Related papers: On intermediate levels of nested occupancy scheme …
We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…
This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the random switching process is a continuous-time Markov chain.…
The effect of blocking between different species occurring in one dimension is investigated here numerically in the case of particles following branching and annihilating random walk with two offsprings. It is shown that two-dimensional…
We consider a class of discrete time Markov chains with state space [0,1] and the following dynamics. At each time step, first the direction of the next transition is chosen at random with probability depending on the current location. Then…
I characterize the extreme location and extreme first passage time of a system of $N$ particles independently diffusing in a space-time random environment. I show these extreme statistics are governed by the Kardar-Parisi-Zhang (KPZ)…
Discrete random structures are important tools in Bayesian nonparametrics and the resulting models have proven effective in density estimation, clustering, topic modeling and prediction, among others. In this paper, we consider nested…
This paper introduces a new type of covering process that covers the set of natural numbers using renewal processes as objects. Inspired by the behavior of prime numbers, the model in each step finds the smallest vacant point, $k$, and…
We consider the occupation area of spherical (fractional) Brownian motion, i.e. the area where the process is positive, and show that it is uniformly distributed. For the proof, we introduce a new simple combinatorial view on occupation…
Sticky Brownian motion on the real line can be obtained as a weak solution of a system of stochastic differential equations. We find the conditional distribution of the process given the driving Brownian motion, both at an independent…
We model the evolution of two competing populations $U_t, V_t $ by a two-dimensional size-dependent branching process. The population characteristics are assumed to be close to each other, as in a resident-mutant situation. Given that $U_t…
We study analytically the order and gap statistics of particles at time $t$ for the one dimensional branching Brownian motion, conditioned to have a fixed number of particles at $t$. The dynamics of the process proceeds in continuous time…
N-body algorithms for long-range unscreened interactions like gravity belong to a class of highly irregular problems whose optimal solution is a challenging task for present-day massively parallel computers. In this paper we describe a…
Let $(X_t)_{t \geq 0}$ be a continuous time Markov process on some metric space $M,$ leaving invariant a closed subset $M_0 \subset M,$ called the {\em extinction set}. We give general conditions ensuring either "Stochastic persistence"…
We consider a spatial version of the classical Moran model with seed-banks where the constituent populations have finite sizes. Individuals live in colonies labelled by $\mathbb{Z}^d$, $d\geq 1$, playing the role of a geographic space,…
This paper analyzes a stochastic logistic difference equation under the assumption that the population distribution follows a normal distribution. Our focus is on the mathematical relationship between the average growth rate and a newly…
In an earlier paper, a randomized load balancing model was studied in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream. It was shown that the limit is given by a system of…
A bundle of fibers has been considered here as a model for composite materials, where breaking of the fibers occur due to a combined influence of applied load (stress) and external noise. Through numerical simulation and a mean-field…
In this paper we consider two related stochastic models. The first one is a branching system consisting of particles moving according to a Markov family in R^d and undergoing subcritical branching with a constant rate of V>0. New particles…
We study a chipping model in one dimensional periodic lattice with continuous mass, where a fixed fraction of the mass is chipped off from a site and distributed randomly among the departure site and its neighbours; the remaining mass…
Rare long distance dispersal events are thought to have a disproportionate impact on the spread of invasive species. Modelling using integrodifference equations suggests that, when long distance contacts are represented by a fat-tailed…