Results 41 to 50 of about 147,716 (285)

Large deviation estimates for branching random walks [PDF]

open access: yesE S A I M: Probability & Statistics, 2017
For the branching random walk drifting to −∞ we study large deviations-type estimates for the first passage time. We prove the corresponding law of large numbers and the central limit theorem.
D. Buraczewski, Mariusz Ma'slanka
semanticscholar   +1 more source

Random walks conditioned to stay nonnegative and branching processes in an unfavourable environment

open access: yesSbornik: Mathematics, 2023
Let $\{S_n, n\geqslant 0\}$ be a random walk with increments that belong (without centering) to the domain of attraction of an $alpha$-stable law, that is, there exists a process $\{Y_t, t\geqslant 0\}$ such that $S_{nt}/a_{n}$ $\Rightarrow$ $Y_t$, $t ...
V. Vatutin, Congzao Dong, E. Dyakonova
semanticscholar   +1 more source

Coupling limit order books and branching random walks [PDF]

open access: yes, 2012
We consider a model for a one-sided limit order book proposed by Lakner et al. We show that it can be coupled with a branching random walk and use this coupling to answer a non-trivial question about the long-term behavior of the price.
Simatos, Florian
core   +3 more sources

Survival analysis of particle populations in branching random walks [PDF]

open access: yesCommunications in statistics. Simulation and computation, 2018
It is a common practice to describe branching random walks in terms of birth, death and walk of particles, which makes it easier to use them in different applications.
A. Rytova, E. Yarovaya
semanticscholar   +1 more source

Coalescing-Branching Random Walks on Graphs [PDF]

open access: yesACM Transactions on Parallel Computing, 2013
We study a distributed randomized information propagation mechanism in networks we call the coalescing-branching random walk (cobra walk, for short). A cobra walk is a generalization of the well-studied “standard” random walk, and is useful in modeling and understanding the Susceptible-Infected- Susceptible (SIS ...
Chinmoy Dutta   +3 more
openaire   +1 more source

Branching Random Walks in a Random Killing Environment with a Single Reproduction Source

open access: yesMathematics
We consider a continuous-time branching random walk on Z in a random non-homogeneous environment. The process starts with a single particle at initial time t=0.
Vladimir Kutsenko   +2 more
doaj   +1 more source

Branching random walks with uncountably many extinction probability vectors [PDF]

open access: yesBrazilian Journal of Probability and Statistics, 2018
Given a branching random walk on a set $X$, we study its extinction probability vectors $\mathbf q(\cdot,A)$. Their components are the probability that the process goes extinct in a fixed $A\subseteq X$, when starting from a vertex $x\in X$.
D. Bertacchi, F. Zucca
semanticscholar   +1 more source

Branching Random Walks with Ageing

open access: yesMathematics
Branching processes are stochastic models describing the evolution of populations in which individuals reproduce and die independently over time. In the classical setting, an individual’s reproductive capacity is fixed throughout its lifetime.
Daniela Bertacchi   +2 more
doaj   +1 more source

On the Critical Parameters of Branching Random Walks

open access: yesMathematics
Given a discrete spatial structure X, we define continuous-time branching processes {ηt}t≥0 that model a population breeding and dying on X. These processes are usually called branching random walks, and ηt(x) denotes the number of individuals alive at ...
Daniela Bertacchi, Fabio Zucca
doaj   +1 more source

Ecological equilibrium for restrained branching random walks

open access: yes, 2006
We study a generalized branching random walk where particles breed at a rate which depends on the number of neighboring particles. Under general assumptions on the breeding rates we prove the existence of a phase where the population survives without ...
Bertacchi, Daniela   +2 more
core   +2 more sources

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