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20072023
most citedA Wiener--Hopf Monte Carlo simulation technique for Lévy processes

103 citations · 372 across the 37 of their papers we have counts for

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41 papers · 1 filter

math.PR2023

Speed of extinction for continuous state branching processes in a weakly subcritical Lévy environment

Natalia Cardona-Tobón, Juan Carlos Pardo

In this manuscript, we continue with the systematic study of the speed of extinction of continuous state branching processes in Lévy environments under more general branching mecha…

math.PR2023

Universality classes for the coalescent structure of heavy-tailed Galton-Watson trees

Simon C. Harris, Samuel G. G. Johnston, Juan Carlos Pardo

Consider a population evolving as a critical continuous-time Galton-Watson (GW) tree. Conditional on the population surviving until a large time , sample individuals uniform…

math.PR2022★ 3 cited

The coalescent structure of Galton-Watson trees in varying environments

Simon C. Harris, Sandra Palau, Juan Carlos Pardo

We investigate the genealogy of a sample of particles chosen uniformly without replacement from a population alive at large times in a critical discrete-time Galton-Watson…

math.PR2021★ 1 cited

Speed of extinction for continuous state branching processes in subcritical Lévy environments: the strongly and intermediate regimes

Natalia Cardona-Tobón, Juan Carlos Pardo

In this paper, we study the speed of extinction of continuous state branching processes in subcritical Lévy environments. More precisely, when the associated Lévy process to the en…

math.PR2021

Multitype self-similar growth-fragmentation processes

William Da Silva, Juan Carlos Pardo

In this paper, we are interested in multitype self-similar growth-fragmentation processes. More precisely, we investigate a multitype version of the self-similar growth-fragmentati…

math.PR2021★ 9 cited

The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise

Gerardo Barrera, Michael A. Högele, Juan Carlos Pardo

This article establishes the cutoff phenomenon in the Wasserstein distance for systems of nonlinear ordinary differential equations with a unique coercive stable fixed point subjec…