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A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…

概率论 · 数学 2020-12-07 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…

概率论 · 数学 2015-09-14 Andrey Pilipenko , Yuriy Prykhodko

In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…

We study asymptotic behavior of conditional least squares estimators for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration based on discrete time (low frequency)…

统计理论 · 数学 2016-07-25 Matyas Barczy , Kristóf Körmendi , Gyula Pap

The purpose of this paper is to implement a random death process into a persistent random walk model which produces subballistic superdiffusion (L\'{e}vy walk). We develop a Markovian model of cell motility with the extra residence variable…

统计力学 · 物理学 2015-05-20 Sergei Fedotov , Abby Tan , Andrey Zubarev

This article investigates the long-time behavior of conservative affine processes on the cone of symmetric positive semidefinite $d\times d$-matrices. In particular, for conservative and subcritical affine processes on this cone we show…

概率论 · 数学 2019-05-16 Martin Friesen , Peng Jin , Jonas Kremer , Barbara Rüdiger

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

Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…

概率论 · 数学 2021-08-03 Alain Durmus , Arnaud Guillin , Pierre Monmarché

The nonlinear branching process with immigration is constructed as the pathwise unique solution of a stochastic integral equation driven by Poisson ran- dom measures. Some criteria for the regularity, recurrence, ergodicity and strong…

概率论 · 数学 2017-01-20 Pei-Sen Li

Continuous state branching processes with immigration are studied. We are particularly concerned with the associated (non-symmetric) Dirichlet form. After observing that gamma distributions are only reversible distributions for this class…

概率论 · 数学 2011-10-31 Kenji Handa

We consider a (one-dimensional) branching Brownian motion process with a general offspring distribution having at least two moments, and in which all particles have a drift towards the origin where they are immediately absorbed. It is…

概率论 · 数学 2018-09-13 Oren Louidor , Santiago Saglietti

We study a genealogical model for continuous-state branching processes with immigration with a (sub)critical branching mechanism. This model allows the immigrants to be on the same line of descent. The corresponding family tree is an…

概率论 · 数学 2008-02-13 Thomas Duquesne

This paper demonstrates a new regeneration processes technology making use of positive stable distributions. We study the asymptotic behavior of branching processes with a randomly controlled migration component. Using the new method, we…

概率论 · 数学 2007-05-23 George P. Yanev , Kosto V. Mitov , Nickolay M. Yanev

In this paper, we introduce a family of processes with values on the nonnegative integers that describes the dynamics of populations where individuals are allowed to have different types of interactions. The types of interactions that we…

The asymptotic behaviour of empirical measures has been studied extensively. In this paper, we consider empirical measures of given subordinated processes on complete (not necessarily compact) and connected Riemannian manifolds with…

概率论 · 数学 2022-08-17 Huaiqian Li , Bingyao Wu

We describe the asymptotic behavior of the conditional least squares estimator of the offspring mean for subcritical strongly stationary Galton--Watson processes with regularly varying immigration with tail index $\alpha \in (1,2)$. The…

统计理论 · 数学 2020-12-24 Matyas Barczy , Bojan Basrak , Péter Kevei , Gyula Pap , Hrvoje Planinić

We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…

A distributional equation as a criterion for invariant measures of Markov processes associated to L\'evy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated…

概率论 · 数学 2022-08-17 Anita Behme , David Oechsler

We study the estimation of two-type continuous-state branching processes with immigration (CBI-processes). The ergodicity of the processes is proved. We also establish the strong consistency and central limit theorems of the conditional…

概率论 · 数学 2016-01-12 Wei Xu

A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in…

概率论 · 数学 2018-07-30 Michael A. Kouritzin , Khoa Lê , Deniz Sezer