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We investigate the fluctuations of cumulative density of particles in the asymmetric simple exclusion process with respect to the stationary distribution (also known as the steady state), as a stochastic process indexed by $[0,1]$. In three…

Probability · Mathematics 2019-12-30 Włodzimierz Bryc , Yizao Wang

We obtain sharp asymptotic estimates for hitting probabilities of a critical branching Brownian motion in one dimension with killing at 0 We also obtain sharp asymptotic formulas for the tail probabilities of the number of particles killed…

Probability · Mathematics 2015-08-12 Steven P. Lalley , Bowei Zheng

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…

Probability · Mathematics 2013-09-06 Amarjit Budhiraja , Dominik Reinhold

We study the thick points of branching Brownian motion and branching random walk with a critical branching mechanism, focusing on the critical dimension $d = 4$. We determine the exponent governing the probability to hit a small ball with…

Probability · Mathematics 2025-12-01 Nathanaël Berestycki , Tom Hutchcroft , Antoine Jego

We prove stable convergence of conditional least squares estimators of drift parameters for supercritical continuous state and continuous time branching processes with immigration based on discrete time observations.

Probability · Mathematics 2025-09-16 Matyas Barczy

We characterise all the quasi-stationary distributions and the Q-process associated with a continuous state branching process that explodes in finite time. We also provide a rescaling for the continuous state branching process conditioned…

Probability · Mathematics 2013-10-17 Cyril Labbé

The logarithmic correction for the order of the maximum of a two-type reducible branching Brownian motion on the real line exhibits a double jump when the parameters (the ratio of the diffusion coefficients of the two types of particles,…

Probability · Mathematics 2024-09-05 Heng Ma , Yan-Xia Ren

We consider a branching process with Poissonian immigration where individuals have inheritable types. At rate theta, new individuals singly enter the total population and start a new population which evolves like a supercritical,…

Probability · Mathematics 2010-12-02 Mathieu Richard

Using Foster-Lyapunov techniques we establish new conditions on non-extinction, non-explosion, coming down from infinity and staying infinite, respectively, for the general continuous-state nonlinear branching processes introduced in Li et…

Probability · Mathematics 2020-11-13 Shaojuan Ma , Xu Yang , Xiaowen Zhou

We introduce a growth process which samples sections of uniform infinite causal triangulations by elementary moves in which a single triangle is added. A relation to a random walk on the integer half line is shown. This relation is used to…

Mathematical Physics · Physics 2013-02-06 V. Sisko , A. Yambartsev , S. Zohren

We focus on the partial sum $S_{n}=X_{1}+\cdots+X_{n}$ of the critical branching process with immigration $\{X_{n}\}$, when the offspring $\xi$ is regularly varying with index $\nu+1$ and the immigration $\eta$ is regularly varying with…

Probability · Mathematics 2025-10-28 Jiayan Guo , Wenming Hong

A system manager dynamically controls a diffusion process Z that lives in a finite interval [0,b]. Control takes the form of a negative drift rate \theta that is chosen from a fixed set A of available values. The controlled process evolves…

Probability · Mathematics 2007-05-23 Bar Ata , J. M. Harrison , L. A. Shepp

Fractional Brownian motion is a non-Markovian Gaussian process $X_t$, indexed by the Hurst exponent $H$. It generalises standard Brownian motion (corresponding to $H=1/2$). We study the probability distribution of the maximum $m$ of the…

Statistical Mechanics · Physics 2015-11-25 Mathieu Delorme , Kay Joerg Wiese

We extend the results of Arguin et al and A\"\i{}d\'ekon et al on the convergence of the extremal process of branching Brownian motion by adding an extra dimension that encodes the "location" of the particle in the underlying Galton-Watson…

Probability · Mathematics 2016-09-22 Anton Bovier , Lisa Hartung

When the unconditioned process is a diffusion submitted to a space-dependent killing rate $k(\vec x)$, various conditioning constraints can be imposed for a finite time horizon $T$. We first analyze the conditioned process when one imposes…

Statistical Mechanics · Physics 2022-09-01 Alain Mazzolo , Cécile Monthus

In this work, we study asymptotics of the genealogy of Galton-Watson processes. Thus we consider a offspring distribution such that the rescaled Galton-Watson processes converges to a continuous state branching process (CSBP) with jumps.…

Probability · Mathematics 2017-06-20 Ibrahima Drame , Etienne Pardoux

Kinetic equations, which explicitly take into account the branching nature of sandpile avalanches, are derived. The dynamics of the sandpile model is described by the generating functions of a branching process. Having used the results…

Condensed Matter · Physics 2009-10-28 E. V. Ivashkevich

Given a supercritical branching random walk $\{Z_n\}_{n\geq 0}$ on $\mathbb{R}$, let $Z_n([y,\infty))$ be the number of particles located in $[y,\infty)\subset\mathbb{R}$ at generation $n$. Let $m$ be the mean of the offspring law of…

Probability · Mathematics 2024-02-07 Shuxiong Zhang , Lianghui Luo

In this paper, we study the phenomenon of coming down from infinity for subcritical cooperative branching processes with pairwise interactions (BPI processes) under suitable conditions. BPI processes are continuous-time Markov chains that…

Probability · Mathematics 2026-05-22 Gabriel Berzunza Ojeda , Juan Carlos Pardo

We consider an individual-based spatially structured population for Darwinian evolution in an asexual population. The individuals move randomly on a bounded continuous space according to a reflected brownian motion. The dynamics involves…

Probability · Mathematics 2015-09-08 Helene Leman
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