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Related papers: Nonlinearly Perturbed Birth-Death-Type Models

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In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…

Probability · Mathematics 2016-04-28 Mikael Petersson

New algorithms for computing of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can…

Probability · Mathematics 2017-03-08 Dmitrii Silvestrov , Sergei Silvestrov

New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These algorithms are based on a special technique of sequential…

Probability · Mathematics 2016-03-16 Dmitrii Silvestrov , Sergei Silvestrov

Asymptotic expansions with explicit upper bounds for remainders are given for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces. The corresponding algorithms are based on a special technique of…

Probability · Mathematics 2016-03-16 Dmitrii Silvestrov , Sergei Silvestrov

Regular and singular parts of asymptotic expansions of semi-Markov random evolutions are given. Regularity of boundary conditions is shown. An algorithm for calculation of initial conditions is proposed.

Probability · Mathematics 2009-11-03 S. Albeverio , V. S. Koroliuk , I. V. Samoilenko

This article studies the quasi-stationary behaviour of population processes with unbounded absorption rate, including one-dimensional birth and death processes with catastrophes and multi-dimensional birth and death processes, modeling…

Probability · Mathematics 2016-11-10 Nicolas Champagnat , Denis Villemonais

In this paper, we study mixed power-exponential moment functionals of nonlinearly perturbed semi-Markov processes in discrete time. Conditions under which the moment functionals of interest can be expanded in asymptotic power series with…

Probability · Mathematics 2016-04-28 Mikael Petersson

The COVID-19 pandemic has been characterised by multiple waves of transmission driven by interventions and emerging variants, challenging epidemic models that assume gradually evolving transmission dynamics. We propose a class of…

Applications · Statistics 2026-05-05 Patrick Aschermayr , Konstantinos Kalogeropoulos , Nikolaos Demiris

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

Probability · Mathematics 2016-03-21 Mikael Petersson

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

We consider a continuous time Markov process on $\mathbb{N}_0$ which can be interpreted as generalized alternating birth-death process in a non-autonomous random environment. Depending on the status of the environment the process either…

Probability · Mathematics 2020-05-13 Hans Daduna

This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…

Probability · Mathematics 2022-02-14 Phil. Pollett

This paper investigates tail asymptotics of stationary distributions and quasi-stationary distributions (QSDs) of continuous-time Markov chains on subsets of the non-negative integers. Based on the so-called flux-balance equation, we…

Probability · Mathematics 2023-08-16 Chuang Xu , Mads Christian Hansen , Carsten Wiuf

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

We describe a general approach to the construction of a state evolution corresponding to the Markov generator of a spatial birth-and-death dynamics in $\mathbb{R}^d$. We present conditions on the birth-and-death intensities which are…

Functional Analysis · Mathematics 2015-01-27 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy

We consider spatial population dynamics given by Markov birth-and-death process with constant mortality and birth influenced by establishment or fecundity mechanisms. The independent and density dependent dispersion of spreading are…

Functional Analysis · Mathematics 2015-01-27 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy

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

This paper considers a nonlinear model for population dynamics with age structure. The fertility rate with respect to age is non constant and has the form proposed by [17]. Moreover, its multiplicative structure and the multiplicative…

General Mathematics · Mathematics 2023-12-06 Dragos-Patru Covei , Traian A. Pirvu , Catalin Sterbeti

This work presents a construction of stationary Markov models with negative-binomial marginal distributions. A simple closed form expression for the corresponding transition probabilities is given, linking the proposal to well-known classes…

Methodology · Statistics 2019-04-10 Fabrizio Leisen , Ramsés H. Mena , Freddy Palma Mancilla , Luca Rossini

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

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