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Matija Vidmar: From branching to Lévy processes
March 26 @ 2:00 pm - 4:00 pm
The temporal evolution of certain aggregates of particles — of neutrons in a multiplying medium, of electron-photon cascades in cosmic rays, say — can be successfully modeled via so-called branching processes. A brief overview of the most popular classes of branching processes is given. In particular the continuous-time Bienaymé-Galton-Watson processes and continuous-state branching processes are described as time-changed Lévy processes that are “skip-free downwards”.