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Hua-Ming Wang

Publications and source records attributed to Hua-Ming Wang.

At least 19 recordsLinked to original sources

Biased Random Walk on $\mathbb Z_+$ with Traps of Linearly Increasing Depth

We study a $λ$-biased random walk $(X_n)_{n\ge0}$ on the deterministic infinite rooted tree $\mathcal{T}=\{(i,j): i\ge0,\,0\le j\le i\}$, whose backbone is $\{(i,0):i\ge0\}$ and, for each $i\ge1$, the segment $\{(i,j):1\le j\le i\}$ forms a trap attached to $(i,0)$. The trapping effect induces long sojourns, yielding asymptotics markedly different from simple random walks. The walk is recurrent for $λ\ge1$ and transient for $0<λ<1$. In the transient regime it is sub-ballistic: its distance from the root grows logarithmically, with \[ \liminf_{n\to\infty}\frac{|X_n|}{\log n}=\frac{1}{\log(1/λ)},\quad \limsup_{n\to\infty}\frac{|X_n|}{\log n}=\frac{2}{\log(1/λ)},\quad\text{a.s.}. \] A contrast between spatial and temporal regeneration emerges. Let $C(n)$ be the number of cutpoints among the first $n$ backbone vertices and $M(N)$ the number of cut times up to time $N$. Then \[ \lim_{n\to\infty}\frac{C(n)}{n}= 1-λ,\qquad \lim_{N\to\infty}\frac{M(N)}{\log N}=\frac{1-λ}{\log(1/λ)},\quad\text{a.s.}, \] so cutpoints have positive linear density while cut times grow only logarithmically.

math.PR

Beyond Poisson Approximation: Sums of Markovian Bernoulli Variables with Applications to Brownian Motions and Branching Processes

Let $\{η_i\}_{i\ge 1}$ be a sequence of dependent Bernoulli random variables. While the Poisson approximation for the distribution of $\sum_{i=1}^nη_i$ has been extensively studied in the literature, this paper establishes new convergence regimes characterized by non-Poisson limits. Specifically, under a Markovian dependence structure, we show that $\sum_{i=1}^nη_i,$ under suitable scaling, converges almost surely or in distribution as $n\to\infty$ to a geometric or Gamma random variable. These results provide a new tool for analyzing the limit distributions of sums of Markovian dependent Bernoulli random variables. We demonstrate these results in several applications: determining the limiting distribution of the number of weak cutspheres for a $d(\ge3)$-dimensional standard Brownian motion; deriving the limit law for weak cutpoints of geometric Brownian motion; and analyzing how often the population size reaches a given threshold in certain branching processes, both with and without immigration.

math.PR

Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line

In this paper, we study a transient spatially inhomogeneous random walk with asymptotically zero drifts on the lattice of the positive half line. We give criteria for the finiteness of the number of points having exactly the same local time and/or upcrossing time and weak cutpoints (a point $x$ is called a weak cutpoint if the walk never returns to $x-1$ after its first upcrossing from $x$ to $x+1$). In addition, for the walk with some special local drifts, we also give the order of the expected number of these points in $[1,n].$ Finally, we show that, when properly scaled, the number of these points in $[1,n]$ converges in distribution to a random variable with the standard exponential distribution. Our results answer three conjectures related to the local time, the upcrossing time, and the weak cutpoints proposed by E. Csáki, A. Földes, P. Révész [J. Theoret. Probab. 23 (2) (2010) 624-638].

math.PR

Times of a branching process with immigration in varying environment attaining a fixed level

Consider a branching process $\{Z_n\}_{n\ge 0}$ with immigration in varying environment. For $a\in\{0,1,2,...\},$ let $C=\{n\ge0:Z_n=a\}$ be the collection of times at which the population size of the process attains level $a.$ We give a criterion to determine whether the set $C$ is finite or not. For critical Galton-Watson process, we show that $|C\cap [1,n]|/\log n\rightarrow S$ in distribution, where $S$ is an exponentially distributed random variable with $P(S>t)=e^{-t},\ t>0.$

