Related papers: First-Extinction Law for Resampling Processes
This article studies the quasi-stationary behaviour of population processes with unbounded absorption rate, including one-dimensional birth and death processes with catastrophes and multi-dimensional birth and death processes, modeling…
In this work we derive new analytic expressions for fixation time in Wright-Fisher model with selection. The three standard cases for fixation are considered: fixation to zero, to one or both. Second order differential equations for…
We determine the survival probability and first-passage time (FPT) to capture for a harmonically trapped particle, diffusing outside an absorbing spherical boundary by directly solving the differential equation for the survival probability.…
We study a reaction-diffusion system on the real line, where the reactions of the species are given by one reversible reaction according to the mass-action law. We describe different positive limits at both sides of infinity and investigate…
Extensive simulations are performed of the diffusion-limited reaction A$+$B$\to 0$ in one dimension, with initially separated reagents. The reaction rate profile, and the probability distributions of the separation and midpoint of the…
Random multiplicative processes $w_t =\lambda_1 \lambda_2 ... \lambda_t$ (with < \lambda_j > 0 ) lead, in the presence of a boundary constraint, to a distribution $P(w_t)$ in the form of a power law $w_t^{-(1+\mu)}$. We provide a simple and…
Our motivation comes from the large population approximation of individual based models in population dynamics and population genetics. We propose a general method to investigate scaling limits of finite dimensional population size Markov…
This note gives an exponential tail approximation for the extinction time of a subcritical multitype branching process arising from the SIR epidemic model on a random graph with given degrees, where the type corresponds to the vertex…
The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…
We consider a general conservation law on the circle, in the presence of a sublinear damping. If the damping acts on the whole circle, then the solution becomes identically zero in finite time, following the same mechanism as the…
We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…
Consider the diffusion process defined by the forward equation $u_t(t, x) = \tfrac{1}{2}\{x u(t, x)\}_{xx} - \alpha \{x u(t, x)\}_{x}$ for $t, x \ge 0$ and $-\infty < \alpha < \infty$, with an initial condition $u(0, x) = \delta(x - x_0)$.…
The Wright-Fisher diffusion is a fundamentally important model of evolution encompassing genetic drift, mutation, and natural selection. Suppose you want to infer the parameters associated with these processes from an observed sample path.…
We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours…
We classify the possible behaviors of a class of one-dimensional stochastic recurrent growth models. In our main result, we obtain nearly optimal bounds for the tail of hitting times of some compact sets. If the process is an aperiodic…
We consider simple exclusion processes on Z for which the underlying random walk has a finite first moment and a non-zero mean and whose initial distributions are product measures with different densities to the left and to the right of the…
We describe a simple model of evolution which incorporates the branching and extinction of species lines, and also includes abiotic influences. A first principles approach is taken in which the probability for speciation and extinction are…
We give an explicit formula for the most likely path to extinction for the Galton-Watson processes with large initial population. We establish this result with the help of the large deviation principle (LDP) which also recovers the…
We consider an interacting particle system on the one dimensional lattice $\bf Z$ modeling combustion. The process depends on two integer parameters $2\le a<M<\infty$. Particles move independently as continuous time simple symmetric random…
Branching processes pervade many models in statistical physics. We investigate the survival probability of a Galton-Watson branching process after a finite number of generations. We reveal the finite-size scaling law of the survival…