相关论文: Asymptotic Results for Rough Continuous-state Bran…
This paper uses two new ingredients, namely stochastic differential equations satisfied by continuous-state branching processes (CSBPs), and a topology under which the Lamperti transformation is continuous, in order to provide…
We study behavior of a measure on $[0,\infty)$ by considering its Laplace transform. If it is possible to extend the Laplace transform to a complex half-plane containing the imaginary axis, then the exponential decay of the tail of the…
Branching processes are classical growth models in cell kinetics. In their construction, it is usually assumed that cell lifetimes are independent random variables, which has been proved false in experiments. Models of dependent lifetimes…
We give an account of matter and (basically) a solution of a new class of problems synthesizing percolation theory and branching diffusion processes. They led us to realizing a novel type of stochastic processes, namely branching processes…
Recently it has been shown that when an equation that allows so-called pulled fronts in the mean-field limit is modelled with a stochastic model with a finite number $N$ of particles per correlation volume, the convergence to the speed…
In this paper, we establish the necessary and sufficient criterion for the contact process on Galton-Watson trees (resp. random graphs) to exhibit the phase of extinction (resp. short survival). We prove that the survival threshold…
This is an epistemological approach to errors in both inference and risk management, leading to necessary structural properties for the probability distribution. Many mechanisms have been used to show the emergence of fat tails. Here we…
The question of whether a population will persist or go extinct is of key interest throughout ecology and biology. Various mathematical techniques allow us to generate knowledge regarding individual behaviour, which can be analysed to…
We construct an example of a continuous centered random process with light tails of finite-dimensional distribution but with (relatively) heavy tail of maximum distribution. The apparatus for tails comparison are embedding results for…
This paper tackles the issue of establishing a lower-bound on the asymptotic ratio of survival probabilities between two different initial conditions, asymptotically in time for a given Markov process with extinction. Such a comparison is a…
We extend the derivation of the time-dependent Hartree-Fock equation recently obtained in [2] to fermions with a relativistic dispersion law. The main new ingredient is the propagation of semiclassical commutator bounds along the…
Consider a critical branching L\'{e}vy process $\{X_t, t\ge 0\}$ with branching rate $\beta>0, $ offspring distribution $\{p_k:k\geq 0\}$ and spatial motion $\{\xi_t, \Pi_x\}$. For any $t\ge 0$, let $N_t$ be the collection of particles…
This paper studies systems of particles following independent random walks and subject to annihilation, binary branching, coalescence, and deaths. In the case without annihilation, such systems have been studied in our 2005 paper…
In previous work Majda and McLaughlin computed explicit expressions for the $2N$th moments of a passive scalar advected by a linear shear flow in the form of an integral over ${\bf R}^N$. In this paper we first compute the asymptotics of…
In this paper, the extinction problem for a class of distylous plant populations is considered within the framework of certain nonhomogeneous nearest-neighbor random walks in the positive quadrant. For the latter, extinction means…
It has been observed in numerous experiments, simulations, and various theoretical treatments that the spreading of particles can be modeled by the continuous-time random walk. We consider two well-known cases, i.e., Gaussian displacements…
Lagrangian turbulence lies at the core of numerous applied and fundamental problems related to the physics of dispersion and mixing in engineering, bio-fluids, atmosphere, oceans, and astrophysics. Despite exceptional theoretical,…
In this second paper in the series, we investigate occurrence frequencies of apparent unipolar processes, cancellation, and emergence of patch structures in quiet regions. Apparent unipolar events are considerably more frequent than…
Lamperti's maximal branching process is revisited, with emphasis on the description of the shape of the invariant measures in both the recurrent and transient regimes. A truncated version of this chain is exhibited, preserving the…
Depending on the type of flow, the transition to turbulence can take one of two forms: either turbulence arises from a sequence of instabilities or from the spatial proliferation of transiently chaotic domains, a process analogous to…