Related papers: Birth-Death processes with two-type catastrophes
Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition…
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…
For a class of time inhomogenous distribution dependent birth-death processes, we derive the well-posedness, $\mathbb{W}_p$-estimate, exponential ergodicity, and uniform in time propagation of chaos. These extend the corresponding results…
Motivated by a model of an area-wide integrated pest management, we develop an interacting particle system evolving in a random environment. It is a generalised contact process in which the birth rate takes two possible values, determined…
In this work, we study a protein synthesis degradation process by defining a general mathematical model. Using generating function technique we present a method that allows exact calculation of joint probability distribution of protein…
We consider a stochastic process undergoing resetting after which a random refractory period is imposed. In this period the process is quiescent and remains at the resetting position. Using a first-renewal approach, we compute exactly the…
The most probable transition path in a one-dimensional overdamped system is rigorously proved to possess less than two turning points. The proof is valid for any potentials, transition times, initial and final transition points.
Many spatio-temporal data record the time of birth and death of individuals, along with their spatial trajectories during their lifetime, whether through continuous-time observations or discrete-time observations. Natural applications…
We use path-integrals to derive a general expression for the semiclassical approximation to the partition function of a one-dimensional quantum-mechanical system. Our expression depends solely on ordinary integrals which involve the…
We generalize the original majority-vote model by incorporating an inertia into the microscopic dynamics of the spin flipping, where the spin-flip probability of any individual depends not only on the states of its neighbors, but also on…
Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair times. After any repair the system starts anew from state zero.…
This article is concerned with the joint law of an integrated Wishart bridge process and the trace of an integrated inverse Wishart bridge process over the interval $ \left[0,t\right] $. Its Laplace transform is obtained by studying the…
Many important stochastic counting models can be written as general birth-death processes (BDPs). BDPs are continuous-time Markov chains on the non-negative integers and can be used to easily parameterize a rich variety of probability…
We consider a one-dimensional run-and-tumble particle, or persistent random walk, in the presence of an absorbing boundary located at the origin. After each tumbling event, which occurs at a constant rate $\gamma$, the (new) velocity of the…
In this article we determine the Laplace transforms of the main boundary functionals of the oscillating compound Poisson process. These are the first passage time of the level, the joint distribution of the first exit time from the interval…
We consider a stochastic spatial point process with births and deaths on $\mathbb{R}^d$, with the hard-core property that at any time the balls of radius half of any two points do not overlap. We give explicit construction of the process.…
Birth and death Markov processes can model stochastic physical systems from percolation to disease spread and, in particular, wildfires. We introduce and analyze a birth-death-suppression Markov process as a model of controlled culling of…
Noise-induced phase transitions are common in various complex systems, from physics to biology. In this article, we investigate the emergence of crucial events in noise-induced phase transition processes and their potential significance for…
We study a multi-type Ehrenfest process modeled as a finite quasi-birth-death (QBD) process. We assume that the transitions are allowed only to the two adjacent levels of the same phase and are characterized by linear rates. The crucial…
Quantum transitions are described semiclassically as motions of systems along (complex) trajectories. We consider the cases when the semiclassical trajectories are unstable and find that durations of the corresponding transitions are large.…