Related papers: On a bilateral birth-death process with alternatin…
If the second law of thermodynamics forbids a transition from one state to another, then it is still possible to make the transition happen by using a sufficient amount of work. But if we do not have access to this amount of work, can the…
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…
We consider the well-known problem of the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time birth and death processes on $\mathbb{Z}$ with time varying and possible state-dependent…
For a random walk on the integer lattice $\mathbb{Z}$ that is attracted to a strictly stable process with index $\alpha\in (1, 2)$ we obtain the asymptotic form of the transition probability for the walk killed when it hits a finite set.…
We study Landau-Zener transitions between two states with the addition of a shared discretized continuum. The continuum allows for population decay from the initial state as well as indirect transitions between the two states. The…
A version of the second order phase transition theory, in which the Nernst theorem holds automatically, is proposed. The theory is constructed in terms of the order parameter and the (configurational) entropy. It faithfully reproduces the…
We introduce and study a fractional variant of the linear birth-death process, namely, the generalized fractional linear birth-death process (GFLBDP) which is defined by taking the regularized Hilfer-Prabhakar derivative in the system of…
We recently proposed a method for estimation of states and parameters in stochastic differential equations, which included intermediate time points between observations and used the Laplace approximation to integrate out these intermediate…
Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…
We provide a mean-field description for a leader-follower dynamics with mass transfer among the two populations. This model allows the transition from followers to leaders and vice versa, with scalar-valued transition rates depending…
A sufficient condition is obtained for a discrete-time birth-death process to possess the strong ratio limit property, directly in terms of the one-step transition probabilities of the process. The condition encompasses all previously known…
In the experimental determination of the population transfer efficiency between discrete states of a coherently driven quantum system it is often inconvenient to measure the population of the target state. Instead, after the interaction…
When computing the expected value of time till extinction of a Birth and Death process, the usual textbook approach results in an extreme case of numerical ill-conditioning, which prevents us from getting accurate answers beyond the first…
A method to direct evaluation of expectations for Langevin systems (stochastic differential equations) is proposed. The method is based on a birth-death process which is derived using combinations of dummy variables and It{\^o} formula. As…
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…
In binary cascade dynamics, the nodes of a graph are in one of two possible states (inactive, active), and nodes in the inactive state make an irreversible transition to the active state, as soon as their precursors satisfy a predetermined…
We analyze and simulate a two dimensional Brownian multi-type particle system with death and branching (birth) depending on the position of particles of different types. The system is confined in the two dimensional box, whose boundaries…
The switch process alternates independently between 1 and -1, with the first switch to 1 occurring at the origin. The expected value function of this process is defined uniquely by the distribution of switching times. The relation between…
We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…
We study the exit time $\tau=\tau_{(0,\infty)}$ for 1-dimensional strictly stable processes and express its Laplace transform at $t^\alpha$ as the Laplace transform of a positive random variable with explicit density. Consequently, $\tau$…