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Related papers: Approximation of birth-death processes

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A birth and death process is a continuous-time Markov chain with the minimal state space $\mathbb N$, whose transition matrix is standard and whose density matrix is the given birth-death matrix. Birth and death process is unique if and…

Probability · Mathematics 2024-08-20 Liping Li

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle…

Populations and Evolution · Quantitative Biology 2012-10-11 Forrest W. Crawford , Marc A. Suchard

This paper studies birth and death processes in interactive random environments where the birth and death rates and the dynamics of the state of the environment are dependent on each other. Two models of a random environment are considered:…

Probability · Mathematics 2022-06-28 Guodong Pang , Andrey Sarantsev , Yuri Suhov

This paper is a continuation of the study on the stability speed for Markov processes. It extends the previous study of the ergodic convergence speed to the non-ergodic one, in which the processes are even allowed to be explosive or having…

Probability · Mathematics 2010-09-01 Mu-Fa Chen

In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…

Numerical Analysis · Mathematics 2014-09-23 Stefan Engblom , Jamol Pender

A fluid queue is a stochastic process which moves linearly with a rate that is determined by the state of a continuous-time Markov chain (CTMC). In this paper we construct an approximation to a fluid queue using a quasi birth-and-death…

Probability · Mathematics 2025-04-25 Nigel Bean , Angus Lewis

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…

Adaptation and Self-Organizing Systems · Physics 2023-10-11 George Hulsey , David L. Alderson , Jean Carlson

In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…

Probability · Mathematics 2020-04-30 Jorge Littin

We establish connections between the absorption probabilities of a class of birth-death processes with killing, and the stationary tail of a related class of birth-death processes with catastrophes. The major ingredients of the proofs are a…

Probability · Mathematics 2026-01-28 Ellen Baake , Fernando Cordero , Enrico Di Gaspero , Anton Wakolbinger

We consider a strong Markov process with killing and prove an approximation method for the distribution of the process conditioned not to be killed when it is observed. The method is based on a Fleming-Viot type particle system with…

Probability · Mathematics 2013-04-04 Denis Villemonais

In this paper we review some results on time-homogeneous birth-death processes. Specifically, for truncated birth-death processes with two absorbing or two reflecting endpoints, we recall the necessary and sufficient conditions on the…

Probability · Mathematics 2015-09-09 Antonio Di Crescenzo , Barbara Martinucci

Birth-and-death processes are widely used to model the development of biological populations. Although they are relatively simple models, their parameters can be challenging to estimate, because the likelihood can become numerically…

Statistics Theory · Mathematics 2020-10-26 Anthony C. Davison , Sophie Hautphenne , Andrea Kraus

A birth-death-move process with mutations is a Markov model for a system of marked particles in interaction, that move over time, with births and deaths. In addition the mark of each particle may also change, which constitutes a mutation.…

Statistics Theory · Mathematics 2026-04-08 Lisa Balsollier , Frédéric Lavancier

We consider a continuous time Markov process on $\mathbb{N}_0$ which can be interpreted as generalized alternating birth-death process in a non-autonomous random environment. Depending on the status of the environment the process either…

Probability · Mathematics 2020-05-13 Hans Daduna

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…

Methodology · Statistics 2014-07-28 Forrest W. Crawford , Marc A. Suchard

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

Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the…

Probability · Mathematics 2022-04-22 Viktor Bezborodov , Luca Di Persio

Birth-death processes (BDPs) are continuous-time Markov chains that track the number of "particles" in a system over time. While widely used in population biology, genetics and ecology, statistical inference of the instantaneous particle…

Methodology · Statistics 2011-11-22 Forrest W. Crawford , Vladimir N. Minin , Marc A. Suchard

The aim of this paper is to study the asymptotic behavior of a system of birth and death processes in mean field type interaction in discrete space. We first establish the exponential convergence of the particle system to equilibrium for a…

Probability · Mathematics 2015-10-13 Marie-Noémie Thai

We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…

Probability · Mathematics 2019-09-17 Ari Arapostathis , Guodong Pang , Yi Zheng
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