vladimir N. Minin

Many fractional processes can be represented as an integral over a family of Ornstein-Uhlenbeck processes. This representation naturally lends itself to numerical discretizations, which are shown in this paper to have strong convergence…

Mathematical Finance · Quantitative Finance 2020-08-06 Philipp Harms

Coalescents with multiple collisions (also called Lambda-coalescents or simple exchangeable coalescents) are used as models of genealogies. We study a new class of Markovian coalescent processes connected to a population model with…

Probability · Mathematics 2011-03-02 Clément Foucart

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 a growing planar network where a tip grows at constant speed, branches at constant rate and inactivates when it meets a branch already created. We only consider here orthogonal branching occurring always in the same direction.…

Probability · Mathematics 2026-04-22 Vincent Bansaye , Gael Raoul , Milica Tomasevic

An emerging area of research is the study of macroscale migration patterns as a network of nodes that represent places (e.g., countries, cities, and rural areas) and edges that encode migration ties that connect those places. In this…

Social and Information Networks · Computer Science 2020-05-28 Valentin Danchev , Mason A. Porter

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

Probability · Mathematics 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in…

Probability · Mathematics 2018-07-30 Michael A. Kouritzin , Khoa Lê , Deniz Sezer
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