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Under a first order moment condition on the immigration mechanism, we show that an appropriately scaled supercritical and irreducible multi-type continuous state and continuous time branching process with immigration (CBI process) converges…

概率论 · 数学 2020-10-13 Matyas Barczy , Sandra Palau , Gyula Pap

The generalized Fleming-Viot processes were defined in 1999 by Donnelly and Kurtz using a particle model and by Bertoin and Le Gall in 2003 using stochastic flows of bridges. In both methods, the key argument used to characterize these…

概率论 · 数学 2012-06-06 Clément Foucart

We give upper and lower estimates of densities of convolution semigroups of probability measures under explicit assumptions on the corresponding Levy measure and the Levy--Khinchin exponent. We obtain also estimates of derivatives of…

概率论 · 数学 2015-06-03 Kamil Kaleta , Paweł Sztonyk

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

概率论 · 数学 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

The asymptotic normality of conditional least squares estimators for the offspring variance in critical branching processes with non-homogeneous immigration is established, under moment assumptions on both reproduction and immigration. The…

统计理论 · 数学 2012-05-07 Ibrahim Rahimov , George P. Yanev

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…

概率论 · 数学 2024-06-28 Yinxuan Zhao , Mei Zhang

This survey describes the method of approximation of operator semigroups, based on the Chernoff theorem. We outline recent results in this domain as well as clarify relations between constructed approximations, stochastic processes,…

泛函分析 · 数学 2021-03-16 Yana A. Butko

In this paper we extend two limit theorems which were recently obtained for fragmentation processes to such processes with immigration. More precisely, in the setting with immigration we consider a limit theorem for the process counted with…

概率论 · 数学 2012-04-24 Robert Knobloch

We consider a spatial branching process with emigration in which children either remain at the same site as their parents or migrate to new locations and then found their own colonies. We are interested in asymptotics of the partition of…

概率论 · 数学 2010-11-15 Jean Bertoin

In many biophysical systems, key events are triggered when the fastest of many random searchers find a target. Most mathematical models of such systems assume that all searchers are initially present in the search domain, which permits the…

概率论 · 数学 2025-08-21 Hwai-Ray Tung , Sean D Lawley

A system of mutually interacting superprocesses with migration is constructed as the limit of a sequence of branching particle systems arising from population models. The uniqueness in law of the superprocesses is established using the…

概率论 · 数学 2021-02-05 Lina Ji , Huili Liu , Jie Xiong

This paper introduces stochastic processes that describe the evolution of systems of particles in which particles immigrate according to a Poisson measure and split according to a self-similar fragmentation. Criteria for existence and…

概率论 · 数学 2007-05-23 Benedicte Haas

Continuous-state branching processes (CSBPs) with immigration (CBIs), stopped on hitting zero, are generalized by allowing the process governing immigration to be any L\'evy process without negative jumps. Unlike the CBIs, these newly…

概率论 · 数学 2022-07-06 Matija Vidmar

Many applications in medical statistics as well as in other fields can be described by transitions between multiple states (e.g. from health to disease) experienced by individuals over time. In this context, multi-state models are a popular…

In this paper, a critical Galton-Watson branching process with immigration $Z_{n}$ is studied. We first obtain the convergence rate of the harmonic moment of $Z_{n}$. Then the large deviation of $S_{Z_n}:=\sum_{i=1}^{Z_n} X_i$ is obtained,…

概率论 · 数学 2020-04-21 Doudou Li , Mei Zhang

Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of generation sizes, we are able to include immigration in the Lamperti representation of continuous-state branching processes. We provide a…

Migration phenomena and all the related issues, like integration of different social groups, are intrinsically complex problems since they strongly depend on several competitive mechanisms as economic factors, cultural differences and many…

物理与社会 · 物理学 2015-05-14 Adriano Barra , Pierluigi Contucci

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

Functional limit theorems are established for continuous-state branching processes with immigration (CBIs), where the reproduction laws have finite first moments and the immigration laws exhibit large tails. Different regimes of immigration…

概率论 · 数学 2024-10-01 Clément Foucart , Linglong Yuan

Coalescents with multiple collisions (also called Lambda-coalescents or simple exchangeable coalescents) are used as models of genealogies. We study a new class of Markovian coalescent processes connected to a population model with…

概率论 · 数学 2011-03-02 Clément Foucart