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We consider the time evolution of the supercritical Galton-Watson model of branching particles with extra parameter (mass). In the moment of the division the mass of the particle (which is growing linearly after the birth) is divided in…

概率论 · 数学 2018-08-20 Gregory Derfel , Yaqin Feng , Stanislav Molchanov

1 Sharp prediction of extinction times is needed in biodiversity monitoring and conservation management. 2 The Galton-Watson process is a classical stochastic model for describing population dynamics. Its evolution is like the matrix…

应用统计 · 统计学 2019-01-29 B Cloez , T Daufresne , M Kerioui , B Fontez

We investigate Galton--Watson processes in varying environment, for which $\bar f_n \uparrow 1$ and $\sum_{n=1}^\infty (1-\bar f_n) = \infty$, where $\bar f_n$ stands for the offspring mean in generation $n$. Since the process dies out…

概率论 · 数学 2022-10-27 Péter Kevei , Kata Kubatovics

We consider a supercritical Galton-Watson process $Z_n$ whose offspring distribution has mean $m>1$ and is bounded by some $d\in \{2,3,\ldots\}$. As well-known, the associated martingale $W_n=Z_n/m^n$ converges a.s. to some nonnegative…

概率论 · 数学 2024-01-12 John Fernley , Emmanuel Jacob

We give a unified treatment of the limit, as the size tends to infinity, of simply generated random trees, including both the well-known result in the standard case of critical Galton--Watson trees and similar but less well-known results in…

概率论 · 数学 2011-12-05 Svante Janson

We consider the problem of finding optimal strategies that maximize the average growth-rate of multiplicative stochastic processes. For a geometric Brownian motion the problem is solved through the so-called Kelly criterion, according to…

投资组合管理 · 定量金融 2016-08-31 Francesco Caravelli , Lorenzo Sindoni , Fabio Caccioli , Cozmin Ududec

In this paper the asymptotic behaviour of a critical 2-type Galton-Watson process with immigration is described when its offspring mean matrix is reducible, in other words, when the process is decomposable. It is proved that, under second…

概率论 · 数学 2023-11-21 Matyas Barczy , Dániel Bezdány , Gyula Pap

We consider an observed subcritical Galton Watson process $\{Y_n,\ n\in \mathbb{Z} \}$ with correlated stationary immigration process $\{\epsilon_n,\ n\in \mathbb{Z} \}$. Two situations are presented. The first one is when…

统计理论 · 数学 2025-02-21 Yacouba Boubacar Mainassara , Landy Rabehasaina

We construct two kinds of stochastic flows of discrete Galton-Watson branching processes. Some scaling limit theorems for the flows are proved, which lead to local and nonlocal branching superprocesses over the positive half line.

概率论 · 数学 2012-04-06 Hui He , Rugang Ma

In this addendum we extend Theorem 4.6 on the negative binomial distribution in `Bounds for survival probabilities in supercritical Galton-Watson processes and applications to population genetics' (Journal of Mathematical Biology 92:40,…

概率论 · 数学 2026-04-07 Reinhard Bürger

We define a model of Galton Watson processes in dynamical environments where the environment evolves according to a dynamical system (X, T). Three behaviours are possible: uniformly subcritical, critical, and uniformly supercritical. We…

动力系统 · 数学 2024-10-28 Thomas Morand

Let $(Z_n)$ be a supercritical branching process with immigration in a random environment. The small positive values and some lower deviation inequalities for $Z$ are investigated. Based on these results, the central limit theorem of $\log…

概率论 · 数学 2024-06-28 Yinxuan Zhao , Mei Zhang

In this short note we obtain necessary and sufficient conditions for the existence of the moments of the stationary distribution of a subcritical multitype Galton-Watson process with immigration.

概率论 · 数学 2020-02-21 Péter Kevei , Péter Wiandt

We prove new multiplicity results for some elliptic problems with critical exponential growth. More specifically, we show that the problems considered here have arbitrarily many solutions for all sufficiently large values of a certain…

偏微分方程分析 · 数学 2024-01-30 Kanishka Perera

Our principal aim is to observe the Markov discrete-time process of population growth with long-living trajectory. First we study asymptotical decay of generating function of Galton-Watson process for all cases as the Basic Lemma.…

概率论 · 数学 2020-04-21 Azam A. Imomov

We investigate the inhomogeneous Galton--Watson processes with immigration, where $\rho_n$ the offspring means in the $n^\textrm{th}$ generation tends to 1. We show that if the second derivatives of the offspring generating functions go to…

概率论 · 数学 2012-06-19 Peter Kevei

We prove a general fluctuation limit theorem for Galton-Watson branching processes with immigration. The limit is a time-inhomogeneous OU type process driven by a spectrally positive Levy process. As applications of this result, we obtain…

概率论 · 数学 2009-09-12 Chunhua Ma

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,…

概率论 · 数学 2010-12-02 Mathieu Richard

Motivated by tumor growth models we establish conditions for the $R-$positivity of Markov processes and positive matrices. We then apply them to obtain the asymptotic behavior of the tumors sizes in the supercritical regime.

概率论 · 数学 2020-01-08 Analía Ferrari , Pablo Groisman , Krishnamurthi Ravishankar

By introducing a new measure for the infinite Galton-Watson process and providing estimates for (discrete) Green's functions on trees, we establish the asymptotic behavior of the capacity of critical branching random walks: in high…

概率论 · 数学 2022-04-12 Tianyi Bai , Yijun Wan