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A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in…

概率论 · 数学 2018-07-30 Michael A. Kouritzin , Khoa Lê , Deniz Sezer

We utilize the weak convergence method to establish the Freidlin--Wentzell large deviations principle (LDP) for stochastic delay differential equations (SDDEs) with super-linearly growing coefficients, which covers a large class of cases…

概率论 · 数学 2022-01-04 Diancong Jin , Ziheng Chen , Tau Zhou

We study an extension of the so-called defective Galton-Watson processes obtained by allowing the offspring distribution to change over the generations. Thus, in these processes, the individuals reproduce independently of the others and in…

概率论 · 数学 2021-10-01 Götz Kersting , Carmen Minuesa

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

统计理论 · 数学 2011-04-22 John H. J. Einmahl , Estáte V. Khmaladze

Consider the Erd\H{o}s-Renyi random graph on n vertices where each edge is present independently with probability c/n, with c>0 fixed. For large n, a typical random graph locally behaves like a Galton-Watson tree with Poisson offspring…

概率论 · 数学 2016-04-08 Charles Bordenave , Pietro Caputo

A Galton-Watson branching process with immigration evolving in a random environment is considered. Its associated random walk is assumed to be oscillating. We prove a functional limit theorem in which the process under consideration is…

概率论 · 数学 2020-03-17 V. I. Afanasyev

Let $H_n$ be the row space of a signed adjacency matrix of a $C_4$-free bipartite bi-regular graph in which one part has degree $d(n)\to\infty$ and the other part has degree $k+1$ where $k\geq 1$ is a fixed integer. We show that the local…

概率论 · 数学 2025-10-23 Asaf Nachmias , Yuval Peled

Let $(Z_n)_{n\geq0}$ be a supercritical Galton-Watson process. Consider the Lotka-Nagaev estimator for the offspring mean. In this paper, we establish self-normalized Cram\'{e}r type moderate deviations and Berry-Esseen's bounds for the…

概率论 · 数学 2023-10-03 Xiequan Fan , Qi-Man Shao

Let I_1,...,I_n be independent but not necessarily identically distributed Bernoulli random variables, and let X_n=\sum_{j=1}^nI_j. For \nu in a bounded region, a local central limit theorem expansion of P(X_n=EX_n+\nu) is developed to any…

统计理论 · 数学 2007-06-13 Richard Arratia , Larry Goldstein , Bryan Langholz

In this paper, we study the asymptotic behavior of a supercritical $(\xi,\psi)$-superprocess $(X_t)_{t\geq 0}$ whose underlying spatial motion $\xi$ is an Ornstein-Uhlenbeck process on $\mathbb R^d$ with generator $L =…

概率论 · 数学 2019-09-11 Yan-Xia Ren , Renming Song , Zhenyao Sun , Jianjie Zhao

The local (central) limit theorem precisely describes the behavior of iterated convolution powers of a probability distribution on the $d$-dimensional integer lattice, $\mathbb{Z}^d$. Under certain mild assumptions on the distribution, the…

经典分析与常微分方程 · 数学 2022-11-17 Evan Randles

We study $S(\mathcal T_{n})$, the number of subtrees in a conditioned Galton--Watson tree of size $n$. With two very different methods, we show that $\log(S(\mathcal T_{n}))$ has a Central Limit Law and that the moments of $S(\mathcal…

组合数学 · 数学 2020-04-21 Xing Shi Cai , Svante Janson

Consider the random walk $G_n : = g_n \ldots g_1$, $n \geq 1$, where $(g_n)_{n\geq 1}$ is a sequence of independent and identically distributed random elements with law $\mu$ on the general linear group ${\rm GL}(V)$ with $V=\mathbb R^d$.…

概率论 · 数学 2022-09-13 Hui Xiao , Ion Grama , Quansheng Liu

We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…

概率论 · 数学 2023-10-23 Mihail Bazhba , Jose Blanchet , Roger J. A. Laeven , Bert Zwart

Let $\left\{ Z_{n},n=0,1,2,...\right\} $ be a critical branching process in random environment and let $\left\{ S_{n},n=0,1,2,...\right\} $ be its associated random walk. It is known that if the increments of this random walk belong…

概率论 · 数学 2022-09-29 Vladimir Vatutin , Elena Dyakonova

In this paper some general theory is presented for locally stationary processes based on the stationary approximation and the stationary derivative. Laws of large numbers, central limit theorems as well as deterministic and stochastic bias…

统计理论 · 数学 2017-11-21 Rainer Dahlhaus , Stefan Richter , Wei Biao Wu

We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition probabilities of the walk are determined by biases that are randomly assigned to the edges of the tree. The biases are chosen independently on…

概率论 · 数学 2012-05-03 Alan Hammond

We give a unified treatment of the limit, as the size tends to infinity, of simply generated random trees, including both the well-known result in the standard case of critical Galton--Watson trees and similar but less well-known results in…

概率论 · 数学 2011-12-05 Svante Janson

We consider a sequence of Markov chains weakly convergent to a diffusion. We suppose that a drift term contains a linearly increasing component. The usual parametrix method fails because of this unbounded drift term. We show how to modify…

概率论 · 数学 2014-12-05 V. Konakov , A. Markova

We consider a multi-type Galton-Watson branching processes, where the largest in magnitude positive eigenvalue $\rho$ of the first moments matrix is close to unity. Specifically, we examine the random vector representing the number of…

概率论 · 数学 2024-07-24 T. B. Lysetskyi , Ya. I. Yeleiko