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Let $\{Y_{n}$, $n \geq 1\}$ be a critical branching process with immigration having finite variance for the offspring number of particles and finite mean for the immigrating number of particles. In this paper, we study lower deviation…

概率论 · 数学 2024-06-28 Sadillo Sharipov , Vitali Wachtel

We consider a particle system in continuous time, discrete population, with spatial motion and nonlocal branching. The offspring's weights and their number may depend on the mother's weight. Our setting captures, for instance, the processes…

概率论 · 数学 2012-10-12 Bertrand Cloez

We give an explicit formula for the most likely path to extinction for the Galton-Watson processes with large initial population. We establish this result with the help of the large deviation principle (LDP) which also recovers the…

概率论 · 数学 2007-05-23 F. Klebaner , R. Liptser

In this short note we study the asymptotic behaviour of the minima over compact intervals of Gaussian processes, whose paths are not necessarily smooth. We show that, beyond the logarithmic large deviation Gaussian estimates, this problem…

概率论 · 数学 2019-08-27 Zhixin Wu , Arijit Chakrabarty , Gennady Samorodnitsky

We examine the population growth system called Q-processes. This is defined by the Galton-Watson Branching system conditioned on non-extinction of its trajectory in the remote future. In this paper we observe the total progeny up to time…

概率论 · 数学 2023-06-19 Azam A. Imomov , Zuhriddin A. Nazarov

We study large deviation asymptotics for processes defined in terms of continued fraction digits. We use the continued fraction digit sum process to define a stopping time and derive a joint large deviation asymptotic for the upper and…

数论 · 数学 2008-03-19 Marc Kesseböhmer , Mehdi Slassi

Given a branching random walk$\{Z_n\}_{n\geq0}$ on $\mathbb{R}$, let $Z_n([y,\infty))$ be the number of particles located in $[y,\infty)$ at generation $n$. It is known from \cite{Biggins1977} that under some mild conditions, $n^{-1}\log…

概率论 · 数学 2020-12-03 Shuxiong Zhang

We construct two kinds of stochastic flows of discrete Galton-Watson branching processes. Some scaling limit theorems for the flows are proved, which lead to local and nonlocal branching superprocesses over the positive half line.

概率论 · 数学 2012-04-06 Hui He , Rugang Ma

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

Branching processes pervade many models in statistical physics. We investigate the survival probability of a Galton-Watson branching process after a finite number of generations. We reveal the finite-size scaling law of the survival…

统计力学 · 物理学 2015-11-26 Rosalba Garcia-Millan , Francesc Font-Clos , Alvaro Corral

We investigate Galton--Watson processes in varying environment, for which $\bar f_n \uparrow 1$ and $\sum_{n=1}^\infty (1-\bar f_n) = \infty$, where $\bar f_n$ stands for the offspring mean in generation $n$. Since the process dies out…

概率论 · 数学 2022-10-27 Péter Kevei , Kata Kubatovics

We compute exact values respectively bounds of "distances" - in the sense of (transforms of) power divergences and relative entropy - between two discrete-time Galton-Watson branching processes with immigration GWI for which the offspring…

概率论 · 数学 2022-10-21 Niels B. Kammerer , Wolfgang Stummer

Higher criticism is a large-scale testing procedure that can attain the optimal detection boundary for sparse and faint signals. However, there has been a lack of knowledge in most existing works about its asymptotic distribution for more…

统计理论 · 数学 2025-11-11 Jingkun Qiu

We present improved methods for calculating confidence intervals and $p$-values in situations where standard asymptotic approaches fail due to small sample sizes. We apply these techniques to a specific class of statistical model that can…

数据分析、统计与概率 · 物理学 2024-01-11 Enzo Canonero , Alessandra Rosalba Brazzale , Glen Cowan

We study the asymptotic behaviour of a critical decomposable 3-type Galton-Watson process with immigration when its offspring mean matrix is triangular with diagonal entries 1. It is proved that, under second or fourth order moment…

概率论 · 数学 2024-06-17 Matyas Barczy , Dániel Bezdány

Let $\left \{ Z_{n}, n\ge 0 \right \}$ be a supercritical branching process in an independent and identically distributed random environment $\xi =\left ( \xi _{n} \right )_{n\geq 0} $. In this paper, we get some deviation inequalities for…

概率论 · 数学 2021-09-09 Huiyi Xu

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…

概率论 · 数学 2021-01-21 Fabien Brosset , Thierry Klein , Agnès Lagnoux , Pierre Petit

We consider an observed subcritical Galton Watson process $\{Y_n,\ n\in \mathbb{Z} \}$ with correlated stationary immigration process $\{\epsilon_n,\ n\in \mathbb{Z} \}$. Two situations are presented. The first one is when…

统计理论 · 数学 2025-02-21 Yacouba Boubacar Mainassara , Landy Rabehasaina

A Galton-Watson process in a varying environment is a discrete time branching process where the offspring distributions vary among generations. It is known that in the critical case, these processes have a Yaglom limit, that is, a suitable…

概率论 · 数学 2024-10-03 Natalia Cardona-Tobón , Arturo Jaramillo , Sandra Palau

In the context of mod-Gaussian convergence, as defined previously in our work with J. Jacod, we obtain lower bounds for local probabilities for a sequence of random vectors which are approximately Gaussian with increasing covariance. This…

数论 · 数学 2014-02-26 E. Kowalski , A. Nikeghbali