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We consider a critical continuous-time branching process (a Yule process) in which the individuals independently execute symmetric $\alpha-$stable random motions on the real line starting at their birth points. Because the branching process…

概率论 · 数学 2013-07-16 Steven P. Lalley , Yuan Shao

Let $p \in (0, \infty)$ be a constant and let $\{\xi_n\} \subset L^p(\Omega, {\mathcal F}, \P)$ be a sequence of random variables. For any integers $m, n \ge 0$, denote $S_{m, n} = \sum_{k=m}^{m + n} \xi_k$. It is proved that, if there…

概率论 · 数学 2010-12-21 Erkan Nane , Yimin Xiao , Aklilu Zeleke

Let (Z n) n$\ge$0 with Z n = (Z n (i, j)) 1$\le$i,j$\le$p be a p multi-type critical branching process in random environment, and let M n be the expectation of Z n given a fixed environment. We prove theorems on convergence in distribution…

概率论 · 数学 2021-10-27 E. Le Page , M. Peigné , C. Pham

We consider the setting of either a general non-local branching particle process or a general non-local superprocess, in both cases, with and without immigration. Under the assumption that the mean semigroup has a Perron-Frobenious type…

For a Markov semigroup $P_t$ with invariant probability measure $\mu$, a constant $\ll>0$ is called a lower bound of the ultra-exponential convergence rate of $P_t$ to $\mu$, if there exists a constant $C\in (0,\infty)$ such that $$…

概率论 · 数学 2014-10-14 Feng-Yu Wang

We study an iterated temporal and contemporaneous aggregation of $N$ independent copies of a strongly stationary subcritical Galton-Watson branching process with regularly varying immigration having index $\alpha \in (0, 2)$. Limits of…

概率论 · 数学 2020-12-09 Matyas Barczy , Fanni K. Nedényi , Gyula Pap

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…

概率论 · 数学 2012-10-12 Bojan Basrak , Danijel Krizmanić , Johan Segers

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

For $1<p<n$, it is well-known that non-negative, energy weak solutions to $\Delta_p u + u^{p^{\ast}-1} =0$ in $\mathbb{R}^n$ are completely classified. Moreover, due to a fundamental result by Struwe and its extensions, this classification…

偏微分方程分析 · 数学 2026-05-29 Giulio Ciraolo , Michele Gatti

In this paper we define the closure under weak convergence of the class of p-tempered {\alpha}-stable distributions. We give necessary and sufficient conditions for convergence of sequences in this class. Moreover, we show that any element…

概率论 · 数学 2013-06-11 Michael Grabchak

Let $\tau(x)$ be the first time the reflected process $Y$ of a Levy processes $X$ crosses x>0. The main aim of the paper is to investigate the asymptotic dependence of the path functionals: $Y(t) = X(t) - \inf_{0\leq s\leq t}X(s)$,…

概率论 · 数学 2013-07-01 Aleksandar Mijatovic , Martijn Pistorius

We consider subordinators $X_\alpha=(X_\alpha(t))_{t\ge 0}$ in the domain of attraction at 0 of a stable subordinator $(S_\alpha(t))_{t\ge 0}$ (where $\alpha\in(0,1)$); thus, with the property that $\overline{\Pi}_\alpha$, the tail function…

概率论 · 数学 2018-06-27 Ross Maller , Tanja Schindler

We consider a perturbed ordinary differential equation where the perturbation is only significant when a one-dimensional null recurrent diffusion is close to zero. We investigate the first order correction to the unperturbed system and…

概率论 · 数学 2015-09-17 Zsolt Pajor-Gyulai , Michael Salins

Consider a supercritical Crump--Mode--Jagers process $(\mathcal Z_t^{\varphi})_{t \geq 0}$ counted with a random characteristic $\varphi$. Nerman's celebrated law of large numbers [Z. Wahrsch. Verw. Gebiete 57, 365--395, 1981] states that,…

概率论 · 数学 2024-03-13 Alexander Iksanov , Konrad Kolesko , Matthias Meiners

In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it…

概率论 · 数学 2014-05-20 Christian Böinghoff

Consider the set of functions $f_{\theta}(x)=|\theta -x|$ on $\mathbb{R}$. Define a Markov process that starts with a point $x_0 \in \mathbb{R}$ and continues with $x_{k+1}=f_{\theta_{k+1}}(x_{k})$ with each $\theta _{k+1}$ picked from a…

概率论 · 数学 2025-06-30 Aaron Abrams , Henry Landau , Zeph Landau , James Pommersheim , Eric Zaslow

Let $\{(X_t)_{t\geq 0}, \mathbb{P}_{\delta_x}, x\in E\}$ be a supercritical branching Markov process (which is not necessary symmetric) on a locally compact metric measure space $(E,\mu)$ with spatially dependent local branching mechanism.…

概率论 · 数学 2025-12-12 Haojie Hou , Yan-Xia Ren , Renming Song

Let $(Z_n)$ be a supercritical branching process in an independent and identically distributed random environment $\xi$. We show the exact decay rate of the probability $\mathbb{P}(Z_n=j | Z_0 = k)$ as $n \to \infty$, for each $j \geq k,$…

概率论 · 数学 2016-06-15 Ion Grama , Quansheng Liu , Eric Miqueu

We show that if $(X, \mu, T)$ is a probability measure-preserving dynamical system, and $\mathscr{P}$ is a countable partition of $(X, \mu)$, then the limit $$ \lim_{n, k \to \infty} \mathbb{E} \left[ \frac{1}{k} \sum_{j = 0}^{k - 1} f…

动力系统 · 数学 2025-06-27 Aidan Young

For each $n\geq 1$, let $ {X_{in}, \quad i \geq 1} $ be independent copies of a nonnegative continuous stochastic process $X_{n}=(X_n(t))_{t\in T}$ indexed by a compact metric space $T$. We are interested in the process of partial maxima…

概率论 · 数学 2011-10-07 Clément Dombry , Frédéric Eyi-Minko