中文
相关论文

相关论文: Heavy-tailed critical Galton--Watson processes wit…

200 篇论文

We prove a general fluctuation limit theorem for Galton-Watson branching processes with immigration. The limit is a time-inhomogeneous OU type process driven by a spectrally positive Levy process. As applications of this result, we obtain…

概率论 · 数学 2009-09-12 Chunhua Ma

We derive a complete left-tail asymptotic series for the density of the {\it martingale limit} of a Galton-Watson process with immigration. We show that the series converges everywhere, not only for small arguments. This is the first…

概率论 · 数学 2025-06-05 Anton A Kutsenko

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

The paper contains the complete analysis of the Galton-Watson models with immigration, including the processes in the random environment, stationary or non-stationary ones. We also study the branching random walk on $Z^d$ with immigration…

概率论 · 数学 2018-12-14 Dan Han , Stanislav Molchanov , Joseph Whitmeyer

A properly scaled critical Galton-Watson process converges to a continuous state critical branching process $\xi(\cdot)$ as the number of initial individuals tends to infinity. We extend this classical result by allowing for overlapping…

概率论 · 数学 2021-08-10 Serik Sagitov

In this paper the asymptotic behaviour of a critical 2-type Galton-Watson process with immigration is described when its offspring mean matrix is reducible, in other words, when the process is decomposable. It is proved that, under second…

概率论 · 数学 2023-11-21 Matyas Barczy , Dániel Bezdány , Gyula Pap

We consider a fixed-point equation for a non-negative integer-valued random variable, that appears in branching processes with state-independent immigration. A similar equation appears in the analysis of a single-server queue with a…

概率论 · 数学 2018-12-04 Sergey Foss , Masakiyo Miyazawa

We analyze the stationary tail of a fixed-point equation arising in branching processes with state-independent immigration, when both immigration and offspring distributions have heavy tails with boundary index one. We prove that \[ P(X >…

概率论 · 数学 2025-09-09 Yunfan Zhao

In this short note we obtain necessary and sufficient conditions for the existence of the moments of the stationary distribution of a subcritical multitype Galton-Watson process with immigration.

概率论 · 数学 2020-02-21 Péter Kevei , Péter Wiandt

In this work, we study asymptotics of multitype Galton-Watson trees with finitely many types. We consider critical and irreducible offspring distributions such that they belong to the domain of attraction of a stable law, where the…

概率论 · 数学 2016-07-20 Gabriel Berzunza

We continue our study of the distribution of the maximal number $X^{\ast}_k$ of offsprings amongst all individuals in a critical Galton-Watson process started with $k$ ancestors, treating the case when the reproduction law has a regularly…

概率论 · 数学 2012-09-19 Jean Bertoin

We prove weak convergence on the Skorokhod space of Galton-Watson processes with immigration, properly normalized, under the assumption that the tail of the immigration distribution has a logarithmic decay. The limits are extremal shot…

概率论 · 数学 2016-12-07 Alexander Iksanov , Zakhar Kabluchko

We consider a random walk on a Galton-Watson tree whose offspring distribution has a regular varying tail of order $\kappa\in (1,2)$. We prove the convergence of the renormalised height function of the walk towards the continuous-time…

概率论 · 数学 2024-03-27 Dongjian Qian , Yang Xiao

As well known, for a supercritical Galton-Watson process $Z_n$ whose offspring distribution has mean $m>1$, the ratio $W_n:=Z_n/m^n$ has a.s. limit, say $W$. We study tail behaviour of the distributions of $W_n$ and $W$ in the case where…

概率论 · 数学 2013-03-12 Denis Denisov , Dmitry Korshunov , Vitali Wachtel

We consider the time evolution of the lattice subcritical Galton-Watson model with immigration. We prove Carleman type estimation for the cumulants in the simple case (binary splitting) and show the existence of a steady state. We also…

概率论 · 数学 2018-11-21 Elena Chernousova , Yaqin Feng , Stanislav Molchanov , Joseph Whitmeyer

We study the extremes of branching random walks under the assumption that the underlying Galton-Watson tree has infinite progeny mean. It is assumed that the displacements are either regularly varying or they have lighter tails. In the…

概率论 · 数学 2022-07-05 Souvik Ray , Rajat Subhra Hazra , Parthanil Roy , Philippe Soulier

We establish a variety of properties of the discrete time simple random walk on a Galton-Watson tree conditioned to survive when the offspring distribution, $Z$ say, is in the domain of attraction of a stable law with index…

概率论 · 数学 2012-10-24 David A. Croydon , Takashi Kumagai

We observe the Galton-Watson Branching Processes. Limit properties of transition functions and their convergence to invariant measures are investigated.

概率论 · 数学 2019-04-23 Azam A. Imomov , Erkin E. Tukhtaev

In this article, we consider a branching random walk on the real-line where displacements coming from the same parent have jointly regularly varying tails. The genealogical structure is assumed to be a supercritical Galton-Watson tree,…

概率论 · 数学 2022-04-07 Ayan Bhattacharya

Let $(W_n(\theta))_{n \in \mathbb{N}_0}$ be Biggins' martingale associated with a supercritical branching random walk, and let $W(\theta)$ be its almost sure limit. Under a natural condition for the offspring point process in the branching…

概率论 · 数学 2017-09-22 Alexander Iksanov , Konrad Kolesko , Matthias Meiners