Related papers: Exactly Solvable Birth and Death Processes
A mixture of two or more count distributions has become deeply embedded in the analysis of excess counts, often relative to the stationary (equilibrium) distributions of birth-death processes such as the geometric, Poisson, Poisson-Lindley…
We study a multi-type Ehrenfest process modeled as a finite quasi-birth-death (QBD) process. We assume that the transitions are allowed only to the two adjacent levels of the same phase and are characterized by linear rates. The crucial…
In this review, we discuss the applications of the theory of birth-and-death processes to problems in biology, primarily, those of evolutionary genomics. The mathematical principles of the theory of these processes are briefly described.…
The main substance of the paper concerns the growth rate and the classification (ergodicity, transience) of a family of random trees. In the basic model, new edges appear according to a Poisson process of parameter $\lambda$ and leaves can…
This work presents a construction of stationary Markov models with negative-binomial marginal distributions. A simple closed form expression for the corresponding transition probabilities is given, linking the proposal to well-known classes…
We study the classical occupancy problem from the viewpoint of its embedding Markov chain. We derive new expressions for the probability mass function and (complementary) distribution function in generalized form. Furthermore, we derive a…
A novel approach is employed and developed to derive transition probabilities for a simple time-inhomogeneous birth-death process. Algebraic probability theory and Lie algebraic treatments make it easy to treat the time-inhomogeneous cases.…
We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…
We study a fractional birth-death process with state dependent birth and death rates. It is defined using a system of fractional differential equations that generalizes the classical birth-death process introduced by Feller (1939). We…
Given a matrix of distribution functions and a quasi-stochastic matrix, i.e. an irreducible nonnegative matrix with maximal eigenvalue one and associated unique positive left and right eigenvectors, the article studies the properties of an…
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…
We present a simple recipe to construct exactly and quasi-exactly solvable Hamiltonians in one-dimensional `discrete' quantum mechanics, in which the Schr\"{o}dinger equation is a difference equation. It reproduces all the known ones whose…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
This paper is motivated by examples from stochastic reaction network theory. The $Q$-matrix of a stochastic reaction network can be derived from the reaction graph, an edge-labelled directed graph encoding the jump vectors of an associated…
We study the computational complexity of central analysis problems for One-Counter Markov Decision Processes (OC-MDPs), a class of finitely-presented, countable-state MDPs. OC-MDPs are equivalent to a controlled extension of (discrete-time)…
In a recent paper in the Journal of Theoretical Probability Gong, Mao and Zhang, using the theory of Dirichlet forms, extended Karlin and McGregor's classical results on first-hitting times of a birth-death process on the nonnegative…
Models of random walks are considered in which walkers are born at one location and die at all other locations with uniform death rate. Steady-state distributions of random walkers exhibit dimensionally dependent critical behavior as a…
In this paper we show that a quasi-exactly solvable (normalizable or periodic) one-dimensional Hamiltonian satisfying very mild conditions defines a family of weakly orthogonal polynomials which obey a three-term recursion relation. In…
We consider dual polynomials of the multi-indexed ($q$-)Racah orthogonal polynomials. The $M$-indexed ($q$-)Racah polynomials satisfy the second order difference equations and various $1+2L$ ($L\geq M+1$) term recurrence relations with…
This paper is focused on a class of spatial birth and death process of the Euclidean space where the birth rate is constant and the death rate of a given point is the shot noise created at its location by the other points of the current…