Genealogy of flows of continuous-state branching processes via flows of partitions and the Eve property

Cyril Labbé

Displaying similar documents to “Genealogy of flows of continuous-state branching processes via flows of partitions and the Eve property”

Small positive values for supercritical branching processes in random environment

Vincent Bansaye, Christian Böinghoff (2014)

Annales de l'I.H.P. Probabilités et statistiques

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Branching Processes in Random Environment (BPREs) $(Z_{n} : n \geq 0)$ are the generalization of Galton–Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical case, the process survives with positive probability and then almost surely grows geometrically. This paper focuses on rare events when the process takes positive but small values for large times. We describe the asymptotic behavior of $ℙ (1 \leq Z_{n} \leq k | Z_{0} = i)$ , $k, i \in ℕ$ as $n \to \infty$ . More precisely, we characterize...

On Paszkiewicz-type criterion for a.e. continuity of processes in $L^{p}$ -spaces

Jakub Olejnik (2010)

Banach Center Publications

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In this paper we consider processes Xₜ with values in $L^{p}$ , p ≥ 1 on subsets T of a unit cube in ℝⁿ satisfying a natural condition of boundedness of increments, i.e. a process has bounded increments if for some non-decreasing f: ℝ₊ → ℝ₊ ||Xₜ-Xₛ||ₚ ≤ f(||t-s||), s,t ∈ T. We give a sufficient criterion for a.s. continuity of all processes with bounded increments on subsets of a given set T. This criterion turns out to be necessary for a wide class of functions f. We use a geometrical Paszkiewicz-type...

An attraction result and an index theorem for continuous flows on $ℝ^{n} \times [0, \infty)$

Klaudiusz Wójcik (1997)

Annales Polonici Mathematici

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We study the behavior of a continuous flow near a boundary. We prove that if φ is a flow on $E = ℝ^{n + 1}$ for which $\partial E = ℝ^{n} \times 0$ is an invariant set and S ⊂ ∂E is an isolated invariant set, with non-zero homological Conley index, then there exists an x in EE such that either α(x) or ω(x) is in S. We also prove an index theorem for a flow on $ℝ^{n} \times [0, \infty)$ .

On smoothing properties of transition semigroups associated to a class of SDEs with jumps

Seiichiro Kusuoka, Carlo Marinelli (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) in $ℝ^{d}$ driven by additive pure-jump Lévy noise. In particular, we assume that the Lévy process driving the SDE is the sum of a subordinated Wiener process $Y$ (i.e. $Y = W \circ T$ , where $T$ is an increasing pure-jump Lévy process starting at zero and independent of the Wiener process $W$ ) and of an arbitrary Lévy process independent of $Y$ , that the drift coefficient is continuous...

A remarkable $σ$ -finite measure unifying supremum penalisations for a stable Lévy process

Yuko Yano (2013)

Annales de l'I.H.P. Probabilités et statistiques

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The $σ$ -finite measure $𝒫_{sup}$ which unifies supremum penalisations for a stable Lévy process is introduced. Silverstein’s coinvariant and coharmonic functions for Lévy processes and Chaumont’s $h$ -transform processes with respect to these functions are utilized for the construction of $𝒫_{sup}$ .

Three examples of brownian flows on $ℝ$

Yves Le Jan, Olivier Raimond (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We show that the only flow solving the stochastic differential equation (SDE) on $ℝ$ $d X_{t} = 1_{{X_{t} g t; 0}} W^{+} (d t) + 1_{{X_{t} l t; 0}} d W^{-} (d t),$ where $W^{+}$ and $W^{-}$ are two independent white noises, is a coalescing flow we will denote by $ϕ^{\pm}$ . The flow $ϕ^{\pm}$ is a Wiener solution of the SDE. Moreover, $K^{+} = 𝖤 [δ_{ϕ^{\pm}} | W^{+}]$ is the unique solution (it is also a Wiener solution) of the SDE $K_{s, t}^{+} f (x) = f (x) + \int_{s}^{t} K_{s, u} (1_{ℝ}^{+} f^{'}) (x) W^{+} (d u) + \frac{1}{2} \int_{s}^{t} K_{s, u} f ` ` (x) d u$ for $s l t; t$ , $x \in ℝ$ and $f$ a twice continuously differentiable function. A third flow $ϕ^{+}$ can be constructed out of the $n$ -point motions of $K^{+}$ . This flow is coalescing and its $n$ -point motion...

Lévy processes conditioned on having a large height process

Mathieu Richard (2013)

Annales de l'I.H.P. Probabilités et statistiques

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In the present work, we consider spectrally positive Lévy processes $(X_{t}, t \geq 0)$ not drifting to $+ \infty$ and we are interested in conditioning these processes to reach arbitrarily large heights (in the sense of the height process associated with $X$ ) before hitting $0$ . This way we obtain a new conditioning of Lévy processes to stay positive. The (honest) law $ℙ_{x}^{☆}$ of this conditioned process (starting at $x g t; 0$ ) is defined as a Doob $h$ -transform via a martingale. For Lévy processes with infinite variation paths,...

Persistence of Coron’s solution in nearly critical problems

Monica Musso, Angela Pistoia (2007)

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

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We consider the problem $\{\begin{matrix} - Δ u = u^{\frac{N + 2}{N - 2} + λ} & in Ω ∖ ε ω, \\ u > 0 & in Ω ∖ ε ω, \\ u = 0 & on \partial (Ω ∖ ε ω), \end{matrix}$ where $Ω$ and $ω$ are smooth bounded domains in $ℝ^{N}$ , $N \geq 3$ , $ε > 0$ and $λ \in ℝ .$ We prove that if the size of the hole $ε$ goes to zero and if, simultaneously, the parameter $λ$ goes to zero at the appropriate rate, then the problem has a solution which blows up at the origin.

