Related papers: Intertwining and commutation relations for birth-d…
We introduce a numerical tensor-network method to compute the statistics of the charge transferred across an interface partitioning an interacting one-dimensional many-body lattice system with $U(1)$ symmetry. Our approach is based on a…
In this paper, we consider time-inhomogeneous branching processes and time-inhomogeneous birth-and-death processes, in which the offspring distribution and birth and death rates (respectively) vary in time. A classical result of branching…
The Keating--Snaith conjecture for orthogonal families may be viewed as analogous to a Gaussian distribution with a negative mean, and the possibility that mixed moments resemble a composition of independent moments, these two insights were…
Significant advances in numerical techniques have enabled recent breakthroughs in the study of various properties of the Hubbard model - a seemingly simple, yet complex model of correlated electrons that has been a focus of study for more…
We present and analyse the nonlinear classical pure birth process $\mathpzc{N} (t)$, $t>0$, and the fractional pure birth process $\mathpzc{N}^\nu (t)$, $t>0$, subordinated to various random times, namely the first-passage time $T_t$ of the…
We introduce a probabilistic representation of the derivative of the semigroup associated to a multidimensional killed diffusion process defined on the half-space. The semigroup derivative is expressed as a functional of a process that is…
We study the geometric structure of the drift dynamics of Irreversible port-Hamiltonian systems. This drift dynamics is defined with respect to a product of quasi-Poisson brackets, reflecting the interconnection structure and the…
In this paper, we exhibit a new family of martingale couplings between two one-dimensional probability measures $\mu$ and $\nu$ in the convex order. This family is parametrised by two dimensional probability measures on the unit square with…
We establish a characterization of coagulation-fragmentation processes, such that the induced birth and death processes depicting the total number of groups at time $t\ge 0$ are time homogeneous. Based on this, we provide a characterization…
Necessary and sufficient conditions are given for a substochastic semigroup on $L^1$ obtained through the Kato--Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise…
The relation between the Seiberg-Witten prepotentials, Nekrasov functions and matrix models is discussed. We derive quasiclassically the matrix models of Eguchi-Yang type, describing the instantonic contribution to the deformed partition…
Quarkonium production in high-energy heavy-ion collisions remains a key probe of the quark-gluon plasma formed in these reactions, but the development of a fully integrated nonperturbative approach remains a challenge. Toward this end, we…
We study the joint probability density of the eigenvalues of a product of rectangular real, complex or quaternion random matrices in a unified way. The random matrices are distributed according to arbitrary probability densities, whose only…
A special type of immigration associated with measure-valued branching processes is formulated by using skew convolution semigroups. We give characterization for a general inhomogeneous skew convolution semigroup in terms of probability…
This paper develops a novel operator theoretic framework to study the contraction properties of Markov semigroups with respect to a general class of Kantorovich semi-distances, which notably includes Wasserstein distances. The rather simple…
For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the…
We consider consistent dynamics for non-intersecting birth and death chains, originating from dualities of stochastic coalescing flows and one dimensional orthogonal polynomials. As corollaries, we obtain unified and simple probabilistic…
This paper presents a stochastic model motivated by the study of a virus-like evolving population with different mutation rates. This is a continuous time birth-death model: the birth processes are mutually-exciting Hawkes processes and the…
A birth-death chain is a discrete-time Markov chain on the integers whose transition probabilities $p_{i,j}$ are non-zero if and only if $|i-j|=1$. We consider birth-death chains whose birth probabilities $p_{i,i+1}$ form a periodic…
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…