We consider the Bienaymé–Galton–Watson process without and with immigration, and with offspring distribution having infinite mean. For such a process, {Zn} say, conditions are given ensuring that there exists a sequence of positive constants, {ρn}, such that {ρnU(Zn + 1)} converges almost surely to a proper non-degenerate random variable, where U is a function slowly varying at infinity, defined on [1, ∞), continuous and strictly increasing, with U(1) = 0, U(∞) = ∞. These results subsume earlier ones with U(t) = log t.

We consider a queuing system consisting of a finite number of identical exponential servers. Each server has its own queue, and upon arrival each customer must be assigned to some server's queue. Under the assumption that no jockeying between queues is permitted, it is shown that the intuitively satisfying rule of assigning each arrival to the shortest line maximizes, with respect to stochastic order, the discounted number of customers to complete their service in any time t.

Ever since Lotka (1925) and Volterra (1926), (1931) first considered mathematical formulations for prey-predator processes, the resultant equations have resisted attempts to solve them. However, over the intervening 50 years, standard techniques have allowed a few isolated results to be obtained for some simplified versions of the original process, but the classical equations for the stochastic model have remained unsolved. We give here solutions to the classical process for the case in which interactions occur over a sufficiently short period of time that no births occur. The technique used is one recently developed by Severo (1969a), (1969b), (1971). The approach can be easily generalised to allow solution for the case in which births do occur, as well as for the simplified versions of the original process.

Black and white cells are positioned at the vertices of a rectangular lattice. When a cell division occurs, the daughter cells are of the same colour as the parent cell; one of them replaces an adjacent cell and the other remains in the position of the parent cell. In one variant of the model it is assumed that whenever a white cell appears at the origin it is transformed into a black cell; apart from this the black and white cells are equally competitive and in particular they divide at the same rate. Initially, only the cell at the origin is black. The asymptotic behaviour of the black clone is investigated.

The conditional probability that a Galton-Watson process with initial population j dies out before an independent Galton-Watson process initially i, is computed asymptotically as i or j gets large, given that both processes eventually die out. The results are interpreted qualitatively to discuss parameters of fitness for biological populations, especially with respect to the spread of mutant genes under evolutionary models.

The problem considered is to elucidate under what circumstances the condition holds, where and Xi are independent and have common distribution function F. The main result is that if F has zero mean, and (*) holds with F belongs to the domain of attraction of a completely asymmetric stable law of parameter 1/γ. The cases are also treated. (The case cannot arise in these circumstances.) A partial result is also given for the case when and the right-hand tail is ‘asymptotically larger’ than the left-hand tail. For 0 < γ < 1, (*) is known to be a necessary and sufficient condition for the arc-sine theorem to hold for Nn, the number of positive terms in (S1, S2, …, Sn). In the final section we point out that in the case γ = 1 a limit theorem of a rather peculiar type can hold for Nn.

A population is composed of an infinite number of colonies situated at the integer points of a single co-ordinate axis. Each colony develops according to a simple birth and death process and migration is allowed between nearest neighbours only. Exact expressions are derived for both the asymptotic velocity of propagation and the shape of the wave profile as the population spreads along the axis, and it is shown that they are identical with the saddle point approximations developed by Daniels.

The reversed strict ascending ladder epoch v1 + ··· +vm of the random walk S(n) with drift to ∞ is the m th time n at which the event S(n) < S(k), k > n, occurs and the corresponding ladder height is H1 + ··· + Hm = S(v1 + ··· + vm). It is shown that the random vectors (vi, Hi) are independent and for i ≧ 2 have the same distribution as the first strict ascending ladder time and height in the usual sense. This leads to an equality between the distribution of the first strict ladder height and P{min S(n) ≧ x} for x > 0. Reversed weak ladder points are defined analogously.

This paper gives an asymptotic evaluation of the probability that the Wiener path first crosses a square root boundary. The result is applied to estimate the moments of the first-passage time distribution of the Ornstein–Uhlenbeck process to a constant boundary.

An explicit formula is derived for the variance normalizing constant in the central limit theorem for chain-dependent processes. As an application to meteorology, a specific chain-dependent process is proposed as a probabilistic model for the sequence of daily amounts of precipitation. This model is a generalization of the commonly used Markov chain model for the occurrence of precipitation.

Consider a process of identically-shaped (but not necessarily equal-sized) figures (e.g. points, clusters of points, lines, spheres) embedded at random in n-dimensional space. A simple technique is derived for finding the distribution of the distance from a fixed point, chosen independently of the process of figures, to the k th nearest figure. The technique also shows that the distribution is independent of the distribution of the orientations of the figures. It is noted that the distribution obtained above (for equal-sized figures) is identical to the distribution of the distance from a fixed figure to the k th nearest of a random process of points.

It is shown for a supercritical branching process with immigration that if the log moment of the immigration distribution is infinite, then no sequence of positive constants {cn} exists such that {Xn/cn} converges in law to a proper limit distribution function F, except for the case F(0 +) = 1. Seneta's result [1] combined with the above-mentioned one imply that if 1 < m < ∞ then the finiteness of the log moment of the immigration distribution is a necessary and sufficient condition for the existence of some constants {cn} such that {Xn/cn} converges in law to a proper limit distribution function F, with F(0 +) < 1.

Individuals situated on the infinite line breed and produce offspring that independently migrate a distance that is a random variable depending on the number in each family. It is shown that under very general conditions the individuals in the nth generation will tend to form clumps.

For a battle governed by the stochastic version of Lanchester's square law the transient distribution of state is found; also various terminal distributions. The terminal distributions arise also in certain related random walks.

The properties of frequency distributions of inter-event intervals in the pooled output of several point processes where the points can be distinguished are investigated. In the case where the component processes are mutually independent, the p.d.f.'s of inter-event intervals in the pooled output are explicitly expressed, and the reciprocal relations on the p.d.f.'s and on the numbers of inter-event intervals are revealed.

We consider the problem of the distinguishability between Gaussian processes observed through non-linear systems. For a broad class 𝒜 of zero-memory time-dependent non-linear transformations, the following uniqueness relationship is obtained. If Xi, i = 1, 2 are two normalized jointly Gaussian processes, then they are indistinguishable if and only if their transformed processes Yi = A[Xi], i = 1, 2, A ∈ 𝒜, are indistinguishable. Some interesting examples of functions in 𝒜 are presented.

Let S be a countable set, Q a strictly positive matrix on S × S. The set 𝒢(Q) of one-dimensional Markov random fields taking values in S with conditional probabilities determined by Q has been investigated by Spitzer [4], Föllmer [1] and Kesten [3]. In this paper a new result of Spitzer's is stated and proved, and used to present a specific example (the only one known) of a matrix Q which exhibits phase transition and admits a complete description of 𝒢 (Q).

We further consider a two-dimensional stochastic process of binary variables previously discussed by Galbraith and Walley (1976). A method of estimating properties of the equilibrium distribution is described which considerably extends the region of probability space that can satisfactorily be explored.

Using the expectation recurrence equation of discrete-time Markovian manpower models, an asymptotic relation for the population numbers in various grades is derived.

It is proved that, in a non-homogeneous Poisson cluster process whose cluster centre rate is λ(t), the long-term behaviour of several associated quantities is equivalent to their behaviour in a homogeneous process with centre rate Λ and the same cluster structure if λ(t)→ λ as t→∞.