English
Related papers

Related papers: Time-fractional Birth and Death Processes

200 papers

For the continuous-time $\lambda$-recurrent jump process, the $\lambda$-recurrence assures the existence of quasi-stationary distribution when it has finite exit states (the states that have positive killing rates). And we give an explicit…

Probability · Mathematics 2024-07-30 Qian Du , Yong-Hua Mao

A new model maps a quantum random walk described by a Hadamard operator to a particular case of a birth and death process. The model is represented by a 2D Markov chain with a stochastic matrix, i.e., all the transition rates are positive,…

Quantum Physics · Physics 2021-04-13 Arie Bar-Haim

Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…

Probability · Mathematics 2021-10-01 Gerold Alsmeyer

Understanding the statistical properties of a collection of individuals subject to random displacements and birth-and-death events is key to several applications in physics and life sciences, encompassing the diagnostic of nuclear reactors…

Statistical Mechanics · Physics 2022-06-22 Théophile Bonnet , Davide Mancusi , Andrea Zoia

We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…

Probability · Mathematics 2023-11-29 Guillaume Kon Kam King , Andrea Pandolfi , Marco Piretto , Matteo Ruggiero

We study the decay of survival probability at quantum phase transitions (QPT). The semiclassical theory is found applicable in the vicinities of critical points with infinite degeneracy. The theory predicts a power law decay of the survival…

Quantum Physics · Physics 2015-05-13 Wen-ge Wang , Pinquan Qin , Lewei He , Ping Wang

We discuss some applications of the Mittag-Leffler function and related probability distributions in the theory of renewal processes and continuous time random walks. In particular we show the asymptotic (long time) equivalence of a generic…

Probability · Mathematics 2010-04-27 Rudolf Gorenflo

Many spatio-temporal data record the time of birth and death of individuals, along with their spatial trajectories during their lifetime, whether through continuous-time observations or discrete-time observations. Natural applications…

Probability · Mathematics 2021-07-14 Frédéric Lavancier , Ronan Le Guével

We describe a general approach to the construction of a state evolution corresponding to the Markov generator of a spatial birth-and-death dynamics in $\mathbb{R}^d$. We present conditions on the birth-and-death intensities which are…

Functional Analysis · Mathematics 2015-01-27 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy

We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…

Statistical Mechanics · Physics 2025-09-03 Samuel Cameron , Elsen Tjhung

We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…

Statistical Mechanics · Physics 2016-02-17 Jaume Masoliver

A two-state master equation based decision making model has been shown to generate phase transitions, to be topologically complex and to manifest temporal complexity through an inverse power-law probability distribution function in the…

Adaptation and Self-Organizing Systems · Physics 2015-06-22 Bruce J. West , Malgorzata Turalska , Paolo Grigolini

We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton--Watson tree. The particles move independently according to a Markov process and when a branching event occurs, the offspring…

Probability · Mathematics 2012-02-20 Vincent Bansaye , Jean-François Delmas , Laurence Marsalle , Viet Chi Tran

In this paper, we propose some representations of a generalized linear birth process called fractional Yule process (fYp). We also derive the probability distributions of the random birth and sojourn times. The inter-birth time distribution…

Probability · Mathematics 2014-03-06 Dexter O. Cahoy , Federico Polito

We consider the evolution of populations under the joint action of mutation and differential reproduction, or selection. The population is modelled as a finite-type Markov branching process in continuous time, and the associated…

Populations and Evolution · Quantitative Biology 2009-02-23 Ellen Baake , Hans-Otto Georgii

The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW)is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW…

Statistical Mechanics · Physics 2015-06-25 Rudolf Gorenflo , Francesco Mainardi , Alessandro Vivoli

In this paper we study the iterated birth process of which we examine the first-passage time distributions and the hitting probabilities. Furthermore, linear birth processes, linear and sublinear death processes at Poisson times are…

Probability · Mathematics 2016-03-23 L. Beghin , E. Orsingher

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…

Probability · Mathematics 2022-01-07 Azam Imomov

Stochastic birth-death processes are described as continuous-time Markov processes in models of population dynamics. A system of infinite, coupled ordinary differential equations (the so-called master equation) describes the time-dependence…

Mathematical Physics · Physics 2019-01-21 Primitivo B. Acosta-Humanez , Jose A. Capitan , Juan J. Morales-Ruiz

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

Probability · Mathematics 2014-09-16 Sabir Umarov