Related papers: Continuous-time multi-type Ehrenfest model and rel…
We study the semiclassical Ehrenfest trajectories in open quantum systems. We first derive in explicit form the Fokker-Planck equation that governs the time evolution of the mixing measure for a Gaussian mixture. Then, we embed the…
The Ehrenfest urn process, also known as the dogs and fleas model, is realistically simulated by molecular dynamics of the Lennard-Jones fluid. The key variable is Delta z, i.e. the absolute value of the difference between the number of…
Modelling amplitudes of stochastically excited oscillations in stars is a powerful tool for understanding the properties of the convective zones. For instance, it gives us information on the way turbulent eddies are temporally correlated in…
We analyse a multi-phase field model for an epithelial monolayer with pairwise adhesions between neighbouring cells following an Ornstein-Uhlenbeck process, representing the stochastic turnover of junctional molecular motors. These…
Ornstein-Uhlenbeck process of bounded variation is introduced as a solution of an analogue of the Langevin equation with an integrated telegraph process replacing a Brownian motion. There is an interval $I$ such that the process starting…
We consider a hybrid diffusion process that is a combination of two Ornstein-Uhlenbeck processes with different restraining forces. This process serves as the heavy-traffic approximation to the Markovian many-server queue with abandonments…
We discuss the evolution of purity in mixed quantum/classical approaches to electronic nonadiabatic dynamics in the context of the Ehrenfest model. As it is impossible to exactly determine initial conditions for a realistic system, we…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…
First-passage time (FPT) of an Ornstein-Uhlenbeck (OU) process is of immense interest in a variety of contexts. This paper considers an OU process with two boundaries, one of which is absorbing while the other one could be either reflecting…
We construct a generalization of the Ornstein-Uhlenbeck processes on the cone of covariance matrices endowed with the Log-Euclidean and the Affine-Invariant metrics. Our development exploits the Riemannian geometric structure of symmetric…
For an arbitrary Hilbert space-valued Ornstein-Uhlenbeck process we construct the Ornstein-Uhlenbeck Bridge connecting a starting point $x$ and an endpoint $y$ that belongs to a certain linear subspace of full measure. We derive also a…
We study real-space condensation phenomena in a type of classical stochastic processes (site-particle system), such as zero-range processes and urn models. We here study a stochastic process in the Ehrenfest class, i.e., particles in a site…
In this paper, we investigate the parameter estimation for threshold Ornstein$\mathit{-}$Uhlenbeck processes. Least squares method is used to obtain continuous-type and discrete-type estimators for the drift parameters based on continuous…
We studied the Ehrenfest urn model in which particles in the same urn interact with each other. Depending on the nature of interaction, the system undergoes a first-order or second-order phase transition. The relaxation time to the…
We consider a system of hierarchical interacting spins under dynamics of spin-flip type with a ferromagnetic mean field interaction, scaling with the hierarchical distance, coupled with a system of linearly interacting hierarchical…
We use an Ornstein--Uhlenbeck (OU) process to approximate the queue length process in a $GI/GI/n+M$ queue. This one-dimensional diffusion model is able to produce accurate performance estimates in two overloaded regimes: In the first…
In this paper we study some convergence results concerning the one-dimensional distribution of a time-changed fractional Ornstein-Uhlenbeck process. In particular, we establish that, despite the time change, the process admits a Gaussian…
Cell size control and homeostasis is a major topic in cell biology yet to be fully understood. Several growth laws like the timer, adder, and sizer were proposed, and mathematical approaches that model cell growth and division were…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
Scaling limits for continuous-time branching processes with discrete state space are provided as the initial state tends to infinity. Depending on the finiteness or non-finiteness of the mean and/or the variance of the offspring…