arXiv subjects

Assen Tchorbadjieff

Publications and source records attributed to Assen Tchorbadjieff.

4 recordsLinked to original sources

arXiv2025

Koenigs functions in the subcritical and critical Markov branching processes with Poisson probability reproduction of particles

Special functions have always played a central role in physics and in mathematics, arising as solutions of nonlinear differential equations, as well as in the theory of branching processes, which extensively uses probability generating functions. The theory of iteration of real functions leads to limit theorems for the discrete-time and real-time Markov branching processes. The Poisson reproduction of particles in real time is analysed through the integration of the Kolmogorov equation. These results are further extended by employing graphical representations of Koenigs functions under subcritical and critical branching mechanisms. The limit conditional law in the subcritical case and the invariant measure for the critical case are discussed, as well. The obtained explicit solutions contain the exponential Bell polynomials and the modified exponential-integral function $\rm{Ein} (z)$.

math.PR↗

arXiv2023

Mixed Poisson process with Stacy mixing variable -- Working version

Stacy distribution defined for the first time in 1961 provides a flexible framework for modelling of a wide range of real-life behaviours. It appears under different names in the scientific literature and contains many useful particular cases. Homogeneous Poisson processes are appropriate apriori models for the number of renewals up to a given time $t>0$. This paper mixes them and considers a Mixed Poisson process with Stacy mixing variable. We call it a Poisson-Stacy process. The resulting counting process is one of the Generalised Negative Binomial processes, and the distribution of its time-intersections are very-well investigated in the scientific literature. Here we define and investigate their joint probability distributions. Then, the corresponding mixed renewal process is investigated and Exp-Stacy and Erlang-Stacy distributions are defined and partially studied. The paper finishes with a simulation study of these stochastic processes. Some plots of the probability density functions, probability mass functions, mean square regressions and sample paths are drawn together with the corresponding code for the simulations.

math.PR↗

arXiv2022

Extended Sibuya distribution in the Subcritical Markov Branching processes

The subcritical Markov branching process X(t) starting with one particle as the initial condition has the ultimate extinction probability q = 1. The branching mechanism in consideration is defined by the mixture of logarithmic distributions on the nonnegative integers. The purpose of the present paper is to prove that in this case the random number of particles X(t) alive at time t>0 follows the shifted extended Sibuya distribution, with parameters depending on the time $t>0$. The conditional limit probability is exactly the logarithmic series distribution supported by the positive integers.

math.PR↗

arXiv2019

Logarithmic Lévy process directed by Poisson subordinator

Let $\{L(t),t\geq 0\}$ be a Lévy process with representative random variable $L(1)$ defined by the infinitely divisible logarithmic series distribution. We study here the transition probability and Lévy measure of this process. We also define two subordinated processes. The first one, $Y(t)$, is a Negative-Binomial process $X(t)$ directed by Gamma process. The second process, $Z(t)$, is a Logarithmic Lévy process $L(t)$ directed by Poisson process. For them, we prove that the Bernstein functions of the processes $L(t)$ and $Y(t)$ contain the iterated logarithmic function. In addition, the Lévy measure of the subordinated process $Z(t)$ is a shifted Lévy measure of the Negative-Binomial process $X(t)$. We compare the properties of these processes, knowing that the total masses of corresponding Lévy measures are equal.

math.PR↗