相关论文: Asymptotic Results for Rough Continuous-state Bran…
Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F.…
Consider a Markov chain with finite state $\{0, 1, ..., d\}$. We give the generation functions (or Laplace transforms) of absorbing (passage) time in the following two situations : (1) the absorbing time of state $d$ when the chain starts…
We present a generalization of the notoriously unwieldy second-order scattering fading model, which is helpful to alleviate its mathematical complexity while providing an additional degree of freedom. This is accomplished by allowing its…
Polydisperse linear polymer melts can be microscopically described by the tube model and fractal reptation dynamics, while on the macroscopic side the generalized Maxwell model is capable of correctly displaying most of the rheological…
Summarizing results from Joseph Mecke's last fragmentary manuscripts, the generating function and the Laplace transform for nonnegative random variables are considered. The concept of thickening of a random variable, as an inverse operation…
Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…
Archimedean copulas generated by Laplace transforms have been extensively studied in the literature, with much of the focus on tail dependence limited only to cases where the Laplace transforms exhibit regular variation with positive tail…
S. G. Kou and H. Wang [First Passage times of a Jump Diffusion Process \textit{Ann. Appl. Probab.} {\bf 35} (2003) 504--531] give expressions of both the (real) Laplace transform of the distribution of first passage time and the (real)…
The right tail asymptotic series consisting of attenuating exponential terms are derived for the densities of Galton-Watson processes with fractional probability generating functions. The frequencies in the exponential factors form fractal…
The results of a combined experimental and numerical study of the flow in slowly diverging pipes are presented. Interestingly, an axisymmetric conical recirculation cell has been observed. The conditions for its existence and the length of…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
We study how long the SIRS process persists or how quickly it reaches extinction across various network topologies. Our results provide a three-part characterization of this process: In finite sparse graphs, we prove the existence of a…
Aggregations are emergent features common to many biological systems. Mathematical models to understand their emergence are consequently widespread, with the aggregation-diffusion equation being a prime example. Here we study the…
We consider the extinction events of Galton-Watson processes with countably infinitely many types. In particular, we construct truncated and augmented Galton-Watson processes with finite but increasing sets of types. A pathwise approach is…
Reinforced Galton--Watson processes describe the dynamics of a population where reproduction events are reinforced, in the sense that offspring numbers of forebears can be repeated randomly by descendants. More specifically, the evolution…
Under natural assumptions, a Feller type diffusion approximation is derived for critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Namely, it is proved that a sequence of…
We provide exact large-time equivalents of the density and upper tail distributions of the exponential functional of a subordinator in terms of its Laplace exponents. This improves previous results on the logarithmic asymptotic behaviour of…
We study the exponential growth of bifurcating processes with ancestral dependence. We suppose here that the lifetimes of the cells are dependent random variables, that the numbers of new cells are random and dependent. Lifetimes and new…
The transitions $B_{s,d}\rightarrow \ell^+\ell^-$ (for $\ell=e, \mu, \tau$), although extremely suppressed within the SM, are exceptionally clean channels particularly sensitive to New Physics contributions. So far only the branching ratio…
We consider multitype branching processes arising in the study of random laminations of the disk. We classify these processes according to their subcritical or supercritical behavior and provide Kolmogorov-type estimates in the critical…