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Related papers: Generalized Birth-Death Process on Finite Lattice

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The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotics for the probability of excursions of a re-scaled…

Probability · Mathematics 2018-06-26 N. D. Vvedenskaya , A. V. Logachov , Y. M. Suhov , A. A. Yambartsev

The hopping motion of classical particles on a chain coupled to reservoirs at both ends is studied for parallel dynamics with arbitrary probabilities. The stationary state is obtained in the form of an alternating matrix product. The…

Condensed Matter · Physics 2009-10-28 A. Honecker , I. Peschel

We consider the Poisson equation $(I-P)\boldsymbol{u}=\boldsymbol{g}$, where $P$ is the transition matrix of a Quasi-Birth-and-Death (QBD) process with infinitely many levels, $\bm g$ is a given infinite dimensional vector and $\bm u$ is…

Numerical Analysis · Mathematics 2021-01-25 Dario A. Bini , Sarah Dendievel , Guy Latouche , Beatrice Meini

In this paper, we study a birth and death process $\{N_t\}_{t\ge0}$ on positive half lattice, which at each discontinuity jumps at most a distance $R\ge 1$ to the right or exactly a distance $1$ to the left. The transitional probabilities…

Probability · Mathematics 2014-07-16 Hua-Ming Wang

With the advent of digital and analog quantum simulation experiments, it is now possible to experimentally simulate dynamics of quantum many-body lattice systems and make site-resolved measurements. These experiments make it pertinent to…

Quantum Physics · Physics 2024-03-22 Archak Purkayastha , Alberto Imparato

A method yielding simple relationships among bilateral birth-and-death processes is outlined. This allows one to relate birth and death rates of two processes in such a way that their transition probabilities, first-passage-time densities…

Probability · Mathematics 2008-03-11 Antonio Di Crescenzo

We consider an extended birth-death-immigration process defined on a lattice formed by the integers of $d$ semiaxes joined at the origin. When the process reaches the origin, then it may jumps toward any semiaxis with the same rate. The…

Probability · Mathematics 2016-06-07 Antonio Di Crescenzo , Barbara Martinucci , Abdelaziz Rhandi

A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…

Statistical Mechanics · Physics 2019-06-26 Emilio N. M. Cirillo , Matteo Colangeli , Lamberto Rondoni

Symmetric heavily tailed random walks on $Z^d, d\geq 1,$ are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e., uniform in $x,t, |x|+t\to\infty,$) asymptotic behavior of the transition…

Probability · Mathematics 2016-03-02 A. Agbor , S. Molchanov , B. Vainberg

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

We introduce an algorithm based on Generalized Dual Method (GDM) to efficiently study the dynamics of a particle in quasiperiodic environments without the need to use periodic approximations or to save the information of the vertices that…

Chaotic Dynamics · Physics 2022-04-28 Alan Rodrigo Mendoza Sosa , Atahualpa S. Kraemer

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…

Probability · Mathematics 2025-12-23 Giulia Di Nunno , Barbara Martinucci , Serena Spina

A discrete-time two-dimensional quasi-birth-and-death process (2d-QBD process), $\{{\boldsymbol{Y}}_n\}=\{(X_{1,n},X_{2,n},J_n)\}$, is a two-dimensional skip-free random walk $\{(X_{1,n},X_{2,n})\}$ on $\mathbb{Z}_+^2$ with a supplemental…

Probability · Mathematics 2018-07-23 Toshihisa Ozawa , Masahiro Kobayashi

By using a recently proposed probabilistic approach, we determine the exact ground state of a class of matrix Hamiltonian models characterized by the fact that in the thermodynamic limit the multiplicities of the potential values assumed by…

Disordered Systems and Neural Networks · Physics 2007-05-23 Massimo Ostilli , Carlo Presilla

Stochastic birth-death processes are described as continuous-time Markov processes in models of population dynamics. A system of infinite, coupled ordinary differential equations (the so-called master equation) describes the time-dependence…

Mathematical Physics · Physics 2019-01-21 Primitivo B. Acosta-Humanez , Jose A. Capitan , Juan J. Morales-Ruiz

We deal with a discrete-time two-dimensional quasi-birth-and-death process (2d-QBD process for short) on $\mathbb{Z}_+^2\times S_0$, where $S_0$ is a finite set, and give a complete expression for the asymptotic decay function of the…

Probability · Mathematics 2023-02-28 Toshihisa Ozawa

In this paper I shall give the complete solution of the equations governing the bilateral birth and death process on path set $\mathbb{R}_q=\{q^n,\quad n\in\mathbb{Z}\}$ in which the birth and death rates $\lambda_n=q^{2\nu-2n}$ and…

Probability · Mathematics 2021-06-29 Lazhar Dhaouadi

An asymmetric generalization of the zero-temperature q-state Potts model on a one dimensional lattice, with and without boundaries, has been studied. The dynamics of the particle number, and specially the large time behavior of the system…

Condensed Matter · Physics 2009-11-07 N. Majd , A. Aghamohammadi , M. Khorrami

Birth-death processes track the size of a univariate population, but many biological systems involve interaction between populations, necessitating models for two or more populations simultaneously. A lack of efficient methods for…

Computation · Statistics 2017-08-08 Lam Si Tung Ho , Jason Xu , Forrest W. Crawford , Vladimir N. Minin , Marc A. Suchard

The Transience objective is not to visit any state infinitely often. While this is not possible in finite Markov Decision Process (MDP), it can be satisfied in countably infinite ones, e.g., if the transition graph is acyclic. We prove the…

Probability · Mathematics 2021-07-06 Stefan Kiefer , Richard Mayr , Mahsa Shirmohammadi , Patrick Totzke