Related papers: Explosion and implosion of birth-and-death continu…
In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…
This paper provides full classification of dynamics for continuous time Markov chains (CTMCs) on the non-negative integers with polynomial transition rate functions. Such stochastic processes are abundant in applications, in particular in…
We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…
We study branching processes in an i.i.d. random environment, where the associated random walk is of the oscillating type. This class of processes generalizes the classical notion of criticality. The main properties of such branching…
Models of random walks are considered in which walkers are born at one location and die at all other locations with uniform death rate. Steady-state distributions of random walkers exhibit dimensionally dependent critical behavior as a…
We consider a branching random walk initiated by a single particle at location 0 in which particles alternately reproduce according to the law of a Galton-Watson process and disperse according to the law of a driftless random walk on the…
We describe a general approach to the construction of a state evolution corresponding to the Markov generator of a spatial birth-and-death dynamics in $\mathbb{R}^d$. We present conditions on the birth-and-death intensities which are…
In this short note, we provide an explicit sufficient condition for non-explosion of Crump--Mode--Jagers branching processes with pure birth reproduction. It shows that the standard sufficient condition for explosion, namely the convergence…
The purpose of this paper is to implement a random death process into a persistent random walk model which produces subballistic superdiffusion (L\'{e}vy walk). We develop a Markovian model of cell motility with the extra residence variable…
Understanding the statistical properties of a collection of individuals subject to random displacements and birth-and-death events is key to several applications in physics and life sciences, encompassing the diagnostic of nuclear reactors…
We consider a Markov jump process on a general state space to which we apply a time-dependent weak perturbation over a finite time interval. By martingale-based stochastic calculus, under a suitable exponential moment bound for the…
We provide explicit sufficient conditions for absolute continuity and equivalence between the distributions of two jump-diffusion processes that can explode and be killed by a potential.
Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…
We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the inter-event time of successive renewals. The state describes certain…
In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…
Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ having increments $(1,0)$, $(-1,1)$, $(0,-1)$ with jump probabilities $\lambda(M_k)$, $\mu_1(M_k)$, and $\mu_2(M_k)$ where $M$ is an irreducible aperiodic finite state Markov…
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 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…
This thesis investigates critical phenomena and equilibrium states in various stochastic models through three interconnected studies. In the first chapter, we analyze the Activated Random Walk model on a one-dimensional ring in the…
By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does not. Particular attention is paid to…