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Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…

Machine Learning · Statistics 2022-12-13 Majerle Reeves , Harish S. Bhat

In this work, we present a general method to establish properties of multi-dimensional continuous-time Markov chains representing stochastic reaction networks. This method consists of grouping states together (via a partition of the state…

Probability · Mathematics 2025-05-27 Guillaume Ballif , Laurent Pfeiffer , Jakob Ruess

We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…

Probability · Mathematics 2010-11-09 Herve Guiol , Fabio P. Machado , Rinaldo B. Schinazi

We introduce a novel class of generative models based on piecewise deterministic Markov processes (PDMPs), a family of non-diffusive stochastic processes consisting of deterministic motion and random jumps at random times. Similarly to…

Machine Learning · Statistics 2024-11-06 Andrea Bertazzi , Dario Shariatian , Umut Simsekli , Eric Moulines , Alain Durmus

It has been known for a long time that for birth-and-death processes started in zero the first passage time of a given level is distributed as a sum of independent exponentially distributed random variables, the parameters of which are the…

Probability · Mathematics 2010-12-22 Jan M. Swart

We introduce a rate balance principle for general (not necessarily Markovian) stochastic processes. Special attention is given to processes with birth and death like transitions, for which it is shown that for any state $i$, the rate of two…

Probability · Mathematics 2015-10-12 Binyamin Oz , Ivo Adan , Moshe Haviv

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

Probability · Mathematics 2013-04-04 Servet Martinez , Jaime San Martin , Denis Villemonais

The purpose of this paper is to implement a random death process into a persistent random walk model which produces subballistic superdiffusion (L\'{e}vy walk). We develop a Markovian model of cell motility with the extra residence variable…

Statistical Mechanics · Physics 2015-05-20 Sergei Fedotov , Abby Tan , Andrey Zubarev

Let $\Gamma$ act on a countable set V with only finitely many orbits. Given a $\Gamma$-invariant random environment for a Markov chain on V and a random scenery, we exhibit, under certain conditions, an equivalent stationary measure for the…

Probability · Mathematics 2008-11-26 Russell Lyons , Oded Schramm

We study stochastic pairwise interaction network systems whereby a finite population of agents, identified with the nodes of a graph, update their states in response to both individual mutations and pairwise interactions with their…

Systems and Control · Electrical Eng. & Systems 2024-10-31 Giacomo Como , Fabio Fagnani , Sandro Zampieri

This paper considers the cycle maximum in birth-death processes as a stepping stone to characterisation of the cycle maximum in single queues and open Kelly-Whittle networks of queues. For positive recurrent birth-death processes we show…

Probability · Mathematics 2022-06-01 Richard J. Boucherie

This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…

Probability · Mathematics 2018-05-07 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

An aperiodic and irreducible Markov chain on a finite state space converges to its stationary distribution. When convergence to equilibrium is measured by total variation distance, there exists an optimal coupling and a maximal coupling…

Probability · Mathematics 2015-04-01 Agnes Coquio

We consider a stochastic individual-based population model with competition, trait-structure affecting reproduction and survival, and changing environment. The changes of traits are described by jump processes, and the dynamics can be…

Probability · Mathematics 2022-01-17 Benoît Henry , Sylvie Méléard , Viet Chi Tran

Source-sink systems are metapopulations of patches that can be of variable habitat quality. They can be seen as graphs, where vertices represent the patches, and the weighted oriented edges give the probability of dispersal from one patch…

Probability · Mathematics 2011-11-11 Vincent Bansaye , Amaury Lambert

We are interested in modelling Darwinian evolution, resulting from the interplay of phenotypic variation and natural selection through ecological interactions. Our models are rooted in the microscopic, stochastic description of a population…

Probability · Mathematics 2016-08-16 Nicolas Champagnat , Régis Ferrière , Sylvie Méléard

We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions under which such processes possess a given target distribution…

Probability · Mathematics 2021-04-06 Andi Q. Wang , Murray Pollock , Gareth O. Roberts , David Steinsaltz

By introducing the notions of living and dead nodes a new model of random tree evolution with continuous time parameter has been constructed. It is assumed that two random variables, the lifetime and the offspring number of living nodes…

Statistical Mechanics · Physics 2007-05-23 L. Pal

We analyse the stochastic comparison of interacting particle systems allowing for multiple arrivals, departures and non-conservative jumps of individuals between sites. That is, if $k$ individuals leave site $x$ for site $y$, a possibly…

Probability · Mathematics 2025-04-07 Raúl Gouet , F. Javier López , Gerardo Sanz

We introduce a broad class of spatial models to describe how spatially heterogeneous populations live, die, and reproduce. Individuals are represented by points of a point measure, whose birth and death rates can depend both on spatial…

Probability · Mathematics 2024-01-02 Alison M. Etheridge , Thomas G. Kurtz , Ian Letter , Peter L. Ralph , Terence Tsui Ho Lung