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Many continuous reaction-diffusion models on $\mathbb{Z}$ (annihilating or coalescing random walks, exclusion processes, voter models) admit a rich set of Markov duality functions which determine the single time distribution. A common…

Probability · Mathematics 2025-06-26 Alexander Povolotsky , Pavel Pyatov , Roger Tribe , Bruce Westbury , Oleg Zaboronski

In this paper an exact rejection algorithm for simulating paths of the coupled Wright-Fisher diffusion is introduced. The coupled Wright-Fisher diffusion is a family of multidimensional Wright-Fisher diffusions that have drifts depending on…

Probability · Mathematics 2020-09-08 Celia García-Pareja , Henrik Hult , Timo Koski

Spatially dependent birth-death processes can be modelled by kinetic models such as the BBGKY hierarchy. Diffusion in infinite dimensional systems can be modelled with Brownian motion in Hilbert space. In this work Doi field theoretic…

Mathematical Physics · Physics 2020-10-28 Chris D Greenman

Understanding posterior contraction behavior in Bayesian hierarchical models is of fundamental importance, but progress in this question is relatively sparse in comparison to the theory of density estimation. In this paper, we study two…

Statistics Theory · Mathematics 2025-12-22 Dat Do , Sunrit Chakraborty , Jonathan Terhorst , XuanLong Nguyen

In this paper we study existence and uniqueness of solutions for a very general class of doubly nonlinear diffusion equations on metric graphs, which provide the appropriate mathematical framework to describe complex tubular networks in…

Analysis of PDEs · Mathematics 2026-04-15 J. M. Mazón , J. Toledo

The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the…

Mathematical Physics · Physics 2009-11-13 Raphael Chetrite , Krzysztof Gawedzki

We derive diffusion constants and martingales for senile random walks with the help of a time-change. We provide direct computations of the diffusion constants for the time-changed walks. Alternatively, the values of these constants can be…

Probability · Mathematics 2007-11-19 Wouter Kager

We analyze a modification of the Richards growth model by introducing a time-dependent perturbation in the growth rate. This modification becomes effective at a special switching time, which represents the first-crossing-time of the…

Applications · Statistics 2024-10-31 Antonio Di Crescenzo , Paola Paraggio , Francisco Torres-Ruiz

Genetic recombination is one of the most important mechanisms that can generate and maintain diversity, and recombination information plays an important role in population genetic studies. However, the phenomenon of recombination is…

Statistics Theory · Mathematics 2014-08-29 Xian Chen , Zhi-Ming Ma , Ying Wang

We consider a two-dimensional time-inhomogeneous birth-death process to model the time-evolution of fake news in a population. The two components of the process represent, respectively, (i) the number of individuals (say spreaders) who know…

Probability · Mathematics 2024-05-13 Antonio Di Crescenzo , Paola Paraggio

We study how the two-point density correlation properties of a point particle distribution are modified when each particle is divided, by a stochastic process, into an equal number of identical "daughter" particles. We consider generically…

Statistical Mechanics · Physics 2009-11-13 Andrea Gabrielli , Michael Joyce

We consider an inverse source two-parameter sub-diffusion model subject to a nonlocal initial condition. The problem models several physical processes, among them are the microwave heating and light propagation in photoelectric cells. A…

Numerical Analysis · Mathematics 2019-12-16 Khaled M. Furati , Kassem Mustapha , Ibrahim O. Sarumi , Olaniyi S. Iyiola

We consider a general class of branching processes in discrete time, where particles have types belonging to a Polish space and reproduce independently according to their type. If the process is critical and the mean distribution of types…

Probability · Mathematics 2024-12-23 Félix Foutel-Rodier

The Wright-Fisher (W-F) diffusion model serves as a foundational framework for interpreting population evolution through allele frequency dynamics over time. Despite the known transition probability between consecutive generations, an exact…

Methodology · Statistics 2024-06-24 Tania Roa , María Inés Fariello , Gerardo Martínez , José León

For a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, we study the joint distribution of the two local times $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ and $B(t)= \int_{0}^{t} d\tau \delta(X(\tau)-L) $ at…

Statistical Mechanics · Physics 2023-05-04 Alain Mazzolo , Cécile Monthus

We study the two-species diffusion-annihilation process, $A+B\rightarrow$ \O, on the fully-connected lattice. Probability distributions for the number of particles and the reaction time are obtained for a finite-size system using a master…

Statistical Mechanics · Physics 2018-07-03 Loïc Turban

We investigate the behaviour of the genealogy of a Wright-Fisher population model under the influence of a strong seed-bank effect. More precisely, we consider a simple seed-bank age distribution with two atoms, leading to either classical…

Probability · Mathematics 2014-03-13 Jochen Blath , Bjarki Eldon , Adrián González Casanova , Noemi Kurt

We study the global existence and uniform-in-time bounds of classical solutions in all dimensions to reaction-diffusion systems dissipating mass. By utilizing the duality method and the regularization of the heat operator, we show that if…

Analysis of PDEs · Mathematics 2019-05-28 Brian P. Cupps , Jeff Morgan , Bao Quoc Tang

The one-parameter two-dimensional cellular automaton with the Margolus neighbourhood is analyzed based on the considering the projection of the stochastic movements of a single particle. Introducing the auxiliary random variable associated…

Probability · Mathematics 2023-04-18 Anton Kulagin , Alexander Shapovalov

In [Athreya, den Hollander, R\"ollin; 2021, arXiv:1908.06241] models from population genetics were used to define stochastic dynamics in the space of graphons arising as continuum limits of dense graphs. In the present paper we exhibit an…

Probability · Mathematics 2023-08-23 Andreas Greven , Frank den Hollander , Anton Klimovsky , Anita Winter