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In this paper, we study a subclass of piecewise-deterministic Markov processes with a Polish state space, involving deterministic motion punctuated by random jumps that occur at exponentially distributed time intervals. Over each of these…

Probability · Mathematics 2024-03-26 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

We investigate the fluctuations of cumulative density of particles in the asymmetric simple exclusion process with respect to the stationary distribution (also known as the steady state), as a stochastic process indexed by $[0,1]$. In three…

Probability · Mathematics 2019-12-30 Włodzimierz Bryc , Yizao Wang

When the memory parameter of the elephant random walk is above a critical threshold, the process becomes superdiffusive and, once suitably normalised, converges to a non-Gaussian random variable. In a recent paper by the three first…

Probability · Mathematics 2024-09-12 Hélène Guérin , Lucile Laulin , Kilian Raschel , Thomas Simon

We consider diffusion processes x_{t} on the unit interval. Doob-transformation techniques consist of a selection of x_{t}-paths procedure. The law of the transformed process is the one of a branching diffusion system of particles, each…

Quantitative Methods · Quantitative Biology 2011-07-15 Thierry Huillet

We investigate the properties of a Wright-Fisher diffusion process started from frequency x at time 0 and conditioned to be at frequency y at time T. Such a process is called a bridge. Bridges arise naturally in the analysis of selection…

Populations and Evolution · Quantitative Biology 2013-10-04 Joshua G. Schraiber , Robert C. Griffiths , Steven N. Evans

We establish a general sufficient condition for a sequence of Galton Watson branching processes in varying environment to converge weakly. This condition extends previous results by allowing offspring distributions to have infinite…

Probability · Mathematics 2014-09-22 Vincent Bansaye , Florian Simatos

We study mixing times of the symmetric and asymmetric simple exclusion process on the segment where particles are allowed to enter and exit at the endpoints. We consider different regimes depending on the entering and exiting rates as well…

Probability · Mathematics 2022-05-03 Nina Gantert , Evita Nestoridi , Dominik Schmid

We prove several limit theorems that relate coalescent processes to continuous-state branching processes. Some of these theorems are stated in terms of the so-called generalized Fleming-Viot processes, which describe the evolution of a…

Probability · Mathematics 2007-05-23 Jean Bertoin , Jean-François Le Gall

In this paper, we study the scaling limit of a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin. If the probability of…

Probability · Mathematics 2018-11-30 Raphael Forien

Branching processes and Fleming-Viot processes are two main models in stochastic population theory. Incorporating an immigration in both models, we generalize the results of Shiga (1990) and Birkner et al. (2005) which respectively connect…

Probability · Mathematics 2012-05-15 Clément Foucart , Olivier Hénard

The facilitated simple exclusion process (FEP) is a one-dimensional exclusion process with a dynamical constraint. We establish bounds on the mixing time of the FEP on the segment, with closed boundaries, and the circle. The FEP on these…

Probability · Mathematics 2024-03-01 James Ayre , Paul Chleboun

Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…

Probability · Mathematics 2010-05-14 Peter Straka , Bruce Ian Henry

We study the distribution of occupation times for a one-dimensional random walk restricted to a finite interval by reflecting boundary conditions. At short times the classical bimodal distribution due to L\'evy is reproduced with walkers…

Statistical Mechanics · Physics 2022-04-06 Sascha Kaldasch , Andreas Engel

The totally asymmetric simple exclusion process (TASEP) on the one-dimensional lattice with the Bernoulli \rho measure as initial conditions, 0<\rho<1, is stationary in space and time. Let N_t(j) be the number of particles which have…

Mathematical Physics · Physics 2013-02-07 Patrik L. Ferrari , Herbert Spohn

We study an extension of the so-called defective Galton-Watson processes obtained by allowing the offspring distribution to change over the generations. Thus, in these processes, the individuals reproduce independently of the others and in…

Probability · Mathematics 2021-10-01 Götz Kersting , Carmen Minuesa

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

This article partakes of the PEGASE project the goal of which is a better understanding of the mechanisms explaining the behaviour of species living in a network of forest patches linked by ecological corridors (hedges for instance).…

Probability · Mathematics 2021-09-15 Gauthier Delvoye , Olivier Goubet , Frédéric Paccaut

Every exchangeable Feller process taking values in a suitably nice combinatorial state space can be constructed by a system of iterated random Lipschitz functions. In discrete time, the construction proceeds by iterated application of…

Probability · Mathematics 2016-05-27 Harry Crane , Henry Towsner

A first-order percolation transition, called explosive percolation, was recently discovered in evolution networks with random edge selection under a certain restriction. However, the network percolation with more realistic evolution…

Physics and Society · Physics 2016-09-21 X. L. Chen , C. Yang , L. F. Zhong , M. Tang

For a minimal diffusion process on $ (a,b) $, any possible extension of it to a standard process on $ [a,b] $ is characterized by the characteristic measures of excursions away from the boundary points $ a $ and $ b $. The generator of the…

Probability · Mathematics 2012-04-03 Kouji Yano