Related papers: On a bilateral birth-death process with alternatin…
We consider a stochastic process driven by a linear ordinary differential equation whose right-hand side switches at exponential times between a collection of different matrices. We construct planar examples that switch between two matrices…
We consider a one-dimensional run-and-tumble particle, or persistent random walk, in the presence of an absorbing boundary located at the origin. After each tumbling event, which occurs at a constant rate $\gamma$, the (new) velocity of the…
For a spectrally negative L\'evy process (snLp) $X$, killed according to a rate that is a function $\omega$ of its position, we analyse the exit probability of the one-sided upwards-passage problem. When $\omega$ is strictly positive, this…
Birth-death processes form a natural class where ideas and results on large deviations can be tested. In this paper, we derive a large deviation principle under the assumption that the rate of a jump down (death) is growing asymptotically…
We study a multi-type Ehrenfest process modeled as a finite quasi-birth-death (QBD) process. We assume that the transitions are allowed only to the two adjacent levels of the same phase and are characterized by linear rates. The crucial…
We introduce a class of birth-and-death Polya urns, which allow for both sampling and removal of observations governed by an auxiliary inhomogeneous Bernoulli process, and investigate the asymptotic behaviour of the induced allelic…
We investigate the dynamics of a conservative version of Conway's Game of Life, in which a pair consisting of a dead and a living cell can switch their states following Conway's rules but only by swapping their positions, irrespective of…
We show that a certain model for the spread of an infection has a phase transition in the recuperation rate. The model is as follows: There are particles or individuals of type A and type B, interpreted as healthy and infected,…
We study the asymptotic behaviour of the survival probability of a multi-type branching processes in random environment. The class of processes we consider corresponds, in the one-dimensional situation, to the intermediately subcritical…
We present an efficient method to compute transition rates between states for a two-state system. The method utilizes the equivalence between steady-state flux and mean first passage rate for such systems. More specifically, the procedure…
The infinite two-sided loop-erased random walk (LERW) is a measure on infinite self-avoiding walks that can be viewed as giving the law of the `middle part' of an infinite LERW loop going through 0 and infinity. In this note we derive…
Transition phenomena between thermal noise state and turbulent state observed in a submarginal turbulent plasma are analyzed with statistical theory. Time-development of turbulent fluctuation is obtained by numerical simulations of Langevin…
Sampling a probability distribution with known likelihood is a fundamental task in computational science and engineering. Aiming at multimodality, we propose a new sampling method that takes advantage of both birth-death process and…
In this paper we study the iterated birth process of which we examine the first-passage time distributions and the hitting probabilities. Furthermore, linear birth processes, linear and sublinear death processes at Poisson times are…
We investigate the first-passage properties of a jump process with a constant drift, focusing on two key observables: the first-passage time $\tau$ and the number of jumps $n$ before the first-passage event. By mapping the problem onto an…
We study the fixation probability for two versions of the Moran process on the random graph $G_{n,p}$ at the threshold for connectivity. The Moran process models the spread of a mutant population in a network. Throughtout the process there…
Self-activation coupled to a transport mechanism results in traveling waves that describe polymerization reactions, forest fires, tumor growth, and even the spread of epidemics. Diffusion is a simple and commonly used model of particle…
We study two different types of vector point processes with interacting components, introducing a migration-type effect. The first case concerns two groups which modify their states with rate functions depending on time only. This yields a…
We consider a stationary continuous model of random size population with non-neutral mutations using a continuous state branching process with non-homogeneous immigration. We assume the type (or mutation) of the immigrants is random given…
The spread of an advantageous mutation through a population is of fundamental interest in population genetics. While the classical Moran model is formulated for a well-mixed population, it has long been recognized that in real-world…