On the Structure of Spatial Branching Processes

The paper is a contribution to the theory of branching processes with discrete time and a general phase space in the sense of [2]. We characterize the class of regular, i.e. in a sense sufficiently random, branching processes (Φk) k∈Z by almost sure properties of their realizations without making any assumptions about stationarity or existence of moments. This enables us to classify the clans of (Φk) into the regular part and the completely non-regular part. It turns out that the completely non-regular branching processes are built up from single-line processes, whereas the regular ones are mixtures of left-tail trivial processes with a Poisson family structure.

Some Contributions to the Class of Two-Sex Branching Processes Depending on the Number of Couples in the Population

2000 Mathematics Subject Classification: 60J80

Robust Estimation in Multitype Branching Processes Based on their Asymptotic Properties

2000 Mathematics Subject Classification: 60J80.

Optimal Control of Markov Processes with Age-Dependent Transition Rates

We study optimal control of Markov processes with age-dependent transition rates. The control policy is chosen continuously over time based on the state of the process and its age. We study infinite horizon discounted cost and infinite horizon average cost problems. Our approach is via the construction of an equivalent semi-Markov decision process. We characterise the value function and optimal controls for both discounted and average cost cases.

Asymptotic behaviour of point processes with Markov-dependent intervals

This splitting techniques for MARKOV chains developed by NUMMELIN (1978a) and ATHREYA and NEY (1978b) are used to derive an imbedded renewal process in WOLD's point process with MARKOV-correlated intervals. This leads to a simple proof of renewal theorems for such processes. In particular, a key renewal theorem is proved, from which analogues to both BLACKWELL's and BREIMAN's forms of the renewal theorem can be deduced.

Topographic and age-dependent distribution of subchondral bone density in the elbow joints of clinically normal dogs

OBJECTIVE: To investigate topographic and age-dependent adaptation of subchondral bone density in the elbow joints of healthy dogs by means of computed tomographic osteoabsorptiometry (CTOAM). Animals-42 elbow joints of 29 clinically normal dogs of various breeds and ages. PROCEDURES: Subchondral bone densities of the humeral, radial, and ulnar joint surfaces of the elbow relative to a water-hydroxyapatite phantom were assessed by means of CTOAM. Distribution patterns in juvenile, adult, and geriatric dogs (age, < 1 year, 1 to 8 years, and > 8 years, respectively) were determined and compared within and among groups. RESULTS: An area of increased subchondral bone density was detected in the humerus distomedially and cranially on the trochlea and in the olecranon fossa. The ulna had maximum bone densities on the anconeal and medial coronoid processes. Increased bone density was detected in the craniomedial region of the joint surface of the radius. A significant age-dependent increase in subchondral bone density was revealed in elbow joint surfaces of the radius, ulna, and humerus. Mean subchondral bone density of the radius was significantly less than that of the ulna in paired comparisons for all dogs combined and in adult and geriatric, but not juvenile, dog groups. CONCLUSIONS AND CLINICAL RELEVANCE: An age-dependent increase in subchondral bone density at the elbow joint was revealed. Maximal relative subchondral bone densities were detected consistently at the medial coronoid process and central aspect of the humeral trochlea, regions that are commonly affected in dogs with elbow dysplasia.

Birth-death processes with disaster and instantaneous resurrection

A new structure with the special property that instantaneous resurrection and mass disaster are imposed on an ordinary birth-death process is considered. Under the condition that the underlying birth-death process is exit or bilateral, we are able to give easily checked existence criteria for such Markov processes. A very simple uniqueness criterion is also established. All honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. Surprisingly, it can be proved that all the honest processes are not only recurrent but also ergodic without imposing any extra conditions. Equilibrium distributions are then established. Symmetry and reversibility of such processes are also investigated. Several examples are provided to illustrate our results.

Optimal design for correlated processes with input-dependent noise

Optimal design for parameter estimation in Gaussian process regression models with input-dependent noise is examined. The motivation stems from the area of computer experiments, where computationally demanding simulators are approximated using Gaussian process emulators to act as statistical surrogates. In the case of stochastic simulators, which produce a random output for a given set of model inputs, repeated evaluations are useful, supporting the use of replicate observations in the experimental design. The findings are also applicable to the wider context of experimental design for Gaussian process regression and kriging. Designs are proposed with the aim of minimising the variance of the Gaussian process parameter estimates. A heteroscedastic Gaussian process model is presented which allows for an experimental design technique based on an extension of Fisher information to heteroscedastic models. It is empirically shown that the error of the approximation of the parameter variance by the inverse of the Fisher information is reduced as the number of replicated points is increased. Through a series of simulation experiments on both synthetic data and a systems biology stochastic simulator, optimal designs with replicate observations are shown to outperform space-filling designs both with and without replicate observations. Guidance is provided on best practice for optimal experimental design for stochastic response models. © 2013 Elsevier Inc. All rights reserved.

Limit Theorems for Regenerative Excursion Processes

This work is supported by Bulgarian NFSI, grant No. MM–704/97

Bootstrap for Critical Branching Process with Non-Stationary Immigration

2000 Mathematics Subject Classification: Primary 60J80, Secondary 62F12, 60G99.

Extremes of Bivariate Geometric Variables with Application to Bisexual Branching Processes

2000 Mathematics Subject Classification: 60J80, 60G70.