Related papers: Stochastic Persistence
Occupation times quantify how long a stochastic process remains in a region, and their single-time statistics are famously given by the arcsine law for Brownian and L\'evy processes. By contrast, two-time occupation statistics, which…
We analyze general two-species stochastic models, of the kind generally used for the study of population dynamics. We show that the conditions for the stochastic (microscopic) model to display approximate sustained oscillatory behavior are…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
This paper provides full classification of dynamics for continuous time Markov chains (CTMCs) on the non-negative integers with polynomial transition rate functions. Such stochastic processes are abundant in applications, in particular in…
We study the stochastic evolution of four species in cyclic competition in a well mixed environment. In systems composed of a finite number $N$ of particles these simple interaction rules result in a rich variety of extinction scenarios,…
We consider a stochastic model for an evolving population. We show that in the presence of genotype extinctions the population dies out for a low mutation probability but may survive for a high mutation probability. This turns upside down…
New results on conditional joint probability distributions of first exit times are presented for a continuous-time stochastic process defined as the mixture of Markov jump processes moving at different speeds on the same finite state space,…
We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…
Splitting probabilities quantify the likelihood of particular outcomes out of a set of mutually-exclusive possibilities for stochastic processes and play a central role in first-passage problems. For two-dimensional Markov processes…
We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…
General sufficient conditions are given for absolute continuity and convergence in variation of the distributions of the unctionals on a probability space, generated by a Poisson point measure. The phase space of the Poisson point measure…
A branching process in a Markovian environment consists of an irreducible Markov chain on a set of "environments" together with an offspring distribution for each environment. At each time step the chain transitions to a new random…
The present paper is devoted to the study of the long term dynamics of diffusion processes modelling a single species that experiences both demographic and environmental stochasticity. In our setting, the long term dynamics of the diffusion…
This paper tackles the issue of establishing a lower-bound on the asymptotic ratio of survival probabilities between two different initial conditions, asymptotically in time for a given Markov process with extinction. Such a comparison is a…
For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the…
This paper is about the existence and regularity of the transition probability matrix of a nonhomogeneous continuous-time Markov process with a countable state space. A standard approach to prove the existence of such a transition matrix is…
In this brief paper we find computable exponential convergence rates for a large class of stochastically ordered Markov processes. We extend the result of Lund, Meyn, and Tweedie (1996), who found exponential convergence rates for…
We study the asymptotic behaviour of the probability that a stochastic process $(Z_t)_{t \geq 0}$ does not exceed a constant barrier up to time $T$ (the so called survival probability) when Z is the composition of two independent processes…
Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…
We consider a reaction-diffusion model for a population structured in phenotype. We assume that the population lives in a heterogeneous periodic environment, so that a given phenotypic trait may be more or less fit according to the spatial…