4 papers
Occupation-Time Fluctuations of an Age-Dependent Branching System Driven by Poisson Immigration
Ekaterina T. Kolkovska, José Alfredo López-Mimbela, Maroussia Slavtchova-Bojkova
We study the occupation-time fluctuations of a critical age-dependent branching particle system with immigration in . Immigrants arrive according to a homogeneous Poi…
Convergence of a Critical Multitype Bellman--Harris Process with Finite-Mean Lifetimes
E. T. Kolkovska, J. A. López-Mimbela, J. H. RamÃrez-González
We study a critical multitype Bellman--Harris branching particle system in \(\mathbb R^N\) with a finite type space \(\mathbf K=\{1,\dots,K\}\). Particles of type \(I\) move accord…
Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion
José Alfredo López-Mimbela, Gerardo Pérez-Suárez
Our aim in this article is to provide explicit computable estimates for the cumulative distribution function (c.d.f.) and the -th order moment of the exponential functional of a…
Occupation time fluctuations of an age-dependent critical binary branching particle system
José Alfredo López-Mimbela, Antonio Murillo-Salas, José Hermenegildo RamÃrez-González
We study the limit fluctuations of the rescaled occupation time process of a branching particle system in , where the particles are subject to symmetric -stable m…