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A Feller's Brownian motion is a diffusion process on the half-line with general boundary behavior at the origin, described by four parameters. A birth-death process, on the other hand, is a continuous-time Markov chain on the nonnegative…

Probability · Mathematics 2025-07-28 Liping Li

Although the concepts of age, survival and transit time have been widely used in many fields, including population dynamics, chemical engineering, and hydrology, a comprehensive mathematical framework is still missing. Here we discuss…

Populations and Evolution · Quantitative Biology 2016-02-17 Salvatore Calabrese , Amilcare Porporato

We propose the following model for speciation and extinction. Birth and deaths occur according to spatially inhomogeneous contact rates. We assume that the ratio of the birth rate over the death rate at a site converges to some limit as the…

Probability · Mathematics 2015-06-15 Rinaldo B. Schinazi

We give a probabilistic interpretation of the associated Jacobi polynomials, which can be constructed from the three-term recurrence relation for the classical Jacobi polynomials by shifting the integer index $n$ by a real number $t$. Under…

Probability · Mathematics 2023-01-19 Manuel D. de la Iglesia , Claudia Juarez

This paper deals with the stochastic modeling of a class of heterogeneous population in a random environment, called birth-death-swap. In addition to demographic events, swap events, i.e. moves between subgroups, occur in the population.…

Probability · Mathematics 2024-02-28 Sarah Kaakai , Nicole El Karoui

We study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a compact metric…

Probability · Mathematics 2009-04-23 Pierre Collet , Servet Martinez , Sylvie Méléard , Jaime San Martin

We establish connections between the absorption probabilities of a class of birth-death processes with killing, and the stationary tail of a related class of birth-death processes with catastrophes. The major ingredients of the proofs are a…

Probability · Mathematics 2026-01-28 Ellen Baake , Fernando Cordero , Enrico Di Gaspero , Anton Wakolbinger

Spatial birth and death processes are obtained as solutions of a system of stochastic equations. The processes are required to be locally finite, but may involve an infinite population over the full (noncompact) type space. Conditions are…

Probability · Mathematics 2007-05-23 Nancy L. Garcia , Thomas G. Kurtz

The aim of this paper is to study some models of quasi-birth-and-death (QBD) processes arising from the theory of bivariate orthogonal polynomials. First we will see how to perform the spectral analysis in the general setting as well as to…

Probability · Mathematics 2020-02-13 Lidia Fernández , Manuel D. de la Iglesia

In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically it is demonstrated that the transition operators for non-commutative stochastic processes can be…

Operator Algebras · Mathematics 2022-04-26 Paul Skoufranis

Many spatio-temporal data record the time of birth and death of individuals, along with their spatial trajectories during their lifetime, whether through continuous-time observations or discrete-time observations. Natural applications…

Probability · Mathematics 2021-07-14 Frédéric Lavancier , Ronan Le Guével

The aim of this paper is to study the asymptotic behavior of a system of birth and death processes in mean field type interaction in discrete space. We first establish the exponential convergence of the particle system to equilibrium for a…

Probability · Mathematics 2015-10-13 Marie-Noémie Thai

Two quantum systems, each described as a random-matrix ensemble. are coupled to each other via a number of transition states. Each system is strongly coupled to a large number of channels. The average transmission probability is the product…

Quantum Physics · Physics 2024-03-14 Hans A. Weidenmüller

There is a lot of research on probabilistic transition systems. There are not many studies in probabilistic process models. The lack of investigation into the interactive aspect of probabilistic processes is mainly due to the difficulty…

Logic in Computer Science · Computer Science 2019-06-25 Yuxi Fu

We study two time-changed variants of the birth-death process with catastrophe where the time-changing components are the first hitting times of the stable subordinator and the tempered stable subordinator. For both the processes, we derive…

Probability · Mathematics 2026-02-10 Kuldeep Kumar Kataria , Rohini Bhagwanrao Pote

In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…

Probability · Mathematics 2008-11-18 Konstantin A. Borovkov , Andrew N. Downes

We introduce the mathematical theory of the particle systems that interact via permutations, where the transition rates are assigned not to the jumps from a site to a site, but to the permutations themselves. This permutation processes can…

Probability · Mathematics 2007-05-23 Yevgeniy Kovchegov

Density dependence is important in the ecology and evolution of microbial and cancer cells. Typically, we can only measure net growth rates, but the underlying density-dependent mechanisms that give rise to the observed dynamics can…

Populations and Evolution · Quantitative Biology 2025-06-04 Linh Huynh , Jacob G. Scott , Peter J. Thomas

Birth-and-death processes are widely used to model the development of biological populations. Although they are relatively simple models, their parameters can be challenging to estimate, because the likelihood can become numerically…

Statistics Theory · Mathematics 2020-10-26 Anthony C. Davison , Sophie Hautphenne , Andrea Kraus

In this work, we study a protein synthesis degradation process by defining a general mathematical model. Using generating function technique we present a method that allows exact calculation of joint probability distribution of protein…

Quantitative Methods · Quantitative Biology 2013-11-11 Diana David-Rus