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Related papers: Interacting point processes

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In the last decade, stochastic models have shown to be very useful for quantitative modelling of social processes. Here, a configurational master equation for the description of behavioral changes by pair interactions of individuals is…

Statistical Mechanics · Physics 2009-10-31 Dirk Helbing

We are interested in the evolving genealogy of a birth and death process with trait structure and ecological interactions. Traits are hereditarily transmitted from a parent to its offspring unless a mutation occurs. The dynamics may depend…

Probability · Mathematics 2012-06-20 Sylvie Méléard , Viet Chi Tran

Under natural assumptions a Feller type diffusion approximation is derived for critical multi-type branching processes with immigration when the offspring mean matrix is primitive (in other words, positively regular). Namely, it is proved…

Probability · Mathematics 2012-05-03 Márton Ispány , Gyula Pap

The paper studies a class of critical Markov branching processes with infinite variance of the offspring distribution. The processes admit also an immigration component at the jump-points of a non-homogeneous Poisson process, assuming that…

Probability · Mathematics 2025-01-07 Kosto V. Mitov , Nikolay M. Yanev

We study two time-changed variants of the birth-death process with catastrophe where the time-changing components are the first hitting times of the stable subordinator and the tempered stable subordinator. For both the processes, we derive…

Probability · Mathematics 2026-02-10 Kuldeep Kumar Kataria , Rohini Bhagwanrao Pote

Stochastic point processes with refractoriness appear frequently in the quantitative analysis of physical and biological systems, such as the generation of action potentials by nerve cells, the release and reuptake of vesicles at a synapse,…

Probability · Mathematics 2015-07-28 Moritz Deger , Moritz Helias , Stefano Cardanobile , Fatihcan M. Atay , Stefan Rotter

In this paper we study strong solutions of some non-local difference-differential equations linked to a class of birth-death processes arising as discrete approximations of Pearson diffusions by means of a spectral decomposition in terms of…

Probability · Mathematics 2020-08-18 Giacomo Ascione , Nikolai Leonenko , Enrica Pirozzi

The Bernstein operator is known as a typical example of positive linear operators which uniformly approximates continuous functions on $[0, 1]$. In the present paper, we introduce a multidimensional extension of the Bernstein operator which…

Probability · Mathematics 2023-10-24 Takatoshi Hirano , Ryuya Namba

We study the composition of bivariate L\'evy process with bivariate inverse subordinator. The explicit expressions for its dispersion and auto correlation matrices are obtained. Also, the time-changed two parameter L\'evy processes with…

Probability · Mathematics 2025-03-07 Pradeep Vishwakarma , Manisha Dhillon , Kuldeep Kumar Kataria

Every exchangeable Feller process taking values in a suitably nice combinatorial state space can be constructed by a system of iterated random Lipschitz functions. In discrete time, the construction proceeds by iterated application of…

Probability · Mathematics 2016-05-27 Harry Crane , Henry Towsner

In this article, we present two novel variants of the contact process. In the first variant individuals carry a viral load. An individual with viral load zero is classified as healthy and otherwise infected. If an individual becomes…

Probability · Mathematics 2026-02-20 Marco Seiler

We study the two-dimensional joint distribution of the first hitting time of a constant level by a continuous-state branching process with immigration and their primitive stopped at this time. We show an explicit expression of its Laplace…

Probability · Mathematics 2013-11-25 Xan Duhalde , Clément Foucart , Chunhua Ma

The current paper focuses on studying the impact of immigration with an infinite mean, driven by a discrete-stable compound Poisson process, when it is entering the branching environment with infinite variance of reproduction. Our goal is…

Probability · Mathematics 2025-04-01 Maroussia Slavtchova-Bojkova , Penka Mayster

A stochastic comparison result that makes progress towards understanding the classical multitype contact process with unequal death rates is given. It has long been conjectured that the particle type with the largest birth to death rate…

Probability · Mathematics 2021-05-18 Joseph P. Stover

In this paper, we introduce a family of processes with values on the nonnegative integers that describes the dynamics of populations where individuals are allowed to have different types of interactions. The types of interactions that we…

Probability · Mathematics 2020-03-31 Adrián González Casanova , Juan Carlos Pardo , José Luis Perez

In this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumptions on the spatial motion, the branching and immigration…

Probability · Mathematics 2022-04-20 Martin Friesen

Given a birth-death process on $\mathbb {N}$ with semigroup $(P_t)_{t\geq0}$ and a discrete gradient ${\partial}_u$ depending on a positive weight $u$, we establish intertwining relations of the form ${\partial}_uP_t=Q_t\,{\partial}_u$,…

Probability · Mathematics 2013-12-12 Djalil Chafaï , Aldéric Joulin

We adopt an operatorial method based on the so-called creation, annihilation and number operators in the description of different systems in which two populations interact and move in a two-dimensional region. In particular, we discuss…

Biological Physics · Physics 2012-07-13 Fabio Bagarello , Francesco Oliveri

We observe the continuous-time Markov Branching Process without high-order moments and allowing Immigration. Limit properties of transition functions and their convergence to invariant measures are investigated. Main mathematical tool is…

Probability · Mathematics 2020-06-18 Azam A. Imomov , Abror Kh. Meyliev

We use analytical methods to construct the two-parameter Feller semigroup associated with a Markov process on a line with a moving membrane such that at the points on both sides of the membrane it coincides with the ordinary diffusion…

Probability · Mathematics 2020-03-10 Bohdan Kopytko , Roman Shevchuk