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This paper introduces stochastic processes that describe the evolution of systems of particles in which particles immigrate according to a Poisson measure and split according to a self-similar fragmentation. Criteria for existence and…

概率论 · 数学 2007-05-23 Benedicte Haas

We construct a random partition of the space-time plane $\mathbb{R}_+\times \mathbb{R}$ using two coupled stochastic squared Bessel flows, whose parameters differ by $\delta\in (0,2)$. We show that the cells of this partition correspond to…

概率论 · 数学 2025-12-08 Elie Aïdékon , Quan Shi , Chengshi Wang

We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…

概率论 · 数学 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel

This paper explores large sample properties of the two-parameter $(\alpha,\theta)$ Poisson--Dirichlet Process in two contexts. In a Bayesian context of estimating an unknown probability measure, viewing this process as a natural extension…

概率论 · 数学 2008-05-21 Lancelot F. James

A purely atomic immigration superprocess with dependent spatial motion in the space of tempered measures is constructed as the unique strong solution of a stochastic integral equation driven by Poisson processes based on the excursion law…

概率论 · 数学 2008-02-08 Zenghu Li , Jie Xiong

Stochastic models that incorporate birth, death and immigration (also called birth-death and innovation models) are ubiquitous and applicable to many research topics such as quantifying species sizes in ecological populations, describing…

种群与进化 · 定量生物学 2026-05-12 Renaud Dessalles , Maria D'Orsogna , Tom Chou

We study the asymptotic behaviour of a critical decomposable 3-type Galton-Watson process with immigration when its offspring mean matrix is triangular with diagonal entries 1. It is proved that, under second or fourth order moment…

概率论 · 数学 2024-06-17 Matyas Barczy , Dániel Bezdány

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…

The present paper provides exact expressions for the probability distributions of linear functionals of the two-parameter Poisson--Dirichlet process $\operatorname {PD}(\alpha,\theta)$. We obtain distributional results yielding exact forms…

概率论 · 数学 2009-09-29 Lancelot F. James , Antonio Lijoi , Igor Prünster

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

We show that for $0<\alpha<1$ and $\theta>-\alpha$, the Poisson-Dirichlet distribution with parameter $(\alpha, \theta)$ is the unique reversible distribution of a rather natural fragmentation-coalescence process. This completes earlier…

概率论 · 数学 2007-05-23 Jean Bertoin

We consider a spatial branching process with emigration in which children either remain at the same site as their parents or migrate to new locations and then found their own colonies. We are interested in asymptotics of the partition of…

概率论 · 数学 2010-11-15 Jean Bertoin

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 establish scaling limit theorems for the up-down ordered Chinese restaurant processes (oCRPs) of Rogers and Winkel as processes in a space of interval partitions. As previously conjectured, the limits are self-similar diffusions…

概率论 · 数学 2025-12-09 Quan Shi , Matthias Winkel

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

概率论 · 数学 2007-05-23 Anastasia Ruzmaikina , Michael Aizenman

In this paper we extend two limit theorems which were recently obtained for fragmentation processes to such processes with immigration. More precisely, in the setting with immigration we consider a limit theorem for the process counted with…

概率论 · 数学 2012-04-24 Robert Knobloch

A special type of immigration associated with measure-valued branching processes is formulated by using skew convolution semigroups. We give characterization for a general inhomogeneous skew convolution semigroup in terms of probability…

概率论 · 数学 2007-05-23 Zeng-Hu Li

In this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumptions on the spatial motion, the branching and immigration…

概率论 · 数学 2022-04-20 Martin Friesen

We give a pathwise construction of a two-parameter family of purely-atomic-measure-valued diffusions in which ranked masses of atoms are stationary with the Poisson-Dirichlet$(\alpha,\theta)$ distributions, for $\alpha\in (0,1)$ and…

概率论 · 数学 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel

We consider an extended birth-death-immigration process defined on a lattice formed by the integers of $d$ semiaxes joined at the origin. When the process reaches the origin, then it may jumps toward any semiaxis with the same rate. The…

概率论 · 数学 2016-06-07 Antonio Di Crescenzo , Barbara Martinucci , Abdelaziz Rhandi
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