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相关论文: Asymptotic behaviour of the S-stopped branching pr…

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In this paper starting process with the infinite number of types of particles \mu(t) generate stopped branching process \xi(t), if by falling of the first one into the non empty set S process stops. Here we consider the generating…

统计理论 · 数学 2011-08-09 Ostap Okhrin

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…

概率论 · 数学 2018-10-09 Pei-Sen Li

The asymptotic behavior, as $n\rightarrow \infty $ of the conditional distribution of the number of particles in a decomposable critical branching process $\mathbf{Z}% (m)=(Z_{1}(m),...,Z_{N}(m)),$ with $N$ types of particles at moment…

概率论 · 数学 2015-09-03 V. A. Vatutin , E. E. Dyakonova

In this note, we study the asymptotic behaviour near extinction of (sub-) critical continuous state branching processes. In particular, we establish an analogue of Khintchin's law of the iterated logarithm near extinction time for a…

概率论 · 数学 2013-08-05 Juan Carlos Pardo , Gabriel Berzunza

Let $T$ be the extinction moment of a critical branching process $Z=(Z_{n},n\geq 0) $ in a random environment specified by iid probability generating functions. We study the asymptotic behavior of the probability of extinction of the…

概率论 · 数学 2008-09-08 V. A. Vatutin V. Wachtel

We study the asymptotic behaviour of the survival probability of a multitype branching process in random environment. The class of processes we consider here corresponds, in the one-dimensional situation, to the strongly subcritical case.…

概率论 · 数学 2017-11-21 Vladimir Vatutin , Vitali Wachtel

The asymptotic behavior, as $n\rightarrow \infty $ of the probability of the event that a decomposable critical branching process $\mathbf{Z}(m)=(Z_{1}(m),...,Z_{N}(m)),$ $m=0,1,2,...,$ with $N$ types of particles dies at moment $n$ is…

概率论 · 数学 2015-04-21 Vladimir Vatutin , Elena Dyakonova

We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours…

概率论 · 数学 2016-06-17 Sandra Palau , Juan Carlos Pardo

We study the asymptotic behaviour of the survival probability of a multi-type branching processes in random environment. The class of processes we consider corresponds, in the one-dimensional situation, to the intermediately subcritical…

概率论 · 数学 2019-04-01 Vladimir Vatutin , Elena Dyakonova

Under mild non-degeneracy assumptions on branching rates in each generation, we provide a criterion for almost-sure extinction of a multi-type branching process with time-dependent branching rates. We also provide a criterion for the total…

概率论 · 数学 2018-11-22 Dmitry Dolgopyat , Pratima Hebbar , Leonid Koralov , Mark Perlman

We consider a branching random walk in a random space-time environment of disasters where each particle is killed when meeting a disaster. This extends the model of the "random walk in a disastrous random environment" introduced by [15]. We…

概率论 · 数学 2017-09-13 Nina Gantert , Stefan Junk

The subcritical Markov branching process X(t) starting with one particle as the initial condition has the ultimate extinction probability q = 1. The branching mechanism in consideration is defined by the mixture of logarithmic distributions…

概率论 · 数学 2023-12-06 Penka Mayster , Assen Tchorbadjieff

Let ${Z_{n},n\geq 0} $ be a critical branching process in random environment and let $T$ be its moment of extinction. Under the annealed approach we prove, as $n\to \infty ,$ a limit theorem for the number of particles in the process at…

概率论 · 数学 2010-11-19 C. Boeinghoff , E. E. Dyakonova , G. Kersting , V. A. Vatutin

We introduce the concept of asymptotic period for an irreducible and aperiodic, discrete-time Markov chain X on a countable state space, and develop the theory leading to its formal definition. The asymptotic period of X equals one - its…

概率论 · 数学 2019-03-05 Erik A. van Doorn

In this manuscript, we continue with the systematic study of the speed of extinction of continuous state branching processes in L\'evy environments under more general branching mechanisms. Here, we deal with the weakly subcritical regime…

概率论 · 数学 2023-02-20 Natalia Cardona-Tobón , Juan Carlos Pardo

We consider a critical bisexual branching process in a random environment generated by independent and identically distributed random variables. Assuming that the process starts with a large number of pairs $N$, we prove that its extinction…

概率论 · 数学 2024-11-13 A. P. Zhiyanov , A. V. Shklyaev

A curious connection exists between the theory of optimal stopping for independent random variables, and branching processes. In particular, for the branching process $Z_n$ with offspring distribution $Y$, there exists a random variable $X$…

概率论 · 数学 2007-05-23 David Assaf , Larry Goldstein , Ester Samuel-Cahn

Conditions for almost sure extinction are studied in discrete time branching processes with an infinite number of types. It is not assumed that the expected number of children is a bounded function of the parent's type. There might also be…

概率论 · 数学 2007-05-23 G. T. Tetzlaff

A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…

We consider a branching stable process with positive jumps, i.e. a continuous-time branching process in which the particles evolve independently as stable L{\'e}vy processes with positive jumps. Assuming the branching mechanism is critical…

概率论 · 数学 2021-09-13 Christophe Profeta
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