Large scale behaviour of the spatial $𝛬$ -Fleming–Viot process

N. Berestycki, A. M. Etheridge, A. Véber (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We consider the spatial $𝛬$ -Fleming–Viot process model ( (2010) 162–216) for frequencies of genetic types in a population living in $ℝ^{d}$ , in the special case in which there are just two types of individuals, labelled $0$ and $1$ . At time zero, everyone in a given half-space has type 1, whereas everyone in the complementary half-space has type $0$ . We are concerned with patterns of frequencies of the two types at large space and time scales. We consider two cases, one in which the...

On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes

Nicolas Fournier (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order $α$ with drift and diffusion coefficients $b$ , $σ$ . When $α \in (1, 2)$ , we investigate pathwise uniqueness for this equation. When $α \in (0, 1)$ , we study another stochastic differential equation, which is equivalent in law, but for which pathwise uniqueness holds under much weaker conditions. We obtain various results, depending on whether $α \in (0, 1)$ or $α \in (1, 2)$ and on whether the driving stable process is symmetric or not. Our...

A second order unconditionally positive space-time residual distribution method for solving compressible flows on moving meshes

Dobeš, Jiří, Deconinck, Herman

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A space-time formulation for unsteady inviscid compressible flow computations in 2D moving geometries is presented. The governing equations in Arbitrary Lagrangian-Eulerian formulation (ALE) are discretized on two layers of space-time finite elements connecting levels $n$ , $n + 1 / 2$ and $n + 1$ . The solution is approximated with linear variation in space (P1 triangle) combined with linear variation in time. The space-time residual from the lower layer of elements is distributed to the nodes at level...

Ricci flow coupled with harmonic map flow

Reto Müller (2012)

Annales scientifiques de l'École Normale Supérieure

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We investigate a coupled system of the Ricci flow on a closed manifold $M$ with the harmonic map flow of a map $φ$ from $M$ to some closed target manifold $N$ , $\frac{\partial}{\partial t} g = - 2 Rc + 2 α \nabla φ \otimes \nabla φ, \frac{\partial}{\partial t} φ = τ_{g} φ,$ where $α$ is a (possibly time-dependent) positive coupling constant. Surprisingly, the coupled system may be less singular than the Ricci flow or the harmonic map flow alone. In particular, we can always rule out energy concentration of $φ$ a-priori by choosing $α$ large enough. Moreover, it suffices to bound the curvature...

Sobolev versus Hölder local minimizers and existence of multiple solutions for a singular quasilinear equation

Jacques Giacomoni, Ian Schindler, Peter Takáč (2007)

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

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We investigate the following quasilinear and singular problem, $t o 2.7 c m \{\begin{matrix} - Δ_{p} u = \frac{λ}{u^{δ}} + u^{q} & in Ω; \\ {u |}_{\partial Ω} = 0, u > 0 & in Ω, \end{matrix} t o 2.7 c m (P)$ where $Ω$ is an open bounded domain with smooth boundary, $1 < p < \infty$ , $p - 1 < q \leq p^{*} - 1$ , $λ > 0$ , and $0 < δ < 1$ . As usual, $p^{*} = \frac{N p}{N - p}$ if $1 < p < N$ , $p^{*} \in (p, \infty)$ is arbitrarily large if $p = N$ , and $p^{*} = \infty$ if $p > N$ . We employ variational methods in order to show the existence of at least two distinct (positive) solutions of problem (P) in $W_{0}^{1, p} (Ω)$ . While following an approach due to Ambrosetti-Brezis-Cerami, we need to prove two new results of separate interest: a strong comparison principle...

Explicit cogenerators for the homotopy category of projective modules over a ring

Amnon Neeman (2011)

Annales scientifiques de l'École Normale Supérieure

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Let $R$ be a ring. In two previous articles [12, 14] we studied the homotopy category $𝐊 (R - Proj)$ of projective $R$ -modules. We produced a set of generators for this category, proved that the category is $ℵ_{1}$ -compactly generated for any ring $R$ , and showed that it need not always be compactly generated, but is for sufficiently nice $R$ . We furthermore analyzed the inclusion $j_{!}^{} : 𝐊 (R - Proj) \to 𝐊 (R - Flat)$ and the orthogonal subcategory $𝒮 = {𝐊 (R - Proj)}^{⊥}$ . And we even showed that the inclusion $𝒮 \to 𝐊 (R - Flat)$ has a right adjoint; this forces some natural map to be...

On the strong Brillinger-mixing property of $α$ -determinantal point processes and some applications

Lothar Heinrich (2016)

Applications of Mathematics

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First, we derive a representation formula for all cumulant density functions in terms of the non-negative definite kernel function $C (x, y)$ defining an $α$ -determinantal point process (DPP). Assuming absolute integrability of the function $C_{0} (x) = C (o, x)$ , we show that a stationary $α$ -DPP with kernel function $C_{0} (x)$ is “strongly” Brillinger-mixing, implying, among others, that its tail- $σ$ -field is trivial. Second, we use this mixing property to prove rates of normal convergence for shot-noise processes and sketch...