Related papers: On Time-Changed Birth-Death Processes with Catastr…
In this paper, we obtain some additional probabilistic properties of the renewal process $\{\hat{N}_{\alpha}(t)\}_{t\ge0}$, $0<\alpha\le 1$ introduced by Beghin and Orsingher (2010). A time-changed relationship connecting…
Birth-death processes form a natural class where ideas and results on large deviations can be tested. In this paper, we derive a large deviation principle under the assumption that the rate of a jump down (death) is growing asymptotically…
The probabilistic interpretation of Laplace transforms is used to help to describe the Laplace Transform $L(s)$ of improper random variables. In particular, busy periods in queueing models are examined. The value of $L(0)$ is explained in…
We develop a Landau like theory to characterize the phase transitions in resetting systems. Restart can either accelerate or hinder the completion of a first passage process. The transition between these two phases is characterized by the…
Many existing mortality models follow the framework of classical factor models, such as the Lee-Carter model and its variants. Latent common factors in factor models are defined as time-related mortality indices (such as $\kappa_t$ in the…
We consider the well-known problem of the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time birth and death processes on $\mathbb{Z}$ with time varying and possible state-dependent…
We introduce a counting process to model the random occurrence in time of car traffic accidents, taking into account some aspects of the self-excitation typical of this phenomenon. By combining methods from probability and differential…
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…
We propose a model for anomalous transport in inhomogeneous environments, such as fractured rocks, in which particles move only along pre-existing self-similar curves (cracks). The stochastic Loewner equation is used to efficiently generate…
We introduce, and formally establish, a variant of the Hawkes-fed birth-death process -- the delayed Hawkes birth-death process -- in which the conditional intensity does not increase at arrivals but at departures from the system. In a…
All real physical processes, including of the first-passage time, occur with a change in entropy. This circumstance is not taken into account when studying the first-passage time, but is illustrated in this article using the example of…
We study an immigration effect in the time-changed linear birth-death process where the immigration occurs only if the population goes extinct. We call this process as the time-fractional linear birth-death process with immigration…
When the discrete time-translation symmetry of isolated, periodically driven systems is spontaneously broken, a new phase of matter can emerge. We review some recent developments on both the theoretical underpinnings and experimental…
This paper studies the quasi-stationary distributions for a single death process (or downwardly skip-free process) with killing defined on the non-negative integers, corresponding to a non-conservative transition rate matrix. The set…
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…
Biological events are often initiated when a random "searcher" finds a "target," which is called a first passage time (FPT). In some biological systems involving multiple searchers, an important timescale is the time it takes the slowest…
Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…
Consider a Markov chain with finite state $\{0, 1, ..., d\}$. We give the generation functions (or Laplace transforms) of absorbing (passage) time in the following two situations : (1) the absorbing time of state $d$ when the chain starts…
Birth-death processes (BDPs) are continuous-time Markov chains that track the number of "particles" in a system over time. While widely used in population biology, genetics and ecology, statistical inference of the instantaneous particle…
We introduce a multiclass single-server queueing system in which the arrival rates depend on the current job in service. The system is characterized by a matrix of arrival rates in lieu of a vector of arrival rates. Our proposed model…