Related papers: On the exit time from open sets of some semi-Marko…
We study a first passage time of a L\'evy process over a positive constant level. In the spectrally negative case we give conditions for absolutely continuity of the distributions of the first passage times. The tail asymptotics of their…
We provide a large deviations analysis of deadlock phenomena occurring in distributed systems sharing common resources. In our model transition probabilities of resource allocation and deallocation are time and space dependent. The process…
We discuss the existence and characterization of quasi-stationary distributions and Yaglom limits of self-similar Markov processes that reach 0 in finite time. By Yaglom limit, we mean the existence of a deterministic function $g$ and a…
Providing an analytical treatment to the stochastic feature of neurons' dynamics is one of the current biggest challenges in mathematical biology. The noisy leaky integrate-and-fire model and its associated Fokker-Planck equation are…
This paper presents a four-stage algorithm for the realization of multi-input/multi-output (MIMO) switched linear systems (SLSs) from Markov parameters. In the first stage, a linear time-varying (LTV) realization that is topologically…
We investigate under which conditions a single simulation of joint default times at a final time horizon can be decomposed into a set of simulations of joint defaults on subsequent adjacent sub-periods leading to that final horizon. Besides…
Using coherent states as initial states, we investigate the quantum dynamics of the Lipkin-Meshkov-Glick (LMG) and Dicke models in the semi-classical limit. They are representative models of bounded systems with one- and two-degrees of…
For a given Markov process $X$ and survival function $\overline{H}$ on $\mathbb{R}^+$, the inverse first-passage time problem (IFPT) is to find a barrier function $b:\mathbb{R}^+\to[-\infty,+\infty]$ such that the survival function of the…
We consider an additive functional driven by a time-inhomogeneous Markov chain with a finite state space. Our study focuses on the joint distribution of the two-sided exit time and the state of the driving Markov chain at the time of exit,…
This paper considers a Markov-modulated duplication-deletion random graph where at each time instant, one node can either join or leave the network; the probabilities of joining or leaving evolve according to the realization of a finite…
This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are…
In this paper we study the long term evolution of a continuous time Markov chain formed by two interacting birth-and-death processes. The interaction between the processes is modelled by transition rates which are functions with suitable…
We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…
Borrowing and extending the method of images we introduce a theoretical framework that greatly simplifies analytical and numerical investigations of the escape rate in open dynamical systems. As an example, we explicitly derive the exact…
Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…
Neural processing systems typically represent data using leaky integrate and fire (LIF) neuron models that generate spikes or pulse trains at a rate proportional to their input amplitudes. This mechanism requires high firing rates when…
For a spectrally positive strictly stable process with index in (1,2), the paper obtains i) the density of the time when the process makes first exit from an interval by hitting the interval's lower end point before jumping over its upper…
The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…
Working memory (WM) has been intensively used to enable the temporary storing of information for processing purposes, playing an important role in the execution of various cognitive tasks. Recent studies have shown that information in WM is…
This article studies the expected occupancy probabilities on an alphabet. Unlike the standard situation, where observations are assumed to be independent and identically distributed (iid), we assume that they follow a regime switching…