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Let $N(t)$ be the collection of particles alive at time $t$ in a branching Brownian motion in $\mathbb{R}^d$, and for $u\in N(t)$, let $\mathbf{X}_u(t)$ be the position of particle $u$ at time $t$. For $\theta\in \mathbb{R}^d$, we define…

概率论 · 数学 2023-10-31 Haojie Hou , Yan-Xia Ren , Renming Song

We study the asymptotics of the $k$-regular self-similar fragmentation process. For $\alpha > 0$ and an integer $k \geq 2$, this is the Markov process $(I_t)_{t \geq 0}$ in which each $I_t$ is a union of open subsets of $[0,1)$, and…

Statistically self-similar measures on $[0,1]$ are limit of multiplicative cascades of random weights distributed on the $b$-adic subintervals of $[0,1]$. These weights are i.i.d, positive, and of expectation $1/b$. We extend these cascades…

概率论 · 数学 2009-02-18 Julien Barral , Benoit Mandelbrot

Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of…

概率论 · 数学 2016-11-01 Zhi-Qiang Gao , Quansheng Liu

The quasi-likelihood estimator and the Bayesian type estimator of the volatility parameter are in general asymptotically mixed normal. In case the limit is normal, the asymptotic expansion was derived in Yoshida (1997) as an application of…

统计理论 · 数学 2013-01-04 Nakahiro Yoshida

The subject of this paper is a fragmentation equation with nonconservative solutions, some mass being lost to a dust of zero-mass particles as a consequence of an intensive splitting. Under some assumptions of regular variation on the…

概率论 · 数学 2016-08-14 Bénédicte Haas

The self-similar growth-fragmentation equation describes the evolution of a medium in which particles grow and divide as time proceeds, with the growth and splitting of each particle depending only upon its size. The critical case of the…

概率论 · 数学 2021-01-22 Jean Bertoin , Alexander R. Watson

For a subcritical Galton-Watson process $(\zeta_n)$, it is well known that under an $X \log X$ condition, the quotient $P(\zeta_n > 0)/ E\zeta_n$ has a finite positive limit. There is an analogous result for a (one-dimensional)…

概率论 · 数学 2007-05-23 Jean Bertoin , Alain Rouault

We provide the exact large-time behavior of the tail distribution of the extinction time of a self-similar fragmentation process with a negative index of self-similarity, improving thus a previous result on the logarithmic asymptotic…

概率论 · 数学 2021-11-16 Bénédicte Haas

We study a self-similar fragmentation process with dislocation measure $\nu$ and self-similarity index $\alpha > 0$. Let $e^{-m_t}$ denote the size of the largest fragment at time $t \geq 0$. For dislocation measures satisfying a regularity…

概率论 · 数学 2026-03-12 Piotr Dyszewski , Samuel G. G. Johnston , Sandra Palau , Joscha Prochno

Growth-fragmentation processes model systems of cells that grow continuously over time and then fragment into smaller pieces. Typically, on average, the number of cells in the system exhibits asynchronous exponential growth and, upon…

概率论 · 数学 2023-06-08 Emma Horton , Alexander R. Watson

The goal of the present paper is to explore the long-time behavior of the growth-fragmentation equation formulated in the case of equal mitosis and variability in growth rate, under fairly general assumptions on the coefficients. The first…

偏微分方程分析 · 数学 2025-03-10 Anaïs Rat , Magali Tournus

A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ which should be thought of as a multi-type L\'evy process: the second component $J$ is a Markov chain on a finite space $\{1,\ldots,K\}$, and…

概率论 · 数学 2018-10-04 Robin Stephenson

We establish necessary and sufficient conditions for convergence (in the sense of finite dimensional distributions) of multiplicative measures on the set of partitions. We show that this convergence is equivalent to asymptotic independence…

概率论 · 数学 2012-02-28 Boris L. Granovsky

Some, but not all processes of the form $M_t=\exp(-\xi_t)$ for a pure-jump subordinator $\xi$ with Laplace exponent $\Phi$ arise as residual mass processes of particle 1 (tagged particle) in Bertoin's partition-valued exchangeable…

概率论 · 数学 2015-11-18 Jim Pitman , Matthias Winkel

We are concerned with the long-time behavior of the growth-fragmentation equation. We prove fine estimates on the principal eigenfunctions of the growth-fragmentation operator, giving their first-order behavior close to 0 and $+\infty$.…

偏微分方程分析 · 数学 2019-02-28 Daniel Balagué , José Cañizo , Pierre Gabriel

We study a Markovian model for the random fragmentation of an object. At each time, the state consists of a collection of blocks. Each block waits an exponential amount of time with parameter given by its size to some power $\alpha$,…

概率论 · 数学 2016-08-11 Christina Goldschmidt , Bénédicte Haas

We are interested in the cycles obtained by slicing at all heights random Boltzmann triangulations with a simple boundary. We establish a functional invariance principle for the lengths of these cycles, appropriately rescaled, as the size…

概率论 · 数学 2018-02-19 Jean Bertoin , Nicolas Curien , Igor Kortchemski

We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes. Under very weak assumptions on the driven noise of the process, namely conditional pair-wise independence…

概率论 · 数学 2009-06-29 Bernard Bercu , Benoite de Saporta , Anne Gegout-Petit

The main focus of this work is the asymptotic behavior of mass-conservative homogeneous fragmentations. Considering the logarithm of masses makes the situation reminiscent of branching random walks. The standard approach is to study {\bf…

概率论 · 数学 2010-09-30 Nathalie Krell , Alain Rouault