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We consider a Markov chain of point processes such that each state is a super position of an independent cluster process with the previous state as its centre process together with some independent noise process. The model extends earlier…

Probability · Mathematics 2019-01-24 Jesper Møller , Andreas D. Christoffersen

In this article we study the long time behaviour of measure-valued birth and death processes in continuous time, where the dynamics between jumps are one-dimensional Markov processes including diffusion and jumps. We consider the three…

Probability · Mathematics 2025-08-07 Pierre Collet , Sylvie Méléard , Jaime San

The ordinary contact process is used to model the spread of a disease in a population. In this model, each infected individual waits an exponentially distributed time with parameter 1 before becoming healthy. In this paper, we introduce and…

Probability · Mathematics 2011-11-10 Erik I. Broman

We considered diffusion-driven processes on small-world networks with distance-dependent random links. The study of diffusion on such networks is motivated by transport on randomly folded polymer chains, synchronization problems in…

Statistical Mechanics · Physics 2007-09-05 Balazs Kozma , Matthew B. Hastings , G. Korniss

Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…

Probability · Mathematics 2011-04-11 Thomas G. Kurtz , Eliane R. Rodrigues

In this paper we study a particular class of Piecewise deterministic Markov processes (PDMP's) which are semi-stochastic catastrophe versions of deterministic population growth models. In between successive jumps the process follows a flow…

Probability · Mathematics 2021-06-09 Branda Goncalves , Thierry Huillet , Eva Löcherbach

We study the mean-field limit and stationary distributions of a pulse-coupled network modeling the dynamics of a large neuronal assemblies. Our model takes into account explicitly the intrinsic randomness of firing times, contrasting with…

Probability · Mathematics 2015-03-17 Philippe Robert , Jonathan D. Touboul

This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…

Performance · Computer Science 2022-11-18 Jie Ding , Ruiming Ma , Zhigui Lin , Zhi Ling

We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…

Probability · Mathematics 2019-07-18 Nils Detering , Jean-Pierre Fouque , Tomoyuki Ichiba

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…

Probability · Mathematics 2011-06-17 Amarjit Budhiraja , Pierre Del Moral , Sylvain Rubenthaler

We consider birth and death stochastic dynamics of particle systems with attractive interaction. The heuristic generator of the dynamics has a constant birth rate and density dependent decreasing death rate. The corresponding statistical…

Mathematical Physics · Physics 2015-06-18 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy , Elena Zhizhina

We study the approximation of a Markov chain on a reduced state space, for both discrete- and continuous-time Markov chains. In this context, we extend the existing theory of formal error bounds for the approximated transient distributions.…

Probability · Mathematics 2025-02-12 Fabian Michel , Markus Siegle

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

Motivated by various applications, we describe the scaling limits of bivariate Markov chains $(X,J)$ on $\mathbb Z_+ \times \{1,\ldots,\kappa\}$ where $X$ can be viewed as a position marginal and $\{1,\ldots,\kappa\}$ is a set of $\kappa$…

Probability · Mathematics 2016-12-20 Bénédicte Haas , Robin Stephenson

We consider an interacting particle Markov process for Darwinian evolution in an asexual population with non-constant population size, involving a linear birth rate, a density-dependent logistic death rate, and a probability $\mu$ of…

Probability · Mathematics 2007-05-23 Nicolas Champagnat

A Markov evolution of a system of point particles in $\mathbb{R}^d$ is described at micro-and mesoscopic levels. The particles reproduce themselves at distant points (dispersal) and die, independently and under the influence of each other…

Mathematical Physics · Physics 2015-06-11 Dmitri Finkelshtein , Yuri Kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

We consider continuous-time Markov chains which display a family of wells at the same depth. We provide sufficient conditions which entail the convergence of the finite-dimensional distributions of the order parameter to the ones of a…

Probability · Mathematics 2019-10-03 Claudio Landim , Michail Loulakis , Mustapha Mourragui

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

Probability · Mathematics 2016-04-27 Ioannis Kontoyiannis , Sean P. Meyn

The aim of this paper is to study the large population limit of a binary branching particle system with Moran type interactions: we introduce a new model where particles evolve, reproduce and die independently and, with a probability that…

Probability · Mathematics 2024-04-12 Alexander M. G. Cox , Emma Horton , Denis Villemonais

The paper analyses stochastic systems describing reacting molecular systems with a combination of two types of state spaces, a finite-dimensional, and an infinite dimenional part. As a typical situation consider the interaction of larger…

Biomolecules · Quantitative Biology 2009-09-29 L. Sbano , M. Kirkilionis