math.PR

Cutpoints of (1,2) and (2,1) random walks on the lattice of positive half line

In this paper, we study (1,2) and (2,1) random walks in varying environments on the lattice of positive half line. We assume that the transition probabilities at site $n$ are asymptotically constants as $n\rightarrow\infty.$ For (1,2) random walk, we get some elaborate asymptotic behaviours of various escape probabilities and hitting probabilities of the walk. Such observations and some delicate analysis of continued fractions and the product of nonnegative matrices enable us to give criteria for finiteness of the number of cutpoints of both (1,2) and (2,1) random walks, which generalize E. Csáki, A. Földes and P. Révész [J. Theor. Probab. 23: 624-638 (2010)] and H.-M. Wang [Markov Processes Relat. Fields 25: 125-148 (2019)]. For near-recurrent random walks, whenever there are infinitely many cutpoints, we also study the asymptotics of the number of cutpoints in $[0,n].$

math.PR

Regeneration of branching processes with immigration in varying environments

In this paper, we consider certain linear-fractional branching processes with immigration in varying environments. For $n\ge0,$ let $Z_n$ counts the number of individuals of the $n$-th generation, which excludes the immigrant which enters into the system at time $n.$ We call $n$ a regeneration time if $Z_n=0.$ We give first a criterion for the finiteness or infiniteness of the number of regeneration times. Then, we construct some concrete examples to exhibit the strange phenomena caused by the so-called varying environments. It may happen that the process is extinct but there are only finitely many regeneration times. Also, when there are infinitely many regeneration times, we show that for each $\varepsilon>0,$ the number of regeneration times in $[0,n]$ is no more than $(\log n)^{1+\varepsilon}$ as $n\rightarrow\infty.$

math.PR

Asymptotics of entries of products of nonnegative 2-by-2 matrices

Let $M$ and $M_n,n\ge1$ be nonnegative 2-by-2 matrices such that $\lim_{n\rightarrow\infty}M_n=M.$ It is usually hard to estimate the entries of $M_{k+1}\cdots M_{k+n}$ which are useful in many applications. In this paper, under a mild condition, we show that up to a multiplication of some positive constants, entries of $M_{k+1}\cdots M_{k+n}$ are asymptotically the same as $ξ_{k+1}\cdots ξ_{k+n},$ the product of the tails of a continued fraction which is related to the matrices $M_k,k\ge1,$ as $n\rightarrow\infty.$

math.CO

On extinction time distribution of a 2-type linear-fractional branching process in a varying environment with asymptotically constant mean matrices

In this paper we study a 2-type linear-fractional branching process in varying environment with asymptotically constant mean matrices. Let $ν$ be the extinction time and for $k\ge1$ let $M_k$ be the mean matrix of offspring distribution of individuals of the $(k-1)$-th generation. Under certain conditions, we show that $P(ν=n)$ and $P(ν>n)$ are asymptotically equivalent to some functions of products of spectral radii of the mean matrices. This paper complements a former result [arXiv: 2007.07840] which requires in addition a condition $\forall k\ge1,\rm{det}(M_k)<-\varepsilon$ for some $\varepsilon>0.$ Such a condition excludes a large class of mean matrices. As byproducts, we also get some results on asymptotics of products of nonhomogeneous matrices which have their own interests.

math.PR

Two-type linear fractional branching processes in varying environments with asymptotically constant mean matrices

Consider two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices. Let $ν$ be the extinction time. Under certain conditions, we show that both $P(ν=n)$ and $P(ν>n)$ are asymptotically the same as some functions of the products of spectral radii of the mean matrices. We also give an example for which $P(ν=n)$ decays with various speeds such as $\frac{c}{n(\log n)^2},$ $\frac{c}{n^β},β>1$ et al. which are very different from the ones of homogeneous multitype Galton-Watson processes.

math.PR

Asymptotics of product of nonnegative 2-by-2 matrices with applications to random walks with asymptotically zero drifts

Let $A_kA_{k-1}\cdots A_1$ be product of some nonnegative 2-by-2 matrices. In general, its elements are hard to evaluate. Under some conditions, we show that $\forall i,j\in\{1,2\},$ $(A_kA_{k-1}\cdots A_1)_{i,j}\sim c\varrho(A_k)\varrho(A_{k-1})\cdots \varrho(A_1)$ as $k\rightarrow\infty,$ where $\varrho(A_n)$ is the spectral radius of the matrix $A_n$ and $c\in(0,\infty)$ is some constant, so that the elements of $A_kA_{k-1}\cdots A_1$ can be estimated. As applications, consider the maxima of certain excursions of (2,1) and (1,2) random walks with asymptotically zero drifts. We get some delicate limit theories which are quite different from the ones of simple random walks. Limit theories of both the tail and critical tail sequences of continued fractions play important roles in our studies.

