Related papers: A Markov jump process modelling animal group size …
One of the major challenges in neuroscience is to determine how noise that is present at the molecular and cellular levels affects dynamics and information processing at the macroscopic level of synaptically coupled neuronal populations.…
This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptotic expansions as in the usual approach of treating diffusion…
Many animal groups are heterogeneous and may even consist of individuals of different species, called mixed-species flocks. Mathematical and computational models of collective animal movement behaviour, however, typically assume that groups…
We propose a class of evolutionary models that involves an arbitrary exchangeable process as the breeding process and different selection schemes. In those models, a new genome is born according to the breeding process, and then a genome is…
In this paper, we describe a novel approach, based on Markov jump processes, to model small group conversational dynamics and to predict small group performance. More precisely, we estimate conversational events such as turn taking,…
Using a newly introduced connection between the local and non-local description of open quantum system dynamics, we investigate the relationship between these two characterisations in the case of quantum semi-Markov processes. This class of…
We study the continuous-time evolution of the recombination equation of population genetics. This evolution is given by a differential equation that acts on a product probability space, and its solution can be described by a Markov chain on…
We study the quenched invariance principle for random conductance models with long range jumps on $\Z^d$, where the transition probability from $x$ to $y$ is, on average, comparable to $|x-y|^{-(d+\alpha)}$ with $\alpha\in (0,2)$ but is…
We investigate the convergence to (quasi--)equilibrium of a density dependent Markov chain in~${\mathbb Z}^d$, whose drift satisfies a system of ordinary differential equations having an attractive fixed point. For a sequence of such…
We study large deviations of the time-averaged size of stochastic populations described by a continuous-time Markov jump process. When the expected population size $N$ in the steady state is large, the large deviation function (LDF) of the…
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…
We are interested in the dynamic of a structured branching population where the trait of each individual moves according to a Markov process. The rate of division of each individual is a function of its trait and when a branching event…
Controlling dynamical fluctuations in open quantum systems is essential both for our comprehension of quantum nonequilibrium behaviour and for its possible application in near-term quantum technologies. However, understanding these…
We present a Markov approximation for jump-diffusions whose jump part consists in a Hawkes process with intensity driven by a general (possibly non-monotone) kernel. Under minimal integrability conditions, the kernel can be approximated by…
We consider continuous time Markovian processes where populations of individual agents interact stochastically according to kinetic rules. Despite the increasing prominence of such models in fields ranging from biology to smart cities,…
We investigate the Poisson regression method for Markov and semi-Markov jump processes from a nonparametric angle, allowing the lengths of the time and duration intervals in the partition to vary with the number of observations. Imposing no…
Inspired by a duration-dependent life insurance model, we consider continuous-time semi-Markov jump processes, initially assumed to have a finite state-space. We develop approximations using jump processes that are time-homogeneous Markov,…
We consider a Markov process $X$, which is the solution of a stochastic differential equation driven by a L\'{e}vy process $Z$ and an independent Wiener process $W$. Under some regularity conditions, including non-degeneracy of the…
A dynamical model of an ecological community is analyzed within a "mean-field approximation" in which one of the species interacts with the combination of all of the other species in the community. Within this approximation the model may be…
The objective of this paper is to study the filtering problem for a system of partially observable processes $(X, Y)$, where $X$ is a non-Markovian pure-jump process representing the signal and $Y$ is a general jump-diffusion which provides…