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We characterise all the quasi-stationary distributions and the Q-process associated with a continuous state branching process that explodes in finite time. We also provide a rescaling for the continuous state branching process conditioned…

概率论 · 数学 2013-10-17 Cyril Labbé

In this paper we study the conditional limit theorems for critical continuous-state branching processes with branching mechanism $\psi(\lambda)=\lambda^{1+\alpha}L(1/\lambda)$ where $\alpha\in [0,1]$ and $L$ is slowly varying at $\infty$.…

概率论 · 数学 2015-06-17 Yan-Xia Ren , Ting Yang , Guo-Huan Zhao

We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours…

概率论 · 数学 2016-06-17 Sandra Palau , Juan Carlos Pardo

We consider continuous state branching processes (CSBP) with additional multiplicative jumps modeling dramatic events in a random environment. These jumps are described by a L\'evy process with bounded variation paths. We construct a…

概率论 · 数学 2013-12-17 Vincent Bansaye , Juan Carlos Pardo Millan , Charline Smadi

Here, we study the long-term behaviour of the non-explosion probability for continuous-state branching processes in a L\'evy environment when the branching mechanism is given by the negative of the Laplace exponent of a subordinator. In…

概率论 · 数学 2024-06-19 Natalia Cardona-Tobón , Juan Carlos Pardo

We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…

概率论 · 数学 2018-05-23 Gennady Samorodnitsky , Yizao Wang

We consider a continuous-time branching random walk in the inhomogeneous breeding potential $\beta|.|^p$, where $\beta > 0$, $p \geq 0$. We prove that the population almost surely explodes in finite time if $p > 1$ and doesn't explode if $p…

概率论 · 数学 2013-02-19 Sergey Bocharov , Simon C. Harris

A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The extinction and explosion probabilities and the mean extinction and…

概率论 · 数学 2018-10-09 Pei-Sen Li

Symmetry breaking--the phenomenon in which the symmetry of a system is not inherited by its stable states--underlies pattern formation, superconductivity, and numerous other effects. Recent theoretical work has established the possibility…

适应与自组织系统 · 物理学 2021-09-24 Ferenc Molnar , Takashi Nishikawa , Adilson E. Motter

In this paper, we consider a class of generalized continuous-state branching processes obtained by Lamperti type time changes of spectrally positive L\'evy processes using different rate functions. When explosion occurs to such a process,…

概率论 · 数学 2020-12-29 Bo Li , Xiaowen Zhou

Consider a branching system with particles moving according to an Ornstein-Uhlenbeck process with drift $\mu>0$ and branching according to a law in the domain of attraction of the $(1+\beta)$-stable distribution. The mean of the branching…

概率论 · 数学 2018-03-23 Rafał Marks , Piotr Miłoś

We investigate the long-time evolution of branching diffusion processes (starting with a single particle) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. We analyze the…

概率论 · 数学 2012-07-03 Leonid Koralov , Stanislav Molchanov

We extend a generic class of systems which have previously been shown to spontaneously develop scaling (power law) distributions of their elementary degrees of freedom. While the previous systems were linear and exploded exponentially for…

adap-org · 物理学 2009-10-28 S. Solomon , M. Levy

We consider probabilistic model checking for continuous-time Markov chains (CTMCs) induced from Stochastic Reaction Networks (SRNs) against a fragment of Continuous Stochastic Logic (CSL) extended with reward operators. Classical numerical…

计算机科学中的逻辑 · 计算机科学 2018-04-25 Luca Bortolussi , Luca Cardelli , Marta Kwiatkowska , Luca Laurenti

A branching process $Z$ is said to be non conservative if it hits $\infty$ in a finite time with positive probability. It is well known that this happens if and only if the branching mechanism $\varphi$ of $Z$ satisfies…

概率论 · 数学 2025-03-19 Loïc Chaumont , Clément Lamoureux

The boundary behavior of continuous-state branching processes with quadratic competition is studied in whole generality. We first observe that despite competition, explosion can occur for certain branching mechanisms. We obtain a necessary…

概率论 · 数学 2018-09-27 Clément Foucart

The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…

概率论 · 数学 2022-04-08 Conrad J. Burden , Robert C. Griffiths

We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…

概率论 · 数学 2008-02-04 Piotr Milos

Using Foster-Lyapunov techniques we establish new conditions on non-extinction, non-explosion, coming down from infinity and staying infinite, respectively, for the general continuous-state nonlinear branching processes introduced in Li et…

概率论 · 数学 2020-11-13 Shaojuan Ma , Xu Yang , Xiaowen Zhou

We address the problem of giving robust performance bounds based on the study of the asymptotic behavior of the insensitive load balancing schemes when the number of servers and the load scales jointly. These schemes have the desirable…

性能 · 计算机科学 2016-05-11 Matthieu Jonckheere , Balakrishna Prabhu
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