Related papers: Characteristics of the switch process and geometri…

The crossing probability in the time direction is defined for an off-equilibrium reaction-diffusion system as the probability that the system of size L is still active at time t, in the finite-size scaling limit. Exact results are obtained…

We recently proposed a method for estimation of states and parameters in stochastic differential equations, which included intermediate time points between observations and used the Laplace approximation to integrate out these intermediate…

A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…

In ref [math.ST/0411462] the notion of statistically dual distributions is introduced. The reconstruction of confidence density [AIP Conference Proceedings 803 (2005) 398] for the location parameter for several pairs of statistically dual…

We introduce a new kind of symbol in the framework of It\^o processes which are bounded on one side. The connection between this symbol and the infinitesimal generator is analyzed. Based on this concept, an integral criterion for invariant…

This paper considers the problem of estimating the time auto-correlation function for a quantity that is defined in configuration space, given a knowledge of the mean-square displacement as function of time in configuration space. The…

When an oscillator switches abruptly between different frequencies, there is some ambiguity in deciding how the system should be modelled at the switch. Here we describe two seemingly natural models of a switch in a simple…

We consider a refracted jump diffusion process having two-sided jumps with rational Laplace transforms. For such a process, by applying a straightforward but interesting approach, we derive formulas for the Laplace transform of its…

We study random plane partitions with respect to volume measures with periodic weights of arbitrarily high period. We show that near the vertical boundary the system develops up to as many turning points as the period of the weights, and…

The evolution of the discrete Wigner function is formally similar to a probabilistic process, but the transition probabilities, like the discrete Wigner function itself, can be negative. We investigate these transition probabilities, as…

For a birth-death process subject to catastrophes, defined on the state-space $S=\{r,r+1,r+2,...\}$, with $r$ a positive integer or zero, the first-visit time to a state $k\in S$ is considered and the Laplace transform of its probability…

We analyze the relative price change of assets starting from basic supply/demand considerations subject to arbitrary motivations. The resulting stochastic differential equation has coefficients that are functions of supply and demand. We…

The dynamics of a localized molecular spin under the influence of external voltage pulses is addressed using a generalized spin equation of motion. The approach incorporates anisotropic fields, non-equilibrium conditions, and non-adiabatic…

In sorting literature, comparative statics for multidimensional assignment models with general output functions and input distributions is an important open question. We provide a complete theory of comparative statics for technological…

This paper concentrates on the general birth-death processes with two different types of catastrophes. The Laplace transform of transition probability function for birth-death processes with two-type catastrophes are is successfully…

We study a simple run-and-tumble random walk whose switching frequency from run mode to tumble mode and the reverse depend on a stochastic signal. We consider a particularly sharp, step-like dependence, where the run to tumble switching…

This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are…

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

We study two time-changed variants of the birth-death process with catastrophe where the time-changing components are the first hitting times of the stable subordinator and the tempered stable subordinator. For both the processes, we derive…

In many stochastic models, the observables of interest are naturally encoded in double transforms (e.g., Laplace transforms) that couple spatial and temporal variables. Notably, the double transform often provides the only analytically…