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We study the phenomenon of coming down from infinity - that is, when the process starts from infinity and never returns to it - for continuous-state branching processes with generalized drift. We provide sufficient conditions on the drift…

概率论 · 数学 2025-10-08 Félix Rebotier

We study a catalytic branching process (CBP) with any finite set of catalysts. This model describes a system of particles where the movement is governed by a Markov chain with arbitrary finite or countable state space and the branching may…

概率论 · 数学 2016-03-18 Ekaterina Vl. Bulinskaya

We provide upper and lower bounds for the mean ${\mathscr M}(H)$ of $\sup_{t\geqslant 0} \{B_H(t) - t\}$, with $B_H(\cdot)$ a zero-mean, variance-normalized version of fractional Brownian motion with Hurst parameter $H\in(0,1)$. We find…

概率论 · 数学 2023-06-22 Krzysztof Bisewski , Krzysztof Dębicki , Michel Mandjes

A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…

When the unconditioned process is a diffusion living on the half-line $x \in ]-\infty,a[$ in the presence of an absorbing boundary condition at position $x=a$, we construct various conditioned processes corresponding to finite or infinite…

统计力学 · 物理学 2022-10-17 Cécile Monthus , Alain Mazzolo

We prove and extend some results stated by Mark Pinsky: Limit theorems for continuous state branching processes with immigration [Bull. Amer. Math. Soc. 78(1972), 242--244]. Consider a continuous-state branching process with immigration…

概率论 · 数学 2021-07-22 Clément Foucart , Chunhua Ma , Linglong Yuan

We consider a branching system consisting of particles moving according to a Markov family in $\Rd$ and undergoing subcritical branching with a constant rate $V>0$. New particles immigrate to the system according to homogeneous space-time…

概率论 · 数学 2009-11-04 Piotr Milos

It is known from Bramson (1983) that the maximum of branching Brownian motion at time $t$ is asymptotically around an explicit function $m_t$, which involves a first ballistic order and a logarithmic correction. In this paper, we give an…

概率论 · 数学 2025-11-11 Louis Chataignier

This work extends the studies on the minimum and extremal process of a supercritical branching random walk outside the boundary case which cannot be reduced to the boundary case. We study here the situation where the log-generating function…

概率论 · 数学 2026-01-14 Xinxin Chen , Haojie Hou

The purpose of this article is to study the hydrodynamic limit of the symmetric exclusion process with long jumps and in contact with infinitely extended reservoirs for a particular critical regime. The jumps are given in terms of a…

概率论 · 数学 2021-10-29 Patrícia Gonçalves , Stefano Scotta

For many stochastic diffusion processes with mean field interaction, convergence of the rescaled total mass processes towards a diffusion process is known. Here we show convergence of the so-called finite system scheme for interacting…

概率论 · 数学 2017-02-03 Leif Doering , Achim Klenke , Leonid Mytnik

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

概率论 · 数学 2024-09-19 Scott Armstrong , Ahmed Bou-Rabee , Tuomo Kuusi

In this note we consider a branching Brownian motion (BBM) on $\mathbb{R}$ in which a particle at spatial position $y$ splits into two at rate $\beta y^2$, where $\beta>0$ is a constant. This is a critical breeding rate for BBM in the sense…

概率论 · 数学 2010-02-10 J. Berestycki , E. Brunet , J. W. Harris , S. C. Harris

A properly scaled critical Galton-Watson process converges to a continuous state critical branching process $\xi(\cdot)$ as the number of initial individuals tends to infinity. We extend this classical result by allowing for overlapping…

概率论 · 数学 2021-08-10 Serik Sagitov

In this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumptions on the spatial motion, the branching and immigration…

概率论 · 数学 2022-04-20 Martin Friesen

We consider a random walk on $\Z$ that branches at the origin only. In the supercritical regime we establish a law of large number for the maximal position $M_n$. Then we determine all possible limiting law for the sequence $M_n -\alpha n$…

概率论 · 数学 2012-09-28 Philippe Carmona , Yueyun Hu

We consider the additive martingale $W_t(\lambda)$ and the derivative martingale $\partial W_t(\lambda)$ for one-dimensional supercritical super-Brownian motions with general branching mechanism. In the critical case $\lambda=\lambda_0$, we…

概率论 · 数学 2021-09-13 Haojie Hou , Yan-Xia Ren , Renming Song

We observe the continuous-time Markov Branching Process without high-order moments and allowing Immigration. Limit properties of transition functions and their convergence to invariant measures are investigated. Main mathematical tool is…

概率论 · 数学 2020-06-18 Azam A. Imomov , Abror Kh. Meyliev

In this manuscript, we continue with the systematic study of the speed of extinction of continuous state branching processes in L\'evy environments under more general branching mechanisms. Here, we deal with the weakly subcritical regime…

概率论 · 数学 2023-02-20 Natalia Cardona-Tobón , Juan Carlos Pardo

We construct a family of processes, from a renewal process, that have realizations that converge almost surely to the Brownian motion, uniformly on the unit time interval. Finally we compute the rate of convergence in a particular case.

概率论 · 数学 2022-12-13 Xavier Bardina , Carles Rovira