Related papers: A Bertalanffy-Richards growth model perturbed by a…
We study a stochastic model based on a modified fragmentation of a finite interval. The mechanism consists in cutting the interval at a random location and substituting a unique fragment on the right of the cut to regenerate and preserve…
It is generally believed that, when a linguistic item acquires a new meaning, its overall frequency of use in the language rises with time with an S-shaped growth curve. Yet, this claim has only been supported by a limited number of case…
Under certain conditions, the dynamics of coarse-grained models of solvated proteins can be described using a Markov state model, which tracks the evolution of populations of configurations. The transition rates among states that appear in…
We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…
It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…
Time delays, modelling the process of intracellular gene expression, have been shown to have important impacts on the dynamics of pattern formation in reaction-diffusion systems. In particular, past work has shown that such time delays can…
We study generative modeling for time series using entropic optimal transport and the Schr\"odinger bridge (SB) framework, with a focus on applications in finance and energy modeling. Extending the diffusion-based approach of Hamdouche,…
We evaluate the significance of a recently proposed bivariate jump-diffusion model for a data-driven characterization of interactions between complex dynamical systems. For various coupled and non-coupled jump-diffusion processes, we find…
Piecewise Diffusion Markov Processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central…
We examine birth--death processes with state dependent transition probabilities and at least one absorbing boundary. In evolution, this describes selection acting on two different types in a finite population where reproductive events occur…
This paper concerns about the limiting distributions of change point estimators, in a high-dimensional linear regression time series context, where a regression object $(y_t, X_t) \in \mathbb{R} \times \mathbb{R}^p$ is observed at every…
We investigate the nonequilibrium roughening transition of a one-dimensional restricted solid-on-solid model by directly sampling the stationary probability density of a suitable order parameter as the surface adsorption rate varies. The…
In this paper we present a new way to understand the timing of branching events in phylogenetic trees. Our method explicitly considers the relative timing of diversification events between sister clades; as such it is complimentary to…
The influence of a time-periodic forcing on stochastic processes can essentially be emphasized in the large time behaviour of their paths. The statistics of transition in a simple Markov chain model permits to quantify this influence. In…
Utilizing non-concurrent control data (NCC) in the analysis of late-entering arms in platform trials has recently received considerable attention. While incorporating NCC can lead to increased power and lower sample sizes, it might…
We study a linear-fractional Bienaym\'e-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads…
In the course of Darwinian evolution of a population, punctualism is an important phenomenon whereby long periods of genetic stasis alternate with short periods of rapid evolutionary change. This paper provides a mathematical interpretation…
It is now established that subcritical mechanisms play a crucial role in the transition to turbulence of non-rotating plane shear flows. The role of these mechanisms in rotating channel flow is examined here in the linear and nonlinear…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
The development of multicellular organisms proceeds through a series of morphogenetic and cell-state transitions, transforming homogeneous zygotes into complex adults by a process of self-organization. Many of these transitions are achieved…