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We consider a Fleming-Viot-type particle system consisting of independently moving particles that are killed on the boundary of a domain. At the time of death of a particle, another particle branches. If there are only two particles and the…

Probability · Mathematics 2011-11-02 Mariusz Bieniek , Krzysztof Burdzy , Soumik Pal

An (upward) skip-free Markov chain with the set of nonnegative integers as state space is a chain for which upward jumps may be only of unit size; there is no restriction on downward jumps. In a 1987 paper, Brown and Shao determined, for an…

Probability · Mathematics 2009-05-06 James Allen Fill

The estimation of absorption time distributions of Markov jump processes is an important task in various branches of statistics and applied probability. While the time-homogeneous case is classic, the time-inhomogeneous case has recently…

Statistics Theory · Mathematics 2022-07-26 Jamaal Ahmad , Martin Bladt , Mogens Bladt

In this short paper, we connect the procedure of constructing a totally inaccessible stopping time for a given process using the well-known Cox construction, dependent on an independent exponential random variable; with naturally occurring…

Probability · Mathematics 2023-10-12 Philip Protter , Andrés Riveros Valdevenito

We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…

Probability · Mathematics 2015-09-14 Andrey Pilipenko , Yuriy Prykhodko

The aim of this paper is to prove stability of traveling waves for integro-differential equations connected with branching Markov processes. In other words, the limiting law of the left-most particle of a (time-continuous) branching Markov…

Probability · Mathematics 2018-08-02 Pasha Tkachov

We consider a continuous-time branching random walk on $\mathbb{Z}$ in a random non homogeneous environment. Particles can walk on the lattice points or disappear with random intensities. The process starts with one particle at initial time…

Probability · Mathematics 2023-12-12 Vladimir Kutsenko , Stanislav Molchanov , Elena Yarovaya

We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…

Probability · Mathematics 2007-05-23 Jianjun Tian , Xiao-Song Lin

We investigate the temporal evolution and spatial propagation of branching annihilating random walks in one dimension. Depending on the branching and annihilation rates, a few-particle initial state can evolve to a propagating finite…

Condensed Matter · Physics 2009-10-22 Daniel ben-Avraham , Francois Leyvraz , Sid Redner

In this paper, we review recent results of ours concerning branching processes with general lifetimes and neutral mutations, under the infinitely many alleles model, where mutations can occur either at birth of individuals or at a constant…

Probability · Mathematics 2012-11-29 Nicolas Champagnat , Amaury Lambert , Mathieu Richard

We consider a broad class of continuous-time two-type population size-dependent Markov Branching Processes. The offspring distribution can depend on the current (alive) and total (dead and alive) populations. Using stochastic approximation…

Probability · Mathematics 2023-04-04 Khushboo Agarwal , Veeraruna Kavitha

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…

Probability · Mathematics 2019-12-10 Sean D Lawley

A jumping process, defined in terms of jump size distribution and waiting time distribution, is presented. The jumping rate depends on the process value. The process, which is Markovian and stationary, relaxes to an equilibrium and is…

Statistical Mechanics · Physics 2015-07-20 T. Srokowski , A. Kaminska

We introduce and study the dynamics of an \emph{immortal} critical branching process. In the classic, critical branching process, particles give birth to a single offspring or die at the same rates. Even though the average population is…

Probability · Mathematics 2021-06-22 P. L. Krapivsky , S. Redner

We consider a non-conserving zero-range process with hopping rate proportional to the number of particles at each site. Particles are added to the system with a site-dependent creation rate, and removed from the system with a uniform…

Statistical Mechanics · Physics 2019-09-04 Pascal Grange

An individual-based model of stochastic branching is proposed and studied, in which point particles drift in $\bar{\mathds{R}}_{+}:=[0,+\infty)$ towards the origin (edge) with unit speed, where each of them splits into two particles that…

Dynamical Systems · Mathematics 2019-10-30 Yuri Kozitsky

In this paper, we introduce a one-dimensional model of particles performing independent random walks, where only pairs of particles can produce offspring ("cooperative branching"), and particles that land on an occupied site merge with the…

Probability · Mathematics 2015-05-29 Anja Sturm , Jan M. Swart

Suppose that $(X_t)_{t \ge 0}$ is a one-dimensional Brownian motion with negative drift $-\mu$. It is possible to make sense of conditioning this process to be in the state $0$ at an independent exponential random time and if we kill the…

Probability · Mathematics 2019-08-28 Steven N. Evans , Alexandru Hening

In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…

Performance · Computer Science 2015-03-04 Alessio Angius , Gianfranco Balbo , Marco Beccuti , Enrico Bibbona , Andras Horvath , Roberta Sirovich

We register a random sequence which has the following properties: it has three segments being the homogeneous Markov processes. Each segment has his own one step transition probability law and the length of the segment is unknown and…

Probability · Mathematics 2011-11-21 Krzysztof Szajowski