Related papers: Continuous-state branching processes with collisio…
This thesis investigates critical phenomena and equilibrium states in various stochastic models through three interconnected studies. In the first chapter, we analyze the Activated Random Walk model on a one-dimensional ring in the…
As a special example of piecewise deterministic Markov process, bouncy particle sampler is a rejection-free, irreversible Markov chain Monte Carlo algorithm and can draw samples from target distribution efficiently. We generalize bouncy…
Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…
We investigate the long-time evolution of branching diffusion processes (starting with a single particle) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. We analyze the…
We consider the persistent exclusion process in which a set of persistent random walkers interact via hard-core exclusion on a hypercubic lattice in $d$ dimensions. We work within the ballistic regime whereby particles continue to hop in…
Continuous symmetry breaking (CSB) in low-dimensional systems, forbidden by the Mermin-Wagner theorem for short-range interactions, may take place in the presence of slowly decaying long-range interactions. Nevertheless, there is no…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
Markov processes are widely used in modeling random phenomena/problems. However, they may not be adequate in some cases where more general processes are needed. The conditionally Markov (CM) process is a generalization of the Markov process…
We consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…
For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…
We consider a population growth model given by a two-type continuous-state branching process with immigration and competition, introduced by Ma. We study the relative frequency of one of the types in the population when the total mass is…
We generalise the Gaussian formalism of Continuous Variable (CV) systems to describe their interactions with qubits/qudits that result in quantum superpositions of Gaussian processes. To this end, we derive a new set of equations in closed…
We study the estimation of two-type continuous-state branching processes with immigration (CBI-processes). The ergodicity of the processes is proved. We also establish the strong consistency and central limit theorems of the conditional…
We consider fragmentation processes with values in the space of marked partitions of $\mathbb{N}$, i.e. partitions where each block is decorated with a nonnegative real number. Assuming that the marks on distinct blocks evolve as…
We consider a generalization of spatial branching coalescing processes in which the behaviour of individuals is not (necessarily) independent, on the contrary, individuals tend to take simultaneous actions. We show that these processes have…
We study the quantum-mechanical transport on two-dimensional graphs by means of continuous-time quantum walks and analyse the effect of different boundary conditions (BCs). For periodic BCs in both directions, i.e., for tori, the problem…
The misanthrope process is a class of stochastic interacting particle systems, generalizing the simple exclusion process. It allows each site of the lattice to accommodate more than one particle. We consider a special case of the one…
A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…
Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…
We develop criteria for recurrence and transience of one-dimensional Markov processes which have jumps and oscillate between $+\infty$ and $-\infty$. The conditions are based on a Markov chain which only consists of jumps (overshoots) of…