1 citations · 2 across the 16 of their papers we have counts for
16 papers
Small value probabilities of additive and derivative martingales in supercritical branching Brownian motions and super Brownian motions
Shukai Chen, Haojie Hou
In this paper, we establish asymptotics for the small value probabilities of additive and derivative martingales in both supercritical branching Brownian motions and super Brownian…
Asymptotic behaviours of critical branching random walk in
Haojie Hou, Yaping Zhu
In this paper, we study the asymptotic behaviours of a critical branching random walk in under the assumption that the offspring distribution belongs to the domain o…
On the maximal displacement of subcritical branching random walks with stretched exponential tail
Haojie Hou
We study the maximal displacement of a one-dimensional subcritical branching random walk with offspring distribution and step size such that $m := \sum_{k=1}^\infty k…
On the maximal displacement of subcritical branching random walks with or without killing
Haojie Hou, Shuxiong Zhang
Consider a subcritical branching random walk with offspring distribution and step size . Let denote the rightmost position reached…
Law of iterated logarithm for supercritical non-symmetric branching Markov process
Haojie Hou, Yan-Xia Ren, Renming Song
Let be a supercritical branching Markov process (which is not necessary symmetric) on a locally compact metric measure space …
Tail probability of maximal displacement in critical and subcritical branching stable processes
Haojie Hou, Yiyang Jiang, Yan-Xia Ren +1
In this paper, we study critical and subcritical branching -stable processes, . We obtain the exact asymptotic behaviors of the tails of the maximal positions of al…
Local properties for -dimensional critical branching Lévy process
Haojie Hou, Yan-Xia Ren, Renming Song
Consider a one dimensional critical branching Lévy process . Assume that the offspring distribution either has finite second moment or belongs to…
Asymptotic behaviors of subcritical branching killed Brownian motion with drift
Haojie Hou, Yan-Xia Ren, Renming Song +1
In this paper, we study asymptotic behaviors of a subcritical branching killed Brownian motion with drift and offspring distribution . Let b…
Tails of extinction time and maximal displacement for critical branching killed Lévy process
Haojie Hou, Yan-Xia Ren, Renming Song
In this paper, we study asymptotic behaviors of the tails of extinction time and maximal displacement of a critical branching killed Lévy process in $…
-stable fluctuation of the derivative martingale of branching random walk
Haojie Hou, Yan-Xia Ren, Renming Song
In this paper, we study the functional convergence in law of the fluctuations of the derivative martingale of branching random walk on the real line. Our main result strengthens th…
Asymptotic expansion for additive measure of branching Brownian motion
Haojie Hou, Yan-Xia Ren, Renming Song
Let be the collection of particles alive at time in a branching Brownian motion in , and for , let be the position of particle…
Tail probability of maximal displacement in critical branching Lévy process with stable branching
Haojie Hou, Yiyang Jiang, Yan-Xia Ren +1
Consider a critical branching Lévy process with branching rate offspring distribution and spatial motion . For any $t\ge 0…
Asymptotic expansion for branching killed Brownian motion with drift
Haojie Hou, Yan-Xia Ren, Renming Song
Let be the point process formed by the positions of all particles alive at time in a branching Brownian motion with drift and killed upon reaching 0. We stud…
Extremal process for irreducible multitype branching Brownian motion
Haojie Hou, Yan-Xia Ren, Renming Song
We first study the convergence of solutions of a system of F-KPP equations related to irreducible multitype branching Brownian motions with Heaviside-type initial conditions to tra…
Invariance principle for the maximal position process of branching Brownian motion in random environment
Haojie Hou, Yan-Xia Ren, Renming Song
In this paper we study the maximal position process of branching Brownian motion in random spatial environment. The random environment is given by a process $ξ= \left(ξ(x)\right)_{…
The Seneta-Heyde scaling for supercritical super-Brownian motion
Haojie Hou, Yan-Xia Ren, Renming Song
We consider the additive martingale and the derivative martingale for one-dimensional supercritical super-Brownian motions with general branching mechani…