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We propose a data-driven approach for propagating uncertainty in stochastic power grid simulations and apply it to the estimation of transmission line failure probabilities. A reduced-order equation governing the evolution of the observed…

Computational Engineering, Finance, and Science · Computer Science 2024-01-08 Hongli Zhao , Tyler E. Maltba , D. Adrian Maldonado , Emil Constantinescu , Mihai Anitescu

Extinction of a long-lived isolated stochastic population can be described as an exponentially slow decay of quasi-stationary probability distribution of the population size. We address extinction of a population in a two-population system…

Statistical Mechanics · Physics 2015-05-14 Michael Khasin , Baruch Meerson , Pavel V. Sasorov

Many biological systems exhibit multiscale dynamics, where some species occur in high copy numbers while others remain rare. This heterogeneity necessitates hybrid modelling approaches: deterministic models are computationally efficient but…

Populations and Evolution · Quantitative Biology 2026-01-21 Tom Kimpson , Domenic P. J. Germano , Jennifer A. Flegg , Mark B. Flegg

We consider birth-and-death processes of objects (animals) defined in ${\bf Z}^d$ having unit death rates and random birth rates. For animals with uniformly bounded diameter we establish conditions on the rate distribution under which the…

Probability · Mathematics 2007-05-23 Roberto Fernandez , Pablo A. Ferrari , Gustavo R. Guerberoff

Spatial birth and death processes are obtained as solutions of a system of stochastic equations. The processes are required to be locally finite, but may involve an infinite population over the full (noncompact) type space. Conditions are…

Probability · Mathematics 2007-05-23 Nancy L. Garcia , Thomas G. Kurtz

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

We consider an interacting particle Markov process for Darwinian evolution in an asexual population with non-constant population size, involving a linear birth rate, a density-dependent logistic death rate, and a probability $\mu$ of…

Probability · Mathematics 2007-05-23 Nicolas Champagnat

We discuss general concept of Markov statistical dynamics in the continuum. For a class of spatial birth-and-death models, we develop a perturbative technique for the construction of statistical dynamics. Particular examples of such systems…

Functional Analysis · Mathematics 2015-01-27 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy

Two coupled spatial birth-and-death Markov evolutions on $\mathbb{R}^d$ are obtained as unique weak solutions to the associated Fokker-Planck equations. Such solutions are constructed by its associated sequence of correlation functions…

Probability · Mathematics 2017-01-09 Martin Friesen , Oleksandr Kutoviy

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

This work demonstrates the application of a birth-death Markov process, inspired by radioactive decay, to capture the dynamics of innovation processes. Leveraging the Bass diffusion model, we derive a Gompertz-like function explaining the…

Statistical Mechanics · Physics 2024-02-14 Guilherme S. Y. Giardini , Carlo R. da Cunha

We present a numerical method to compute the survival function and the moments of the exit time for a piecewise-deterministic Markov process (PDMP). Our approach is based on the quantization of an underlying discrete-time Markov chain…

Probability · Mathematics 2011-08-31 Adrien Brandejsky , Benoîte de Saporta , François Dufour

We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…

Methodology · Statistics 2018-10-26 Walter Dempsey

Mean-field models are often used to approximate Markov processes with large state-spaces. One-step processes, also known as birth-death processes, are an important class of such processes and are processes with state space…

Dynamical Systems · Mathematics 2015-12-08 Benjamin Armbruster , Ádám Besenyei , Péter L. Simon

Populations interact non-linearly and are influenced by environmental fluctuations. In order to have realistic mathematical models, one needs to take into account that the environmental fluctuations are inherently stochastic. Often,…

Probability · Mathematics 2025-07-29 Alexandru Hening , Siddharth Sabharwal

This paper presents an on-the-fly uniformization technique for the analysis of time-inhomogeneous Markov population models. This technique is applicable to models with infinite state spaces and unbounded rates, which are, for instance,…

Probability · Mathematics 2011-07-15 Aleksandr Andreychenko , Pepijn Crouzen , Linar Mikeev , Verena Wolf

A general model of catalytic branching process (CBP) with any finite number of catalysis centers in a discrete space is studied. More exactly, it is assumed that particles move in this space according to a specified Markov chain and they…

Probability · Mathematics 2016-03-18 Ekaterina Vl. Bulinskaya

We consider a Markov process in continuous time with a finite number of discrete states. The time-dependent probabilities of being in any state of the Markov chain are governed by a set of ordinary differential equations, whose dimension…

Optimization and Control · Mathematics 2014-10-31 Fernando Lopez-Caamal , Tatiana T. Marquez-Lago

We are interested in describing the infected size of the SIS Epidemic model using Birth-Death Markov process. The Susceptible-Infected-Susceptible (SIS) model is defined within a population of constant size $M$; the size is kept constant by…

Populations and Evolution · Quantitative Biology 2021-06-01 A. H. Nzokem

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but they are structurally unable to describe stochastic fluctuations or population-size-dependent birth and death rates.…

Statistical Mechanics · Physics 2026-05-12 Chris D. Greenman , Tom Chou
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