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In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…

Probability · Mathematics 2020-06-02 Ioannis Dimitriou

A Feller's Brownian motion is a diffusion process on the half-line with general boundary behavior at the origin, described by four parameters. A birth-death process, on the other hand, is a continuous-time Markov chain on the nonnegative…

Probability · Mathematics 2025-07-28 Liping Li

We provide transition rates for Markov counting systems subject to correlated environmental noises motivated by multi-strain disease models. Such noises induce simultaneous counts, which can help model infinitesimal count correlation…

Probability · Mathematics 2013-12-23 Carles Bretó

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

The interrelationships of the fundamental biological processes natural selection, mutation, and stochastic drift are quantified by the entropy rate of Moran processes with mutation, measuring the long-run variation of a Markov process. The…

Dynamical Systems · Mathematics 2014-01-14 Marc Harper

We prove an invariance principle for non-stationary random processes and establish a rate of convergence under a new type of mixing condition. The dependence is exponentially decaying in the gap between the past and the future and is…

Probability · Mathematics 2024-12-23 Ion Grama , Émile Le Page , Marc Peigné

The question of whether a population will persist or go extinct is of key interest throughout ecology and biology. Various mathematical techniques allow us to generate knowledge regarding individual behaviour, which can be analysed to…

Populations and Evolution · Quantitative Biology 2021-04-28 Stuart T. Johnston , Matthew J. Simpson , Edmund J. Crampin

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"…

Probability · Mathematics 2023-10-26 Michel Benaim

Random walks and related spatial stochastic models have been used in a range of application areas including animal and plant ecology, infectious disease epidemiology, developmental biology, wound healing, and oncology. Classical random walk…

Populations and Evolution · Quantitative Biology 2025-08-22 Michael J. Plank , Matthew J. Simpson , Ruth E. Baker

We study the positive recurrence of multi-dimensional birth-and-death processes describing the evolution of a large class of stochastic systems, a typical example being the randomly varying number of flow-level transfers in a…

Probability · Mathematics 2009-11-02 M. Jonckheere , S. Shneer

Lattice birth-and-death Markov dynamics of particle systems with spins from the set of non-negative integers are constructed as unique solutions to certain stochastic equations. Pathwise uniqueness, strong existence, Markov property and…

Probability · Mathematics 2020-07-07 Viktor Bezborodov , Yuri Kondratiev , Oleksandr Kutoviy

We study a spatial birth-and-death process on the phase space of locally finite configurations $\Gamma^+ \times \Gamma^-$ over $\mathbb{R}^d$. Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck…

Mathematical Physics · Physics 2022-03-17 Martin Friesen , Yuri Kondratiev

We present a class of SEIR Markov chain models for infectious diseases observed over discrete time in a random human population living in a closed environment. The population changes over time through random births, deaths, and transitions…

Populations and Evolution · Quantitative Biology 2019-07-30 Divine Wanduku , Chinmoy Rahul

Density dependence is important in the ecology and evolution of microbial and cancer cells. Typically, we can only measure net growth rates, but the underlying density-dependent mechanisms that give rise to the observed dynamics can…

Populations and Evolution · Quantitative Biology 2025-06-04 Linh Huynh , Jacob G. Scott , Peter J. Thomas

Density dependent Markov population processes with countably many types can often be well approximated over finite time intervals by the solution of the differential equations that describe their average drift, provided that the total…

Probability · Mathematics 2014-06-05 A. D. Barbour , Malwina Luczak

Queuing systems with an unlimited number of devices with an incoming nonstationary Poisson flow and a random flow controlled by a Markov chain are investigated. The inexpediency of ap-proximation of the birth process by Poisson flows in…

Probability · Mathematics 2021-06-01 Mariia Nosova

We study the interplay of population growth and evolutionary dynamics using a stochastic model based on birth and death events. In contrast to the common assumption of an independent population size, evolution can be strongly affected by…

Populations and Evolution · Quantitative Biology 2012-06-05 Jonas Cremer , Anna Melbinger , Erwin Frey

We are interested in modeling some two-level population dynamics, resulting from the interplay of ecological interactions and phenotypic variation of individuals (or hosts) and the evolution of cells (or parasites) of two types living in…

Probability · Mathematics 2011-01-21 Sylvie Méléard , Sylvie Roelly

The asymptotic behavior of a stochastic network represented by a birth and death processes of particles on a compact state space is analyzed. Births: Particles are created at rate $\lambda_+$ and their location is independent of the current…

Probability · Mathematics 2010-05-12 Philippe Robert

In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…

Performance · Computer Science 2015-03-04 Alessio Angius , Gianfranco Balbo , Marco Beccuti , Enrico Bibbona , Andras Horvath , Roberta Sirovich
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