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A Galton-Watson branching process with immigration evolving in a random environment is considered. Its associated random walk is assumed to be oscillating. We prove a functional limit theorem in which the process under consideration is…

概率论 · 数学 2020-03-17 V. I. Afanasyev

We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…

概率论 · 数学 2017-04-03 Tristan Benoist , Martin Fraas , Yan Pautrat , Clément Pellegrini

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

We present conservativeness criteria for sub-Markovian semigroups generated by divergence type operators with specified infinitesimally invariant measures. The conservativeness criteria in this article are derived by $L^1$-uniqueness and…

概率论 · 数学 2022-08-16 Haesung Lee

We establish subgeometric bounds on convergence rate of general Markov processes in the Wasserstein metric. In the discrete time setting we prove that the Lyapunov drift condition and the existence of a "good" $d$-small set imply…

概率论 · 数学 2014-03-20 Oleg Butkovsky

This work provides a brief introduction to continuous-state branching processes (CB-processes) and continuous-state branching processes with immigration (CBI-processes) accessible to graduate students with reasonable background in…

概率论 · 数学 2019-01-14 Zenghu Li

In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups.…

概率论 · 数学 2021-05-25 Wei Liu , Jonas M. Tölle

We study the ergodic property of a continuous-state branching process with immigration and competition. The exponential ergodicity in a weighted total variation distance is proved under natural assumptions. The main theorem applies to…

概率论 · 数学 2023-09-06 Pei-Sen Li , Zenghu Li , Jian Wang , Xiaowen Zhou

Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…

概率论 · 数学 2019-01-11 Luis Fredes , Jean-François Marckert

In this paper, we consider $n$-type Markov branching processes with immigration and resurrection. The uniqueness criteria are first established. Then, a new method is found and the explicit expression of extinction probability is…

概率论 · 数学 2015-12-16 Junping Li , Juan Wang , Yanchao Zang

Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton-Watson branching process with immigration is studied in the so-called iterated and simultaneous cases, respectively. In both…

概率论 · 数学 2018-06-08 Matyas Barczy , Fanni K. Nedényi , Gyula Pap

In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…

概率论 · 数学 2017-06-20 Jianhai Bao , Jinghai Shao , Chenggui Yuan

We consider a supercritical branching L\'evy process on the real line. Under mild moment assumptions on the number of offspring and their displacements, we prove a second-order limit theorem on the empirical mean position.

概率论 · 数学 2020-11-25 David Cheek , Seva Shneer

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

This paper develops a novel operator theoretic framework to study the contraction properties of Markov semigroups with respect to a general class of Kantorovich semi-distances, which notably includes Wasserstein distances. The rather simple…

概率论 · 数学 2026-03-04 Pierre Del Moral , Mathieu Gerber

We characterize recurrence and transience of nonnegative multivariate autoregressive processes of order one with random contractive coefficient matrix, of subcritical multitype Galton-Watson branching processes in random environment with…

概率论 · 数学 2016-10-18 Martin P. W. Zerner

In this paper we present a martingale related to the exit measures of super-Brownian motion. By changing measure with this martingale in the canonical way we have a new process associated with the conditioned exit measure. This measure is…

概率论 · 数学 2016-11-01 Thomas S. Salisbury , John Verzani

We consider a continuous-time symmetric branching random walk on multidimensional lattices with immigration and infinite number of initial particles. We assume that at every lattice point a process of birth and death of particles is…

概率论 · 数学 2020-02-11 Yu. Makarova , D. Han , S. Molchanov , E. Yarovaya

In this paper, we study the speed of extinction of continuous state branching processes in subcritical L\'evy environments. More precisely, when the associated L\'evy process to the environment drifts to $-\infty$ and, under a suitable…

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

Multi-type inhomogeneous Galton--Watson process with immigration is investigated, where the offspring mean matrix slowly converges to a critical mean matrix. Under general conditions we obtain limit distribution for the process, where the…

概率论 · 数学 2013-07-31 László Györfi , Márton Ispány , Péter Kevei , Gyula Pap