Related papers: Limit theorems for Smoluchowski dynamics associate…
We describe a new general connection between $\Lambda$-coalescents and genealogies of continuous-state branching processes. This connection is based on the construction of an explicit coupling using a particle representation inspired by the…
Herein, we analyze an efficient branching particle method for asymptotic solutions to a class of continuous-discrete filtering problems. Suppose that $t\to X_t$ is a Markov process and we wish to calculate the measure-valued process…
A system of stochastic differential equations describing diffusive phenomena, which has arbitrary friction depending on both state and distribution is investigated. The Smoluchowski-Kramers approximation is seen to describe dynamics in the…
The continuous generalized exchange-driven growth model (CGEDG) is a system of integro-differential equations describing the evolution of cluster mass under mass exchange. The rate of exchange depends on the masses of the clusters involved…
We revisit the scaling theory of the Smoluchowski equation with special emphasis on the dimensional analysis to derive the scaling ansatz and to give an insightful foundation to it. It has long been argued that the homogeneity exponent…
Recently, Takayasu and Tretyakov [Phys. Rev. Lett. {\bf 68}, 3060 (1992)], studied branching annihilating random walks (BAW) with $n=1$-5 offspring. These models exhibit a continuous phase transition to an absorbing state. For odd $n$ the…
This paper generalizes the abstract method of proving an observability estimate by combining an uncertainty principle and a dissipation estimate. In these estimates we allow for a large class of growth/decay rates satisfying an…
Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…
To model the dynamics of polymers formed through nucleation, elongated by polymerisation, shortened by depolymerisation and subject to aggregation reactions, we study a nonlinear integro-differential equation. Growth and shrinkage are…
We introduce a class of continuous-state branching processes with immigration, predation and competition, which can be viewed as a combination of the classical Lotka-Volterra model and continuous-state branching processes with competition…
Scaling limits for continuous-time branching processes with discrete state space are provided as the initial state tends to infinity. Depending on the finiteness or non-finiteness of the mean and/or the variance of the offspring…
Consider the critical Galton-Watson branching system with infinite variance of the offspring law. We provide an alternative arguments against what Slack~{\cite{Slack68}} did when it seeked for a local expression in the neighborhood of point…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
Let X be a spectrally negative self-similar Markov process with 0 as an absorbing state. In this paper, we show that the distribution of the absorption time is absolutely continuous with an infinitely continuously differentiable density. We…
A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the…
Following Demidovich's concept and definition of convergent systems, we analyze the optimal nonlinear damping control, recently proposed [1] for the second-order systems. Targeting the problem of output regulation, correspondingly tracking…
In this paper, we apply Devroye inequality to study various statistical estimators and fluctuations of observables for processes. Most of these observables are suggested by dynamical systems. These applications concern the co-variance…
We study the similarity solutions (SS) of Smoluchowski coagulation equation with multiplicative kernel $K(x,y)=(xy)^{s}$ for $s<\frac{1}{2}$. When $s<0$% , the SS consists of three regions with distinct asymptotic behaviours. The…
The droplet size distribution typically decays exponentially in solutions formed by liquid-liquid phase separation. Nevertheless, a power-law distribution of nucleoli volumes has been observed in amphibian oocytes, which appears similar to…
We establish precise bounds on cumulants for a rather general class of non-linear geometric functionals satisfying the stabilization property under a simple, stationary (marked) point process admitting fast decay of its correlation…