Related papers: First-Extinction Law for Resampling Processes
Inspired by the double-debt problem in Japan where the mortgagor has to pay the remaining loan even if their house was destroyed by a catastrophic event, we model the lender's cash flow, by an exponential functional of a renewal-reward…
In this paper, we study McKean-Vlasov SDE living in $\mathbb{R}^d$ in the reversible case without assuming any type of convexity assumptions for confinement or interaction potentials. Kramers' type law for the exit-time from a domain of…
In this note we give a new method for getting a series of approximations for the extinction probability of the one-dimensional contact process by using the Gr\"obner basis.
This paper investigates the deterministic extinction and permanence of a family of SEIRS malaria models with multiple random delays, and with a general nonlinear incidence rate. The conditions for the extinction and permanence of the…
A branching process in a Markovian environment consists of an irreducible Markov chain on a set of "environments" together with an offspring distribution for each environment. At each time step the chain transitions to a new random…
We prove finite time extinction for stochastic sign fast diffusion equations driven by linear multiplicative space-time noise, corresponding to the Bak-Tang-Wiesenfeld model for self-organized criticality. This solves a problem posed and…
In this work, several convergence results are established for nearly critical self-excited systems in which event arrivals are described by multivariate marked Hawkes point processes. Under some mild high-frequency assumptions, the rescaled…
An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…
Thermally activated phenomena in physics and chemistry, such as conformational changes in biomolecules, liquid film rupture, or ferromagnetic field reversal, are often associated with exponentially long transition times described by…
We introduce a unified framework for solving first passage times of time-homogeneous diffusion processes. According to the killed version potential theory and the perturbation theory, we are able to deduce closed-form solutions for…
When four species compete stochastically in a cyclic way, the formation of two teams of mutually neutral partners is observed. In this paper we study through numerical simulations the extinction processes that can take place in this system…
A multitype continuous-state branching process (MCSBP) ${\rm Z}=({\rm Z}_{t})_{t\geq 0}$, is a Markov process with values in $[0,\infty)^{d}$ that satisfies the branching property. Its distribution is characterised by its branching…
We study the asymptotic behaviour of positive solutions of the Cauchy problem for the fast diffusion equation near the extinction time. We find a continuum of rates of convergence to a self-similar profile. These rates depend explicitly on…
The transition distribution of a sample taken from a Wright-Fisher diffusion with general small mutation rates is found using a coalescent approach. The approximation is equivalent to having at most one mutation in the coalescent tree of…
We give an intuitive method--using local, cyclic replica symmetry--to isolate exponential tree decay in truncated (connected) correlations. We give an expansion and use the symmetry to show that all terms vanish, except those displaying…
For a spectrally positive and strictly stable process with index in (1,2), a series representation is obtained for the joint distribution of the "first passage triple" that consists of the time of first passage and the undershoot and the…
We consider the spatial Lambda-Fleming-Viot process model for frequencies of genetic types in a population living in R^d, with two types of individuals (0 and 1) and natural selection favouring individuals of type 1. We first prove that the…
We present a model for evolution and extinction in large ecosystems. The model incorporates the effects of interactions between species and the influences of abiotic environmental factors. We study the properties of the model by approximate…
We define a new variant of exclusion processes in discrete time that has jump probabilities that depend on the last jump performed. In a particular limit for the jump probabilities and in suitable scaling limits for space and time, we…
In this paper, we study the speed of extinction of continuous state branching processes in subcritical L\'evy environments. More precisely, when the associated L\'evy process to the environment drifts to $-\infty$ and, under a suitable…