相关论文: An unexpected connection between branching process…

The linear-fractional Galton-Watson processes is a well known case when many characteristics of a branching process can be computed explicitly. In this paper we extend the two-parameter linear-fractional family to a much richer…

We consider a null-recurrent randomly biased walk $\mathbb{X}$ on a Galton-Watson tree in the (sub)-diffusive regime and we prove that properly renormalized, the local time in a critical generation converges in law towards some function of…

We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the…

For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the…

Consider a catalytic super-Brownian motion $X=X^\Gamma$ with finite variance branching. Here `catalytic' means that branching of the reactant $X$ is only possible in the presence of some catalyst. Our intrinsic example of a catalyst is a…

We consider a time-continuous branching random walk on a one-dimensional lattice on which there is one center (lattice point) of particle generation, called branching source. The generation of particles in the branching source is described…

We consider a supercritical branching process $(Z_n)$ in a random environment $\xi$. Let $W$ be the limit of the normalized population size $W_n=Z_n/E[Z_n|\xi]$. We first show a necessary and sufficient condition for the quenched $L^p$…

A directed percolation process with two symmetric particle species exhibiting exclusion in one dimension is investigated numerically. It is shown that if the species are coupled by branching ($A\to AB$, $B\to BA$) a continuous phase…

We develop a theory of first passage processes in stochastic non-equilibrium systems of birth-death type using two closely related epidemiological models as examples. Our method employs the probability generating function technique in…

Let $(Z_n)$ be a supercritical branching process with immigration in a random environment. The small positive values and some lower deviation inequalities for $Z$ are investigated. Based on these results, the central limit theorem of $\log…

We consider the simple random walk on Galton-Watson trees with supercritical offspring distribution, conditioned on non-extinction. In case the offspring distribution has finite support, we prove an upper bound for the annealed return…

We link two phenomena concerning the asymptotical behavior of stochastic processes: (i) abrupt convergence or cut-off phenomenon, and (ii) the escape behavior usually associated to exit from metastability. The former is characterized by…

The statistics of natural catastrophes contains very counter-intuitive results. Using earthquakes as a working example, we show that the energy radiated by such events follows a power-law or Pareto distribution. This means, in theory, that…

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…

We investigate the genealogical structure of general critical or subcritical continuous-state branching processes. Analogously to the coding of a discrete tree by its contour function, this genealogical structure is coded by a real-valued…

In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…

We are interested in the genealogical structure of alleles for a Bienaym\'e-Galton-Watson branching process with neutral mutations (infinite alleles model), in the situation where the initial population is large and the mutation rate small.…

We consider a last progeny modified branching random walk, in which the position of each particle at the last generation $n$ is modified by an i.i.d. copy of a random variable $Y$. Depending on the asymptotic properties of the tail of $Y$,…

We consider a super-critical Galton-Watson tree whose non-degenerate offspring distribution has finite mean. We consider the random trees $\tau$n distributed as $\tau$ conditioned on the n-th generation, Zn, to be of size an $\in$ N. We…

We introduce a branching process in a sparse random environment as an intermediate model between a Galton--Watson process and a branching process in a random environment. In the critical case we investigate the survival probability and…