Continuous Time Branching Random Walk

1999 ◽  
pp. 135-152
Author(s):  
Rinaldo B. Schinazi
Keyword(s):  
Random Walk ◽  
Continuous Time ◽  
Branching Random Walk

scholarly journals Strong Local Survival of Branching Random Walks is Not Monotone

2014 ◽  
Vol 46 (02) ◽  
pp. 400-421 ◽  
Author(s):  
Daniela Bertacchi ◽  
Fabio Zucca
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Generating Function ◽  
Continuous Time ◽  
Local Property ◽  
Branching Random Walk ◽  
Infinite Dimensional ◽  
Branching Random Walks ◽  
Local Survival ◽  
Branching Law

In this paper we study the strong local survival property for discrete-time and continuous-time branching random walks. We study this property by means of an infinite-dimensional generating functionGand a maximum principle which, we prove, is satisfied by every fixed point ofG. We give results for the existence of a strong local survival regime and we prove that, unlike local and global survival, in continuous time, strong local survival is not a monotone property in the general case (though it is monotone if the branching random walk is quasitransitive). We provide an example of an irreducible branching random walk where the strong local property depends on the starting site of the process. By means of other counterexamples, we show that the existence of a pure global phase is not equivalent to nonamenability of the process, and that even an irreducible branching random walk with the same branching law at each site may exhibit nonstrong local survival. Finally, we show that the generating function of an irreducible branching random walk can have more than two fixed points; this disproves a previously known result.

scholarly journals Strong Local Survival of Branching Random Walks is Not Monotone

2014 ◽  
Vol 46 (2) ◽  
pp. 400-421 ◽  
Author(s):  
Daniela Bertacchi ◽  
Fabio Zucca
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Generating Function ◽  
Continuous Time ◽  
Local Property ◽  
Branching Random Walk ◽  
Infinite Dimensional ◽  
Branching Random Walks ◽  
Local Survival ◽  
Branching Law

In this paper we study the strong local survival property for discrete-time and continuous-time branching random walks. We study this property by means of an infinite-dimensional generating function G and a maximum principle which, we prove, is satisfied by every fixed point of G. We give results for the existence of a strong local survival regime and we prove that, unlike local and global survival, in continuous time, strong local survival is not a monotone property in the general case (though it is monotone if the branching random walk is quasitransitive). We provide an example of an irreducible branching random walk where the strong local property depends on the starting site of the process. By means of other counterexamples, we show that the existence of a pure global phase is not equivalent to nonamenability of the process, and that even an irreducible branching random walk with the same branching law at each site may exhibit nonstrong local survival. Finally, we show that the generating function of an irreducible branching random walk can have more than two fixed points; this disproves a previously known result.

scholarly journals Individuals at the origin in the critical catalytic branching random walk

2003 ◽  
Vol DMTCS Proceedings vol. AC,... (Proceedings) ◽  
Author(s):  
Valentin Topchii ◽  
Vladimir Vatutin
Keyword(s):  
Random Walk ◽  
Limit Theorem ◽  
Continuous Time ◽  
Branching Random Walk ◽  
Conditional Limit Theorem ◽  
Catalytic Branching ◽  
International Audience ◽  
Number Of Individuals ◽  
Conditional Limit

International audience A continuous time branching random walk on the lattice $\mathbb{Z}$ is considered in which individuals may produce children at the origin only. Assuming that the underlying random walk is symmetric and the offspring reproduction law is critical we prove a conditional limit theorem for the number of individuals at the origin.

Quartile histogram assessment of glioma malignancy using high b ‐value diffusion MRI with a continuous‐time random‐walk model

2021 ◽  
Vol 34 (4) ◽  
Author(s):  
M. Muge Karaman ◽  
Jiaxuan Zhang ◽  
Karen L. Xie ◽  
Wenzhen Zhu ◽  
Xiaohong Joe Zhou
Keyword(s):  
Random Walk ◽  
Continuous Time ◽  
Diffusion Mri ◽  
B Value ◽  
Continuous Time Random Walk ◽  
Random Walk Model ◽  
High B Value

Multiscale Modeling of Carbonate Acidizing Using Continuous Time Random Walk Approach

2017 ◽  
Author(s):  
Kang Kang ◽  
Elsayed Abdelfatah ◽  
Maysam Pournik ◽  
Bor Jier Shiau ◽  
Jeffrey Harwell
Keyword(s):  
Random Walk ◽  
Multiscale Modeling ◽  
Continuous Time ◽  
Continuous Time Random Walk ◽  
Carbonate Acidizing

CONTINUOUS-TIME FINANCE AND THE WAITING TIME DISTRIBUTION: MULTIPLE CHARACTERISTIC TIMES

2012 ◽  
Vol 26 (23) ◽  
pp. 1250151 ◽  
Author(s):  
KWOK SAU FA
Keyword(s):  
Distribution Function ◽  
Random Walk ◽  
Waiting Time ◽  
Continuous Time ◽  
Probability Distribution Function ◽  
Time Distribution ◽  
Waiting Time Distribution ◽  
Exponential Functions ◽  
Multiple Characteristic ◽  
Sum Of Products

In this paper, we model the tick-by-tick dynamics of markets by using the continuous-time random walk (CTRW) model. We employ a sum of products of power law and stretched exponential functions for the waiting time probability distribution function; this function can fit well the waiting time distribution for BUND futures traded at LIFFE in 1997.

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