math.PR

Coalescence for supercritical Galton-Watson processes with immigration

In this paper, we consider Galton-Watson processes with immigration. Pick $i(\ge2)$ individuals randomly without replacement from the $n$-th generation and trace their lines of descent back in time till they coalesce into $1$ individual in a certain generation, which we denote by $X_{i,1}^n$ and is called the coalescence time. Firstly, we give the probability distribution of $X_{i,1}^n$ in terms of the probability generating functions of both the offspring distribution and the immigration law. Then by studying the limit behaviors of various functionals of the Galton-Watson process with immigration, we find the limit distribution of $X_{2,1}^n$ as $n\rightarrow\infty.$

math.PR

Maximum likelihood estimator and its consistency for an $(L,1)$ random walk in a parametric random environment

Consider an $(L,1)$ random walk in an i.i.d. random environment, whose environment involves certain parameter. We get the maximum likelihood estimator(MLE) of the environment parameter which can be written as functionals of a multitype branching process with immigration in a random environment(BPIRE). Because the offspring distributions of the involved multitype BPIRE are of the linear fractional type, the limit invariant distribution of the multitype BPIRE can be computed explicitly. As a result, we get the consistency of the MLE. Our result is a generalization of Comets et al. [Stochastic Process. Appl. 2014, 124, 268-288].

math.ST

Cooperative hunting in a discrete predator-prey system

We propose and investigate a discrete-time predator-prey system with cooperative hunting in the predator population. The model is constructed from the classical Nicholson-Bailey host-parasitoid system with density dependent growth rate. A sufficient condition based on the model parameters for which both populations can coexist is derived, namely that the predator's maximal reproductive number exceeds one. We study existence of interior steady states and their stability in certain parameter regimes. It is shown that the system behaves asymptotically similar to the model with no cooperative hunting if the degree of cooperation is small. Large cooperative hunting, however, may promote persistence of the predator for which the predator would otherwise go extinct if there were no cooperation.

math.DS

On the number of points skipped by a transient (1,2) random walk on the line

Consider a transient near-critical (1,2) random walk on the positive half line. We give a criteria for the finiteness of the number of the skipped points (the points never visited) by the random walk. This result generalizes (partially) the criteria for the finiteness of the number of cutpoingts of the nearest neighbor random walk on the line by Csáki, Földers, Révész [J Theor Probab (2010) 23: 624-638].

math.PR

Range of (1,2) random walk in random environment

Consider $(1,2)$ random walk in random environment $\{X_n\}_{n\ge0}.$ In each step, the walk jumps at most a distance $2$ to the right or a distance $1$ to the left. For the walk transient to the right, it is proved that almost surely $\lim_{x\rightarrow\infty}\frac{\#\{X_n:\ 0\le X_n\le x,\ n\ge0\}}{x}=θ$ for some $0<θ<1.$ The result shows that the range of the walk covers only a linear proportion of the lattice of the positive half line. For the nearest neighbor random walk in random or non-random environment, this phenomenon could not appear in any circumstance.

math.PR

Law of large numbers for random walk with unbounded jumps and BDP with bounded jumps in random environment

We study random walk with unbounded jumps in random environment. The environment is stationary and ergodic, uniformly elliptic and decays polynomially with speed $Dj^{-(3+\varepsilon_0)}$ for some small $\varepsilon_0>0$ and proper $D>0.$ We prove a law of large number with positive velocity under the condition that the annealed mean of the hitting time of the positive half lattice is finite. Secondly, we consider birth and death process with bounded jumps in stationary and ergodic environment. Under the uniformly elliptic condition, we prove a law of large number and give the explicit formula of its velocity.

math.PR

Stationary distribution for birth and death process with one-side bounded jumps

In this paper, we study a birth and death process $\{N_t\}_{t\ge0}$ on positive half lattice, which at each discontinuity jumps at most a distance $R\ge 1$ to the right or exactly a distance $1$ to the left. The transitional probabilities at each site are nonhomogeneous. Firstly, sufficient conditions for the recurrence and positive recurrence are presented. Then by the branching structure within random walk with one-side bounded jumps set up in Hong and Wang (2013), the explicit form of the stationary distribution of the process $\{N_t\}_{t\ge0}$ is formulated.

math.PR