Workshop on Gaussian and Lévy-type processes

University of Nottingham, September 10, 2025

The below timetable is tentative and subject to change.


09:00:00      Welcome
09:15:00     Frank Aurzada, Technische Universität Darmstadt, Germany.

Title: TBA

Abstract:

10:00:00     Wasiur R. KhudaBukhsh, University of Nottingham, United Kingdom.

Title: TBA

Abstract:

10:45:00     Coffee break
11:00:00     Markus Riedle, King's College London, United Kingdom.

Title: TBA

Abstract: .

11:45:00     Aleksandar Mijatovic, University of Warwick, United Kingdom.

Title: Critical branching processes with immigration: scaling limits of local extinction sets

Abstract: This talk will describe the joint scaling limit of a critical Bienaym\'e-Galton-Watson process with immigration (BGWI) and its (counting) local time at zero to the corresponding self-similar continuous-state branching process with immigration (CBI) and its (Markovian) local time at zero for balanced offspring and immigration laws in stable domains of attraction. Using a general framework for invariance principles of local times~[Mijatovic, Uribe Bravo, 2022], the problem reduces to the analysis of the structure of excursions from zero and positive levels, together with the weak convergence of the hitting times of points of the BGWI to those of the CBI. A key step in the proof of our main limit theorem is a novel Yaglom limit for the law at time $t$ of an excursion with lifetime exceeding $t$ of a scaled infinite-variance critical BGWI. Our main result implies a joint septuple scaling limit of BGWI $Z_1$, its counting local time at $0$, the random walks $X_1$ and $Y_1$ associated to the reproduction and immigration mechanisms, respectively, the counting local time at $0$ of $X_1$, an additive functional of $Z_1$ and $X_1$ evaluated at this functional. In the septuple limit, four different scaling sequences are identified and given explicitly in terms of the offspring generating function (modulo asymptotic inversion), the local extinction probabilities of the BGWI and the tails of return times to zero of $X_1$. This is joint work with Ben Povar and Geronimo Uribe Bravo

12:30:00     Lunch break
14:00:00     Yordan Raykov, University of Nottingham, United Kingdom.

Title: TBA

Abstract:

14:45:00     Olga Iziumtseva, University of Nottingham, United Kingdom.

Title: TBA

Abstract:

15:30:00     Coffee break
16:00:00     Guangqu Zheng, Boston University, United States of America (online).

Title: TBA

Abstract:

16:45:00     Conclusion