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We consider a slightly subcritical branching Brownian motion with absorption, where particles move as Brownian motions with drift $-\sqrt{2+2\varepsilon}$, undergo dyadic fission at rate $1$, and are killed when they reach the origin. We…

概率论 · 数学 2022-01-25 Jiaqi Liu

In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…

概率论 · 数学 2007-05-23 Enriquez Nathanael

We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$, starting with $N$ particles. More precisely, particles…

概率论 · 数学 2024-06-04 Julie Tourniaire

In this work, several convergence results are established for nearly critical self-excited systems in which event arrivals are described by multivariate marked Hawkes point processes. Under some mild high-frequency assumptions, the rescaled…

概率论 · 数学 2024-01-31 Wei Xu

In this work, we study asymptotics of the genealogy of Galton--Watson processes conditioned on the total progeny. We consider a fixed, aperiodic and critical offspring distribution such that the rescaled Galton--Watson processes converges…

概率论 · 数学 2007-05-23 Thomas Duquesne

In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…

概率论 · 数学 2013-05-06 Y. -X. Ren , R. Song , R. Zhang

We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…

概率论 · 数学 2012-07-02 Jiheng Zhang , J. G. Dai , Bert Zwart

The binary branching Brownian motion in the boundary case is a particle system on the real line behaving as follows. It starts with a unique particle positioned at the origin at time $0$. The particle moves according to a Brownian motion…

概率论 · 数学 2021-10-06 Xinxin Chen , Bastien Mallein

In this paper, we study branching Brownian motion with absorption, in which particles undergo Brownian motions and are killed upon hitting the absorption barrier. We prove that the empirical distribution function of the maximum of this…

概率论 · 数学 2026-05-13 Fan Yang

We study the shape of the outer envelope of a branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$. We focus on the extremal particles: those whose norm is within $O(1)$ of the maximal norm amongst the particles alive at time $t$.…

概率论 · 数学 2025-06-24 Yujin H. Kim , Ofer Zeitouni

In this paper we study a particular class of Piecewise deterministic Markov processes (PDMP's) which are semi-stochastic catastrophe versions of deterministic population growth models. In between successive jumps the process follows a flow…

概率论 · 数学 2021-06-09 Branda Goncalves , Thierry Huillet , Eva Löcherbach

We consider continuous-state branching processes (CB processes) which become extinct almost surely. First, we tackle the problem of describing the stationary measures on $(0,+\infty)$ for such CB processes. We give a representation of the…

概率论 · 数学 2025-04-30 Rongli Liu , Yan-Xia Ren , Ting Yang

Consider a branching process $\{Z_n\}_{n\ge 0}$ with immigration in varying environment. For $a\in\{0,1,2,...\},$ let $C=\{n\ge0:Z_n=a\}$ be the collection of times at which the population size of the process attains level $a.$ We give a…

概率论 · 数学 2023-08-08 Hua-Ming Wang

In this note, we study the asymptotic behaviour near extinction of (sub-) critical continuous state branching processes. In particular, we establish an analogue of Khintchin's law of the iterated logarithm near extinction time for a…

概率论 · 数学 2013-08-05 Juan Carlos Pardo , Gabriel Berzunza

In this short note we will provide a sufficient and necessary condition to have uniqueness of the location of the maximum of a stochastic process over an interval. The result will also express the mean value of the location in terms of the…

概率论 · 数学 2013-05-03 Leandro P. R. Pimentel

The exclusion process in which particles may jump any distance l>=1 with the probability that decays as l^-(1+sigma) is studied from coarse-grained equation for density profile in the limit when the lattice spacing goes to zero. For…

统计力学 · 物理学 2008-05-16 J. Szavits-Nossan , K. Uzelac

The boundary behavior of continuous-state branching processes with quadratic competition is studied in whole generality. We first observe that despite competition, explosion can occur for certain branching mechanisms. We obtain a necessary…

概率论 · 数学 2018-09-27 Clément Foucart

We consider a branching Markov process in continuous time in which the particles evolve independently as spectrally negative L\'evy processes. When the branching mechanism is critical or subcritical, the process will eventually die and we…

概率论 · 数学 2022-11-23 Christophe Profeta

We present an approximation to the Brunet--Derrida model of supercritical branching Brownian motion on the real line with selection of the $N$ right-most particles, valid when the population size $N$ is large. It consists of introducing a…

概率论 · 数学 2013-04-05 Pascal Maillard

We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motions and create offspring at a constant rate. Particles of…

概率论 · 数学 2025-04-08 Hui He