相关论文: Skew Convolution Semigroups and Related Immigratio…

In this paper the asymptotic behavior of the conditional least squares estimators of the offspring mean matrix for a 2-type critical positively regular Galton-Watson branching process with immigration is described.We also study this…

In the context of PDE-constrained optimization theory, source identification problems traditionally entail particles emerging from an unknown source distribution inside a domain, moving according to a prescribed stochastic process,…

Regression models for dichotomous data are ubiquitous in statistics. Besides being useful for inference on binary responses, these methods serve also as building blocks in more complex formulations, such as density regression, nonparametric…

We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…

The main objective of this work is to present a process to compute the Markov renewal matrix for Markov renewal processes with countable infinite spaces, which semi-Markov matrixes are immigration and death type and assume a tridiagonal…

Consider a random walk on $\mathbb{Z}^d$ in a translation-invariant and ergodic random environment and starting from the origin. In this short note, assuming that a quenched invariance principle for the opportunely-rescaled walks holds, we…

This paper presents a quantitative framework for forecasting immigrant integration using immigrant density as the single driver. By comparing forecasted integration estimates based on data collected up to specific periods in time, with…

It is well understood that a supercritical superprocess is equal in law to a discrete Markov branching process whose genealogy is dressed in a Poissonian way with immigration which initiates subcritial superprocesses. The Markov branching…

We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…

Quantum trajectories are Markov processes modeling the evolution of a quantum system subjected to repeated independent measurements. Inspired by the theory of random products of matrices, it has been shown that these Markov processes admit…

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…

Branching processes are a class of continuous-time Markov chains (CTMCs) prevalent for modeling stochastic population dynamics in ecology, biology, epidemiology, and many other fields. The transient or finite-time behavior of these systems…

We give constructions of age-structured branching processes without or with immigration as pathwise unique solutions to stochastic integral equations. A necessary and sufficient condition for the ergodicity of the model with immigration is…

In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…

The number of extant individuals within a lineage, as exemplified by counts of species numbers across genera in a higher taxonomic category, is known to be a highly skewed distribution. Because the sublineages (such as genera in a clade)…

The use of coordinate processes for the modelling of impulse control for general Markov processes typically involves the construction of a probability measure on a countable product of copies of the path space. In addition, admissibility of…

This paper presents an identity between the multivariate and univariate saddlepoint approximations applied to sample path probabilities for a certain class of stochastic processes. This class, which we term the recursively compounded…

This paper focuses on a class of linear Hawkes processes with general immigrants. These are counting processes with shot noise intensity, including self-excited and externally excited patterns. For such processes, we introduce the concept…

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…

We give a self-contained and streamlined exposition of a generation theorem for C0-semigroups based on the method of boundary triplets. We apply this theorem to port-Hamiltonian systems where we discuss recent results appearing in stability…