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We obtain an intertwining relation between some Riemann-Liouville operators of order a in (1,2) connecting through a certain multiplicative identity in law the one-dimensional marginals of reflected completely asymmetric a-stable L\'evy…

Probability · Mathematics 2022-05-24 Pierre Patie , Thomas Simon

Let $\mathcal{X}$ be a real separable Hilbert space. Let $C$ be a linear, bounded and positive operator on $\mathcal{X}$ and let $A$ be the infinitesimal generator of a strongly continuous semigroup on $\mathcal{X}$. Let $\{W(t)\}_{t\geq…

Probability · Mathematics 2021-10-12 Davide A. Bignamini

The infinitesimal transition probability operator for a continuous-time discrete-state Markov process, $\mathcal{Q}$, can be decomposed into a symmetric and a skew-symmetric parts. As recently shown for the case of diffusion processes,…

Mathematical Physics · Physics 2013-04-09 Hong Qian

We revisit the shift technique applied to Quasi-Birth and Death (QBD) processes (He, Meini, Rhee, SIAM J. Matrix Anal. Appl., 2001) by bringing the attention to the existence and properties of canonical factorizations. To this regard, we…

Numerical Analysis · Mathematics 2021-01-25 Dario A. Bini , Guy Latouche , Beatrice Meini

In this article we study the long time behaviour of measure-valued birth and death processes in continuous time, where the dynamics between jumps are one-dimensional Markov processes including diffusion and jumps. We consider the three…

Probability · Mathematics 2025-08-07 Pierre Collet , Sylvie Méléard , Jaime San

The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…

Statistical Mechanics · Physics 2024-12-30 Chiara Pezzotti , Massimiliano Giona , Giuseppe Procopio

The Gauge/Bethe correspondence relates Omega-deformed N=2 supersymmetric gauge theories to some quantum integrable models, in simple cases the integrable models can be treated as solvable quantum mechanics models. For SU(2) gauge theory…

High Energy Physics - Theory · Physics 2014-12-09 Wei He

This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic…

Probability · Mathematics 2019-11-12 A. V. Logachov , Y. M. Suhov , N. D. Vvedenskaya , A. A. Yambartsev

We consider a class of birth-and-death processes describing a population made of $d$ sub-populations of different types which interact with one another. The state space is $\mathbb{Z}_+^d$ (unbounded). We assume that the population goes…

Probability · Mathematics 2018-11-20 J. -R. Chazottes , P. Collet , S. Méléard

In order to model random density-dependence in population dynamics, we construct the random analogue of the well-known logistic process in the branching process' framework. This density-dependence corresponds to intraspecific competition…

Probability · Mathematics 2007-05-23 Amaury Lambert

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…

Methodology · Statistics 2026-05-19 Wanrudee Skulpakdee , Mongkol Hunkrajok

Spatial birth-and-death processes with a finite number of particles are obtained as unique solutions to certain stochastic equations. Conditions are given for existence and uniqueness of such solutions, as well as for continuous dependence…

Probability · Mathematics 2015-02-25 Viktor Bezborodov

We study the properties of the Malthusian Toner-Tu theory in its near ordering phase. Because of the birth/death process, characteristic of this Malthusian model, density fluctuations are partially suppressed. We study this model using the…

Soft Condensed Matter · Physics 2023-01-11 Luca Di Carlo , Mattia Scandolo

We study the exact entanglement dynamics of two qubits in a common structured reservoir. We demonstrate that, for certain classes of entangled states, entanglement sudden death occurs, while for certain initially factorized states,…

Quantum Physics · Physics 2009-11-13 L. Mazzola , S. Maniscalco , J. Piilo , K. -A. Suominen , B. M. Garraway

Using post-Newtonian equations of motion for fluid bodies valid to the second post-Newtonian order, we derive the equations of motion for binary systems with finite-sized, non-spinning but arbitrarily shaped bodies. In particular we study…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Thomas Mitchell , Clifford M. Will

We study topological aspects of the category of abstract Cuntz semigroups, termed Cu. We provide a suitable setting in which we are able to uniformly control how to approach an element of a Cu-semigroup by a rapidly increasing sequence.…

Operator Algebras · Mathematics 2022-06-17 Laurent Cantier

Using a coupling for the weighted sum of independent random variables and the explicit expression of the transition semigroup of Ornstein-Uhlenbeck processes driven by compound Poisson processes, we establish the existence of a successful…

Probability · Mathematics 2011-05-18 René L. Schilling , Jian Wang

The phenomenon of intermittency has been widely discussed in physics literature. This paper provides a model of intermittency based on L\'evy driven Ornstein-Uhlenbeck (OU) type processes. Discrete superpositions of these processes can be…

Probability · Mathematics 2016-10-12 Danijel Grahovac , Nikolai N. Leonenko , Alla Sikorskii , Irena Tešnjak

We consider a continuous-time Bienaym\'e-Galton-Watson process with logistic competition in a regime of weak competition, or equivalently of a large carrying capacity. Individuals reproduce at random times independently of each other but…

Probability · Mathematics 2025-01-29 Raphaël Forien

We propose a general method to obtain approximation of the first passage time distribution for the birth-death processes. We rely on the general properties of birth-death processes, Keilson's theorem and the concept of Riemann sum to obtain…

Statistical Finance · Quantitative Finance 2019-07-05 Aleksejus Kononovicius , Vygintas Gontis