16 citations · 37 across the 18 of their papers we have counts for
13 papers · 1 filter
Existence and non-existence of consistent estimators in supercritical controlled branching processes
Peter Braunsteins, Sophie Hautphenne, James Kerlidis
We consider the problem of estimating the parameters of a supercritical controlled branching process consistently from a single observed trajectory of population size counts. Our g…
Linking Population-Size-Dependent and Controlled Branching Processes
Peter Braunsteins, Sophie Hautphenne, James Kerlidis
Population-size dependent branching processes (PSDBP) and controlled branching processes (CBP) are two classes of branching processes widely used to model biological populations th…
A fluid approach to total-progeny-dependent birth-and-death processes
Sophie Hautphenne, Minyuan Li
We introduce a class of branching processes in which the reproduction or lifetime distribution at a given time depends on the total cumulative number of individuals who have been b…
Markovian Transition Counting Processes: An Alternative to Markov Modulated Poisson Processes
Azam Asanjarani, Sophie Hautphenne, Yoni Nazarathy
Stochastic models for performance analysis, optimization and control of queues hinge on a multitude of alternatives for input point processes. In case of bursty traffic, one very p…
Extinction probabilities in branching processes with countably many types: a general framework
Daniela Bertacchi, Peter Braunsteins, Sophie Hautphenne +1
We consider Galton-Watson branching processes with countable typeset . We study the vectors recording the conditional probabili…
The probabilities of extinction in a branching random walk on a strip
Peter Braunsteins, Sophie Hautphenne
We consider a class of multitype Galton-Watson branching processes with a countably infinite type set whose mean progeny matrices have a block lower Hessenberg form…
Extinction in lower Hessenberg branching processes with countably many types
Peter Braunsteins, Sophie Hautphenne
We consider a class of branching processes with countably many types which we refer to as Lower Hessenberg branching processes. These are multitype Galton-Watson processes with typ…
The time-dependent expected reward and deviation matrix of a finite QBD process
Sarah Dendievel, Sophie Hautphenne, Guy Latouche +1
Deriving the time-dependent expected reward function associated with a continuous-time Markov chain involves the computation of its transient deviation matrix. In this paper we foc…
A pathwise iterative approach to the extinction of branching processes with countably many types
Peter Braunsteins, Geoffrey Decrouez, Sophie Hautphenne
We consider the extinction events of Galton-Watson processes with countably infinitely many types. In particular, we construct truncated and augmented Galton-Watson processes with…
How old is this bird? The age distribution under some phase sampling schemes
Sophie Hautphenne, Melanie Massaro, Peter Taylor
In this paper, we use a finite-state continuous-time Markov chain with one absorbing state to model an individual's lifetime. Under this model, the time of death follows a phase-ty…
Lyapunov exponents for branching processes in a random environment: The effect of information
Sophie Hautphenne, Guy Latouche
We consider multitype Markovian branching processes evolving in a Markovian random environment. To determine whether or not the branching process becomes extinct almost surely is a…
The Second Order Terms of the Variance Curves for Some Queueing Output Processes
Sophie Hautphenne, Yoav Kerner, Yoni Nazarathy +1
We consider queueing output processes of some elementary queueing models such as the M/M/1/K queue and the M/G/1 queue. An important performance measure for these counting processe…
On the nature of Phase-Type Poisson distributions
Sophie Hautphenne, Guy Latouche, Giang Nguyen
Matrix-form Poisson probability distributions were recently introduced as one matrix generalization of Panjer distributions. We show in this paper that under the constraint that th…