Related papers: A Trotter-type approach to infinite rate mutually …
We propose a rumor propagation model in which individuals within a homogeneously mixed population can assume one of infinitely many possible states. To analyze this model, we extend the classical law of large numbers for density-dependent…
In this paper a martingale problem for super-Brownian motion with interactive branching is derived. The uniqueness of the solution to the martingale problem is obtained by using the pathwise uniqueness of the solution to a corresponding…
We consider a Trotter-type-product formula for approximating the solution of a linear abstract Cauchy problem (given by a strongly continuous semigroup), where the underlying Banach space is a product of two spaces. In contrast to the…
Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…
We introduce a family of implicit probabilistic integrators for initial value problems (IVPs), taking as a starting point the multistep Adams-Moulton method. The implicit construction allows for dynamic feedback from the forthcoming…
The symbiotic branching model is a spatial population model describing the dynamics of two interacting types that can only branch if both types are present. A classical result for the underlying stochastic partial differential equation…
Multitype branching processes (MTBP) model branching structures, where the nodes of the resulting tree are objects of different types. One field of application of such models in biology is in studies of cell proliferation. A sampling scheme…
Directional and pairwise measurements are often used to model inter-relationships in a social network setting. The Mixed-Membership Stochastic Blockmodel (MMSB) was a seminal work in this area, and many of its capabilities were extended…
A construction as a growth process for sampling of the uniform infinite planar triangulation (UIPT), defined in a previous paper, is given. The construction is algorithmic in nature, and is an efficient method of sampling a portion of the…
The Schr\"odinger Bridge (SB) problem offers a powerful framework for combining optimal transport and diffusion models. A promising recent approach to solve the SB problem is the Iterative Markovian Fitting (IMF) procedure, which alternates…
An infinite population of point entities dwelling in the habitat $X=\mathds{R}^d$ is studied. Its members arrive at and depart from $X$ at random. The departure rate has a term corresponding to a logistic-type interaction between the…
The unified transform method (UTM) for analyzing initial-boundary value (IBV) problems provides an important generalization of the inverse scattering transform (IST) method for analyzing initial value problems. In comparison with the IST, a…
Efficient simulation of many-body quantum systems is central to advances in physics, chemistry, and quantum computing, with a key question being whether the simulation cost scales polynomially with the system size. In this work, we analyze…
Describing non-equilibrium properties of quantum many-body systems is challenging due to high entanglement in the wavefunction. We describe evolution of local observables via the influence matrix (IM), which encodes the effects of a…
An individual-based model (IBM) of a spatiotemporal terrestrial ecological population is proposed. This model is spatially explicit and features the position of each individual together with another characteristic, such as the size of the…
In terms of the stochastic process of quantum-mechanical version of Markov chain Monte Carlo method (the MCMC), we analytically derive macroscopically deterministic flow equations of order parameters such as spontaneous magnetization in…
The aim of this paper is to study the large population limit of a binary branching particle system with Moran type interactions: we introduce a new model where particles evolve, reproduce and die independently and, with a probability that…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…