Related papers: Minimum survival probabilities in a two-dimensiona…
In this work we use the technique of the partial differential approximants to determine, from a pertubative supercritical series expansion for the ulimate survival probability, the critical line of the contact process model in one dimension…
How should dispersal strategies be chosen to increase the likelihood of survival of a species? We obtain the answer for the spatially extended versions of three well-known models of two competing species with unequal diffusivities. Though…
At finite concentrations of reacting molecules, kinetics of diffusion-controlled reactions is affected by intra-reactant interactions. As a result, multi-particle reaction statistics cannot be deduced from single-particle results. Here we…
A new jump diffusion regime-switching model is introduced, which allows for linking jumps in asset prices with regime changes. We prove the existence and uniqueness of the solution to the risk-sensitive asset management criterion…
We are concerned with the persistence of both predator and prey in a diffusive predator-prey system with a climate change effect, which is modeled by a spatial-temporal heterogeneity depending on a moving variable. Moreover, we consider…
Mathematical models of population extinction have a variety of applications in such areas as ecology, paleontology and conservation biology. Here we propose and investigate two types of sub-exponential models of population extinction.The…
We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of such a distribution with finite entropy. In this case, we…
Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…
While efficient distribution learning is no doubt behind the groundbreaking success of diffusion modeling, its theoretical guarantees are quite limited. In this paper, we provide the first rigorous analysis on approximation and…
Repulsion between individuals within a finite radius is encountered in numerous applications, including cell exclusion, i.e. avoidance of overlapping cells, bird flocks, or microscopic pedestrian models. We define such individual based…
There is a natural connection between the class of diffusions, and a certain class of solutions to the Skorokhod Embedding Problem (SEP). We show that the important concept of minimality in the SEP leads to the new and useful concept of a…
We report on a closed-form expression for the survival probability of a discrete 1D biased random walk to not return to its origin after N steps. Our expression is exact for any N, including the elusive intermediate range, thereby allowing…
Diffusion probabilistic models (DPMs) which employ explicit likelihood characterization and a gradual sampling process to synthesize data, have gained increasing research interest. Despite their huge computational burdens due to the large…
This article aims to introduced a new lifetime distribution named as exponentiated xgamma distribution (EXGD). The new generalization obtained from xgamma distribution, a special finite mixture of exponential and gamma distributions. The…
Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…
We consider a particle transport process in a one-dimensional system with a thin membrane, described by a normal diffusion equation. We consider two boundary conditions at the membrane that are linear combinations of integral operators,…
We give explictly the probability density of the local time of the Brox diffusion at first passage times. Such formula is used to find the moments and to related the minima and maxima of the environment to the most and least visted points…
We consider a random diffusion dynamics for an infinite system of hard spheres of two different sizes evolving in $\mathbb{R}^d$, its reversible probability measure, and its projection on the subset of the large spheres. The main feature is…
We consider in this paper subdiffusion in a system with a thin membrane. The subdiffusion parameters are the same in both parts of the system separated by the membrane. Using the random walk model with discrete time and space variables the…
We investigate the survival probability of unstable states, the time-dependence of an initial state, in coupled channels. First, we extend the formulation of the survival probability from single channel to coupled channels (two channels).…