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We introduce an integrable stochastic process associated with the $D_2$ quantum group, which can be decomposed into two symmetric simple exclusion processes. We establish the integrability of the model under three types of boundary…

Mathematical Physics · Physics 2026-02-04 Guang-Liang Li , Xin Zhang , Junpeng Cao , Wen-Li Yang , Yupeng Wang

Stem cells, through their ability to produce daughter stem cells and differentiate into specialized cells, are essential in the growth, maintenance, and repair of biological tissues. Understanding the dynamics of cell populations in the…

Applications · Statistics 2026-02-02 Huyen Nguyen , Haim Bar , Zhiyi Chi , Vladimir Pozdnyakov

A probability model is presented for the dynamics of mutation-selection balance in a haploid infinite-population infinite-sites setting sufficiently general to cover mutation-driven changes in full age-specific demographic schedules. The…

Populations and Evolution · Quantitative Biology 2007-05-23 David Steinsaltz , Steven N. Evans , Kenneth W. Wachter

We expose (without proofs) a unified computational approach to integrable structures (including recursion, Hamiltonian, and symplectic operators) based on geometrical theory of partial differential equations. We adopt a coordinate based…

Exactly Solvable and Integrable Systems · Physics 2012-07-17 Iosif Krasil'shchik , Alexander Verbovetsky , Raffaele Vitolo

In order to solve complex, long-horizon tasks, intelligent robots need to carry out high-level, abstract planning and reasoning in conjunction with motion planning. However, abstract models are typically lossy and plans or policies computed…

Artificial Intelligence · Computer Science 2020-06-02 Naman Shah , Deepak Kala Vasudevan , Kislay Kumar , Pranav Kamojjhala , Siddharth Srivastava

We investigate branching processes in nearly degenerate varying environment, where the offspring distribution converges to the degenerate distribution at 1. Such processes die out almost surely, therefore, we condition on non-extinction or…

Probability · Mathematics 2024-12-05 Peter Kevei , Kata Kubatovics

Structural equation modeling is widely used in IS research. However, inconsistent construct definitions impede the cumulative development of knowledge. In this work, we present an approach that aims at the integration of structural equation…

Computation and Language · Computer Science 2026-05-19 Maximilian Reinhardt , Jonas Scharfenberger , Burkhardt Funk

In many biological systems, chemical reactions or changes in a physical state are assumed to occur instantaneously. For describing the dynamics of those systems, Markov models that require exponentially distributed inter-event times have…

Populations and Evolution · Quantitative Biology 2020-07-06 Wasiur R. KhudaBukhsh , Hye-Won Kang , Eben Kenah , Grzegorz A. Rempala

We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time-homogeneous Markov chain.…

Risk Management · Quantitative Finance 2024-03-25 Michael Kalkbrener , Natalie Packham

The p-adic numbers have found applications in a wide range of diverse fields of research. In some applications the algebraic properties of p-adics enter as an indispensable ingredient of the theory. Another class of applications has to do…

Mathematical Physics · Physics 2009-11-13 Sergio Albeverio , Witold Karwowski

When modeling microstructures, the computational resource requirements increase rapidly as the simulation domain becomes larger. As a result, simulating a small representative fraction under periodic boundary conditions is often a necessary…

Functional limit theorems are established for continuous-state branching processes with immigration (CBIs), where the reproduction laws have finite first moments and the immigration laws exhibit large tails. Different regimes of immigration…

Probability · Mathematics 2024-10-01 Clément Foucart , Linglong Yuan

We show that each member of a broad class of Markovian population models induces a unique stochastic process on the space of genealogies. We construct this genealogy process and derive exact expressions for the likelihood of an observed…

Quantitative Methods · Quantitative Biology 2026-05-22 Aaron A. King , Qianying Lin , Edward L. Ionides

In this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumptions on the spatial motion, the branching and immigration…

Probability · Mathematics 2022-04-20 Martin Friesen

This short note provides a systematic construction of market models without unbounded profits but with arbitrage opportunities.

Pricing of Securities · Quantitative Finance 2013-12-12 Johannes Ruf , Wolfgang Runggaldier

A hierarchical system of equations is introduced to describe dynamics of `sizes' of infinite clusters which coagulate and fragmentate with homogeneous rates of certain form. We prove that this system of equations is solved weakly by…

Probability · Mathematics 2018-09-03 Kenji Handa

This paper is concerned with an age-structured model in population dynamics. We investigate the uniqueness of solution for this type of nonlinear reaction-diffusion problem when the source term depends on the density, indicating the…

Analysis of PDEs · Mathematics 2018-06-12 Vo Anh Khoa , Tran The Hung , Daniel Lesnic

We prove quenched stochastic homogenization for divergence-form elliptic equations, under the assumption that the coefficients are stationary, ergodic, integrable, and satisfy a coarse-grained ellipticity assumption. The ellipticity…

Analysis of PDEs · Mathematics 2026-05-12 Aidan Lau

We consider a class of branching processes called Markovian binary trees, in which the individuals lifetime and reproduction epochs are modeled using a transient Markovian arrival process (TMAP). We estimate the parameters of the TMAP based…

Applications · Statistics 2020-10-26 Sophie Hautphenne , Melanie Massaro , Katharine Turner

A stochastic genetic model for biological aging is introduced bridging the gap between the bit-string Penna model and the Pletcher-Neuhauser approach. The phenomenon of exponentially increasing mortality function at intermediate ages and…

Statistical Mechanics · Physics 2007-05-23 Zhi-Feng Huang , Dietrich Stauffer