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A stochastic comparison result that makes progress towards understanding the classical multitype contact process with unequal death rates is given. It has long been conjectured that the particle type with the largest birth to death rate…

Probability · Mathematics 2021-05-18 Joseph P. Stover

This paper presents a stochastic model motivated by the study of a virus-like evolving population with different mutation rates. This is a continuous time birth-death model: the birth processes are mutually-exciting Hawkes processes and the…

Probability · Mathematics 2026-03-10 Rahul Roy , Dharmaraja Selvamuthu , Paola Tardelli

We study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a compact metric…

Probability · Mathematics 2009-04-23 Pierre Collet , Servet Martinez , Sylvie Méléard , Jaime San Martin

It is well-known that 0 is the absorbing state for a branching system. Each particle in the system lives a random long time and gives a random number of new particles at its death time. It stops when the system has no particle. This paper…

Probability · Mathematics 2022-10-31 Yanyun Li , Junping Li

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

Statistics Theory · Mathematics 2015-02-02 Christophe Andrieu , Vladislav B. Tadić , Matti Vihola

We compute the stationary distribution of a continuous-time Markov chain which is constructed by gluing together two finite, irreducible Markov chains by identifying a pair of states of one chain with a pair of states of the other and…

Probability · Mathematics 2015-10-22 Bence Mélykúti , Peter Pfaffelhuber

We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…

Probability · Mathematics 2023-08-01 Aurélien Velleret

We consider a class of birth-and-death processes describing a population made of $d$ sub-populations of different types which interact with one another. The state space is $\mathbb{Z}_+^d$ (unbounded). We assume that the population goes…

Probability · Mathematics 2018-11-20 J. -R. Chazottes , P. Collet , S. Méléard

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

Probability · Mathematics 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…

Statistical Mechanics · Physics 2024-11-05 Thibaut Arnoulx de Pirey

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

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

Probability · Mathematics 2024-11-21 Paweł J. Szabłowski

A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…

Probability · Mathematics 2024-01-30 Miguel González , Carmen Minuesa , Manuel Mota , Inés del Puerto , Alfonso Ramos

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

Statistical Mechanics · Physics 2009-02-25 Alessandra Faggionato , Davide Gabrielli , Marco Ribezzi Crivellari

Let $(X_t)_{t \geq 0}$ be a continuous time Markov process on some metric space $M,$ leaving invariant a closed subset $M_0 \subset M,$ called the {\em extinction set}. We give general conditions ensuring either "Stochastic persistence"…

Probability · Mathematics 2023-10-26 Michel Benaim

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

A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…

Plasma Physics · Physics 2023-05-10 J. M. Losada , A. Theodorsen , O. E. Garcia

We study the long-time behavior of stochastic models with an absorbing state, conditioned on survival. For a large class of processes, in which saturation prevents unlimited growth, statistical properties of the surviving sample attain…

Statistical Mechanics · Physics 2009-11-07 Ronald Dickman , Ronaldo Vidigal

We study a stochastic version of the classical Becker-D\"oring model, a well-known kinetic model for cluster formation that predicts the existence of a long-lived metastable state before a thermodynamically unfavorable nucleation occurs,…

Probability · Mathematics 2020-08-07 Erwan Hingant , Romain Yvinec

This article studies the quasi-stationary behaviour of multidimensional birth and death processes, modeling the interaction between several species, absorbed when one of the coordinates hits 0. We study models where the absorption rate is…

Probability · Mathematics 2015-08-14 Nicolas Champagnat , Denis Villemonais