Results 11 to 20 of about 218,041 (382)
Branching Processes in Random Environments with Thresholds [PDF]
Advances in Applied Probability, 2023 Motivated by applications to COVID dynamics, we describe a branching process in random environments model $\{Z_n\}$ whose characteristics change when crossing upper and lower thresholds.
Francisci, Giacomo +1 more
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Continuous-State Branching Processes in Lévy Random Environments [PDF]
Journal of Theoretical Probability, 2017 A general continuous-state branching processes in random environment (CBRE-process) is defined as the strong solution of a stochastic integral equation. The environment is determined by a Lévy process with no jump less than $-1$. We give characterizations of the quenched and annealed transition semigroups of the process in terms of a backward ...
He, Hui, Li, Zenghu, Xu, Wei
semanticscholar +8 more sources
Large Deviations for Processes in Random Environments with Jumps [PDF]
Electronic Journal of Probability, 2011 A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We study the exponential decay of the probabilities that the walk will reach sites located far away from the origin. We
Ivan Matic
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Limit Theorems for Branching Processes in a Random Environment [PDF]
The Annals of Probability, 1977 In this paper, growth of branching processes in random environment is considered. In particular it is shown that this process either "explodes" at an exponential rate or else becomes extinct w.p.1. A classification theorem outlining the cases of "explosion or extinction" is given.
David Tanny
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On Branching Processes in Random Environments
The Annals of Mathematical Statistics, 1969 $\{\zeta_n\}$ is a sequence of $\operatorname{iid}$ "environmental" variables in an abstract space $\Theta$. Each point $\zeta \varepsilon \Theta$ is associated with a $\operatorname{pgf} \phi_\zeta(s)$. The branching process $\{Z_n\}$ is defined as a Markov chain such that $Z_0 = k$, a finite integer, and given $Z_n$ and $\zeta_n, Z_{n+1}$ is ...
Smith, Walter L., Wilkinson, William E.
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Birth and death processes in interactive random environments [PDF]
Queueing Systems, 2022 This paper studies birth and death processes in interactive random environments where the birth and death rates and the dynamics of the state of the environment are dependent on each other. Two models of a random environment are considered: a continuous-time Markov chain (finite or countably infinite) and a reflected (jump) diffusion process.
Guodong Pang +2 more
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Limit theorems for random transformations and processes in random environments [PDF]
Transactions of the American Mathematical Society, 1998 I derive general relativized central limit theorems and laws of iterated logarithm for random transformations both via certain mixing assumptions and via the martingale differences approach. The results are applied to Markov chains in random environments, random subshifts of finite type, and random expanding in average transformations where I show that
Y. Kifer
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Comparison Results for Branching Processes in Random Environments [PDF]
Journal of Applied Probability, 2007 We consider branching processes whose behaviors depend on a dynamic random environment, in the sense that we assume the offsprings distributions of individuals parametrized, during time, by the realizations of a process describing the environmental ...
Pellerey, Franco
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The Growth of Supercritical Branching Processes with Random Environments
Annals of Probability, 1973 For the supercritical branching process with random environments, the rate of growth of the generation size $Z_n$ is studied in the marginal distribution. It is shown that unless the environmental process yields a constant conditional expectation $E(Z_1 \mid \zeta)$, the asymptotic distribution of $$(Z_n \exp(-nE_\zeta(\log E(Z_1 \mid \zeta))))^{n ...
Niels Keiding
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On weighted branching processes in random environment
Stochastic Processes and their Applications, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dirk Kuhlbusch
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