Related papers: First-Extinction Law for Resampling Processes
First-passage processes are pervasive across numerous scientific fields, yet a general framework for understanding their response to external perturbations remains elusive. While the fluctuation-dissipation theorem offers a complete linear…
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…
In this paper we consider a compound Poisson risk model with regularly varying claim sizes. For this model in [1] an asymptotic formula for the finite time ruin probability is provided when the time is scaled by the mean excess function. In…
We analyze the diffusion processes associated to equations of Wright-Fisher type in one spatial dimension. These are defined by a degenerate second order operator on the interval [0, 1], where the coefficient of the second order term…
Aggregation processes with an arbitrary number of conserved quantities are investigated. On the mean-field level, an exact solution for the size distribution is obtained. The asymptotic form of this solution exhibits nontrivial ``double''…
Subdiffusion equation and molecule survival equation, both with Caputo fractional time derivatives with respect to another functions $g_1$ and $g_2$, respectively, are used to describe diffusion of a molecule that can disappear at any time…
In the spirit of a classical results for Crump-Mode-Jagers processes, we prove a strong law of large numbers for homogenous fragmentation processes. Specifically, for self-similar fragmentation processes, including homogenous processes, we…
The logistic birth and death process is perhaps the simplest stochastic population model that has both density-dependent reproduction, and a phase transition, and a lot can be learned about the process by studying its extinction time,…
Branching processes $(Z_n)_{n \ge 0}$ in a varying environment generalize the Galton-Watson process, in that they allow time-dependence of the offspring distribution. Our main results concern general criteria for a.s. extinction,…
Forward-time models of diversification (i.e., speciation and extinction) produce phylogenetic trees that grow "vertically" as time goes by. Pruning the extinct lineages out of such trees leads to natural models for reconstructed trees…
Extinction is the ultimate absorbing state of any stochastic birth-death process, hence the time to extinction is an important characteristic of any natural population. Here we consider logistic and logistic-like systems under the combined…
We study the single-species diffusion-annihilation process with a time-dependent reaction rate, lambda(t)=lambda_0 t^-omega. Scaling arguments show that there is a critical value of the decay exponent omega_c(d) separating a…
We study the extinction behavior of solutions to the fast diffusion equation $u_t = \Delta u^m$ on $\R^N\times (0,T)$, in the range of exponents $m \in (0, \frac{N-2}{N})$, $N > 2$. We show that if the initial data $u_0$ is trapped in…
Using data drawn from large-scale databases, a number of interesting trends in the fossil record have been observed in recent years. These include the average decline in extinction rates throughout the Phanerozoic, the average increase in…
Understanding the mechanisms governing population extinctions is of key importance to many problems in ecology and evolution. Stochastic factors are known to play a central role in extinction, but the interactions between a population's…
In this note, we introduce a unified analytic framework that connects simple varieties of trees, Bienayme-Galton-Watson processes and Khinchin families. Using Lagrange's inversion formula, we derive new coefficient-based expressions for…
Under a precise genuine nonlinearity assumption we establish the decay of entropy solutions of a multidimensional scalar conservation law with merely continuous flux and with initial data being a sum of periodic function and a function…
We consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…
We show that a large class of 1D first-order conservation PDEs can be probabilistically represented using multi-type branching processes. The representation holds when the initial conditions are linear combinations of negative exponentials.…
Widely used models in genetics include the Wright-Fisher diffusion and its moment dual, Kingman's coalescent. Each has a multilocus extension but under neither extension is the sampling distribution available in closed-form, and their…