Related papers: Hitting Time Distributions for Denumerable Birth a…
A sufficient condition is obtained for a discrete-time birth-death process to possess the strong ratio limit property, directly in terms of the one-step transition probabilities of the process. The condition encompasses all previously known…
We provide integral formulae for the Laplace transform of the entrance law of the reflected excursions for symmetric L\'evy processes in terms of their characteristic exponent. For subordinate Brownian motions and stable processes we…
Distillability sudden death and sudden birth in a two-qutrit system under decoherence of finite temperature is studied in detail. By using of the negativity and realignment criterion, it is shown that certain initial prepared free entangled…
We consider a birth-death process with the birth rates $i\lambda$ and death rates $i\mu +i(i-1)\theta$, where $i$ is the current state of the process. A positive competition rate $\theta$ is assumed to be small. In the supercritical case…
A superprocess limit for an interacting birth-death particle system modelling a population with trait and physical age-structures is established. Traits of newborn offspring are inherited from the parents except when mutations occur, while…
Burgers' equation with fixed Dirichlet boundary conditions is considered on generic bounded intervals. By using the Hopf-Cole transformation and the exact operational solution recently established for linear reaction-diffusion equations…
We review some recent results of quantitative long-time convergence for the law of a killed Markov process conditioned to survival toward a quasi-stationary distribution, and on the analogous question for the particle systems used in…
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…
We consider continuous space-time decay-surge population models which are semi- stochastic processes for which deterministically declining populations, bound to fade away, are rein- vigorated at random times by bursts or surges of random…
We consider an extended birth-death-immigration process defined on a lattice formed by the integers of $d$ semiaxes joined at the origin. When the process reaches the origin, then it may jumps toward any semiaxis with the same rate. The…
The simple (linear) birth-and-death process is a widely used stochastic model for describing the dynamics of a population. When the process is observed discretely over time, despite the large amount of literature on the subject, little is…
We consider the symmetric simple exclusion process in the interval $[-N,N]$ with additional birth and death processes respectively on $(N-K,N]$, $K>0$, and $[-N,-N+K)$. The exclusion is speeded up by a factor $N^2$, births and deaths by a…
We consider the totally asymmetric exclusion process on a ring in discrete time with the backward-ordered sequential update and particle-dependent hopping probabilities. Using a combinatorial treatment of the Bethe ansatz, we derive the…
By considering any one-dimensional time-homogeneous solvable diffusion process,this paper develops a complete analytical framework for computing the distribution of the last hitting time, to any level, and its joint distribution with the…
In this work we study drawdowns and drawups of general diffusion processes. The drawdown process is defined as the current drop of the process from its running maximum, while the drawup process is defined as the current increase over its…
We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies…
In this paper, we review recent results of ours concerning branching processes with general lifetimes and neutral mutations, under the infinitely many alleles model, where mutations can occur either at birth of individuals or at a constant…
We study the hitting times of Markov processes to target set $G$, starting from a reference configuration $x_0$ or its basin of attraction. The configuration $x_0$ can correspond to the bottom of a (meta)stable well, while the target $G$…
We develop non-linear integro-differential kinetic equations for proliferating L\'{e}vy walkers with birth and death processes. A hyperbolic scaling is applied directly to the general equations to get the Hamilton-Jacobi equations that will…
In a first part, we prove a Lyapunov-type criterion for the $\xi\_1$-positive recurrence of absorbed birth and death processes and provide new results on the domain of attraction of the minimal quasi-stationary distribution. In a second…