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We consider a stochastic spatial point process with births and deaths on $\mathbb{R}^d$, with the hard-core property that at any time the balls of radius half of any two points do not overlap. We give explicit construction of the process.…

Probability · Mathematics 2016-04-19 Mayank Manjrekar

In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…

Probability · Mathematics 2020-04-30 Jorge Littin

We made a first attempt to associate a probabilistic description of stochastic processes like birth-death processes with spacetime geometry in the Schwarzschild metrics on distance scales from the macro- to the micro-domains. We idealize an…

Data Analysis, Statistics and Probability · Physics 2009-11-13 E. Canessa

The statistical distribution of eigenvalues of pairs of coupled random matrices can be expressed in terms of integral kernels having a generalized Christoffel--Darboux form constructed from sequences of biorthogonal polynomials. For…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 M. Bertola , B. Eynard , J. Harnad

Spatial birth and death processes are obtained as solutions of a system of stochastic equations. The processes are required to be locally finite, but may involve an infinite population over the full (noncompact) type space. Conditions are…

Probability · Mathematics 2007-05-23 Nancy L. Garcia , Thomas G. Kurtz

We study a family of quasi-birth-and-death (QBD) processes associated with the so-called first family of Jacobi-Koornwinder bivariate polynomials. These polynomials are orthogonal on a bounded region typically known as the swallow tail. We…

Classical Analysis and ODEs · Mathematics 2022-12-13 Lidia Fernández , Manuel D. de la Iglesia

The birth-death process is a special type of continuous-time Markov chain with index set $\mathbb{N}$. Its resolvent matrix can be fully characterized by a set of parameters $(\gamma, \beta, \nu)$, where $\gamma$ and $\beta$ are…

Probability · Mathematics 2024-09-10 Liping Li

In order to numerically solve high-dimensional nonlinear PDEs and alleviate the curse of dimensionality, a stochastic particle method (SPM) has been proposed to capture the relevant feature of the solution through the adaptive evolution of…

Numerical Analysis · Mathematics 2026-03-16 Jingyang Huang , Zhengyang Lei , Sihong Shao

Inspired by the works in [1] and [8] we introduce what we call $k$-th-order fluctuation fields and study their scaling limits. This construction is done in the context of particle systems with the property of orthogonal self-duality. This…

Probability · Mathematics 2020-04-21 Mario Ayala , Gioia Carinci , Frank Redig

We consider discrete-time birth-death chains on a spider, i.e. a graph consisting of $N$ discrete half lines on the plane that are joined at the origin. This process can be identified with a discrete-time quasi-birth-death process on the…

Probability · Mathematics 2021-11-23 Manuel D. de la Iglesia , Claudia Juarez

The fractional birth and the fractional death processes are more desirable in practice than their classical counterparts as they naturally provide greater flexibility in modeling growing and decreasing systems. In this paper, we propose…

Statistics Theory · Mathematics 2014-06-30 Dexter O. Cahoy , Federico Polito

The paper studies the counting process arising as a subset of births and deaths in a birth--death process on a finite state space. Whenever a birth or death occurs, the process is incremented or not depending on the outcome of an…

Probability · Mathematics 2026-01-13 Daryl. J. Daley , Yoni Nazarathy , Jiesen Wang

We present here a probabilistic approach to the generation of new polynomials in two discrete variables. This extends our earlier work on the 'classical' orthogonal polynomials in a previously unexplored direction, resulting in the…

Classical Analysis and ODEs · Mathematics 2008-12-22 Michael R. Hoare , Mizan Rahman

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…

Statistical Finance · Quantitative Finance 2019-07-05 Aleksejus Kononovicius , Vygintas Gontis

The paper deals with a 3-parameter family of probability measures on the set of partitions, called the z-measures. The z-measures first emerged in connection with the problem of harmonic analysis on the infinite symmetric group. They are a…

Probability · Mathematics 2007-05-23 Alexei Borodin , Grigori Olshanski

This paper is focused on a class of spatial birth and death process of the Euclidean space where the birth rate is constant and the death rate of a given point is the shot noise created at its location by the other points of the current…

Probability · Mathematics 2014-09-01 Francois Baccelli , Fabien Mathieu , Ilkka Norros

We consider a multidimensional inhomogeneous birth-death process (BDP) and obtain bounds on the rate of convergence for the corresponding one-dimensional processes.

Probability · Mathematics 2019-03-11 A. I. Zeifman , Y. A. Satin , K. M. Kiseleva , V. Yu. Korolev

In the first part of this expository paper, we present and discuss the interplay of Dirichlet polynomials in some classical problems of number theory, notably the Lindel\"of Hypothesis. We review some typical properties of their means and…

Number Theory · Mathematics 2017-07-13 Michel Weber

In this review, we discuss the applications of the theory of birth-and-death processes to problems in biology, primarily, those of evolutionary genomics. The mathematical principles of the theory of these processes are briefly described.…

Quantitative Methods · Quantitative Biology 2007-05-23 Artem S. Novozhilov , Georgy P. Karev , Eugene V. Koonin

We apply the operator approach to a stochastic system belonging to a class of death-birth processes, which we introduce utilizing the master equation approach. By employing Doi- Peliti formalism we recast the master equation in the form of…

Statistical Mechanics · Physics 2025-05-02 Edik Ayryan , Ján Buša , Michal Hnatič , Tomáš Lučivjanský , Victor Malyutin