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Branching Processes with Immigration and Integer-valued Time Series

Dion, J., Gauthier, G., Latour, A. (1995)

Serdica Mathematical Journal

In this paper, we indicate how integer-valued autoregressive time series Ginar(d) of ordre d, d ≥ 1, are simple functionals of multitype branching processes with immigration. This allows the derivation of a simple criteria for the existence of a stationary distribution of the time series, thus proving and extending some results by Al-Osh and Alzaid [1], Du and Li [9] and Gauthier and Latour [11]. One can then transfer results on estimation in subcritical multitype branching processes to stationary...

Branching random motions, nonlinear hyperbolic systems and travellind waves

Nikita Ratanov (2006)

ESAIM: Probability and Statistics

A branching random motion on a line, with abrupt changes of direction, is studied. The branching mechanism, being independent of random motion, and intensities of reverses are defined by a particle's current direction. A solution of a certain hyperbolic system of coupled non-linear equations (Kolmogorov type backward equation) has a so-called McKean representation via such processes. Commonly this system possesses travelling-wave solutions. The convergence of solutions with Heaviside terminal...

Branching random walks on binary search trees: convergence of the occupation measure

Eric Fekete (2010)

ESAIM: Probability and Statistics

We consider branching random walks with binary search trees as underlying trees. We show that the occupation measure of the branching random walk, up to some scaling factors, converges weakly to a deterministic measure. The limit depends on the stable law whose domain of attraction contains the law of the increments. The existence of such stable law is our fundamental hypothesis. As a consequence, using a one-to-one correspondence between binary trees and plane trees, we give a description of the...

Brownian motion and generalized analytic and inner functions

Alain Bernard, Eddy A. Campbell, A. M. Davie (1979)

Annales de l'institut Fourier

Let f be a mapping from an open set in R p into R q , with p > q . To say that f preserves Brownian motion, up to a random change of clock, means that f is harmonic and that its tangent linear mapping in proportional to a co-isometry. In the case p = 2 , q = 2 , such conditions signify that f corresponds to an analytic function of one complex variable. We study, essentially that case p = 3 , q = 2 , in which we prove in particular that such a mapping cannot be “inner” if it is not trivial. A similar result for p = 4 , q = 2 would solve...

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