Related papers: Karlin-McGregor-like formula in a simple time-inho…

We provide a detailed description of the structure of the transition probabilities and of the hitting distributions of boundary components of a manifold with corners for a degenerate strong Markov process arising in population genetics. The…

We introduce a continuous-time Markov chain describing dynamic allelic partitions which extends the branching process construction of the Pitman sampling formula in Pitman (2006) and the birth-and-death process with immigration studied in…

We relate a Chaplygin type system to a Cartan decomposition of a real semi-simple Lie group. The resulting system is described in terms of the structure theory associated to the Cartan decomposition. It is shown to possess a preserved…

We give new explicit representations as well as new generating functions for the associated Meixner, Charlier, Laguerre, and Krawtchouk polynomials. The obtained results are then used to derive new generating functions and convolution-type…

We describe a simple method for simulating time-independent Hamiltonian $H$ that could be decomposed as $H = \sum_{i=1}^m H_i$ where each $H_i$ can be efficiently simulated. Approaches relying on product formula generally work by splitting…

A path integral formalism for non-equilibrium systems is proposed based on a manifold of quasi-equilibrium densities. A generalized Boltzmann principle is used to weight manifold paths with the exponential of minus the information…

This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…

In this paper, we establish a probabilistic representation for two integration by parts formulas, one being of Bismut-Elworthy-Li's type, for the marginal law of a one-dimensional diffusion process killed at a given level. These formulas…

We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local…

In this note, we introduce a unified analytic framework that connects simple varieties of trees, Bienayme-Galton-Watson processes and Khinchin families. Using Lagrange's inversion formula, we derive new coefficient-based expressions for…

We develop a likelihood-based inference for finite-state birth-death processes with composite birth rates, in which multiple distinct mechanisms contribute additively to the total birth intensity. Our main motivating example is an SIS…

We exhibit an alternative method for solving inhomogeneous second--order linear ordinary dynamic equations on time scales, based on reduction of order rather than variation of parameters. Our form extends recent (and long-standing) analysis…

We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…

Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…

We consider the problem of estimating the transition rate matrix of a continuous-time Markov chain from a finite-duration realisation of this process. We approach this problem in an imprecise probabilistic framework, using a set of prior…

This paper is a continuation of the study on the stability speed for Markov processes. It extends the previous study of the ergodic convergence speed to the non-ergodic one, in which the processes are even allowed to be explosive or having…

This paper proposes a linear categorical random coefficient model, in which the random coefficients follow parametric categorical distributions. The distributional parameters are identified based on a linear recurrence structure of moments…

We study an immigration effect in the time-changed linear birth-death process where the immigration occurs only if the population goes extinct. We call this process as the time-fractional linear birth-death process with immigration…

We obtain the exact expression for the matrix of nonadiabatic transition probabilities in the model of three interacting states with a time-dependent Hamiltonian. Unlike other known solvable Landau-Zener-like problems, our solution is…

Here we extend the algebro-geometric approach to free probability, started in~\cite{FMcK4,F14}, to general (non)-commutative probability theories. We show that any universal convolution product of moments of independent (non)-commutative…