Related papers: On Time-Changed Birth-Death Processes with Catastr…
We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…
We study the appearance of first-order dynamical phase transitions (DPTs) as `intermittent' co-existing phases in the fluctuations of random walks on graphs. We show that the diverging time scale leading to critical behaviour is the waiting…
We consider a hybrid method to simulate the return time to the initial state in a critical-case birth--death process. The expected value of this return time is infinite, but its distribution asymptotically follows a power-law. Hence, the…
The time until the failure of some node of the system or until the end of some stage of the operation of the tribological system is associated with the change in entropy in the system that occurs during this time. Methods of the…
We study two different types of vector point processes with interacting components, introducing a migration-type effect. The first case concerns two groups which modify their states with rate functions depending on time only. This yields a…
Causal phenomena associated with rare events occur across a wide range of engineering problems, such as risk-sensitive safety analysis, accident analysis and prevention, and extreme value theory. However, current methods for causal…
In a Ginzburg-Landau model for parametrically driven waves a transition between a state of ordered and one of disordered spatio-temporal defect chaos is found. To characterize the two different chaotic states and to get insight into the…
We obtain the explicit expressions for the state probabilities of various state dependent fractional point processes recently introduced and studied by Garra et al. (2015). The inversion of the Laplace transforms of the state probabilities…
We demonstrate that the space-time statistics of the birth of turbulent spots in boundary layers can be reconstructed qualitatively from the average behavior of macroscopic measures in the transition zone. The conclusion in \cite{vg04} that…
Parametric oscillators are examples of externally driven systems that can exhibit two stable states with opposite phase depending on the initial conditions. In this work, we propose to study what happens when the external forcing is…
In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…
We consider a class of birth-and-death processes describing a population made of $d$ sub-populations of different types which interact with one another. The state space is $\mathbb{Z}_+^d$ (unbounded). We assume that the population goes…
We analyse an additive-increase and multiplicative-decrease (aka growth-collapse) process that grows linearly in time and that experiences downward jumps at Poisson epochs that are (deterministically) proportional to its present position.…
The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotics for the probability of excursions of a re-scaled…
We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…
Cellular differentiation and evolution are stochastic processes that can involve multiple types (or states) of particles moving on a complex, high-dimensional state-space or "fitness" landscape. Cells of each specific type can thus be…
Temporal evolutions toward thermal equilibria are numerically investigated in a Hamiltonian system with many degrees of freedom which has second order phase transition. Relaxation processes are studied through local order parameter, and…
The asymptotic behavior of a stochastic network represented by a birth and death processes of particles on a compact state space is analyzed. Births: Particles are created at rate $\lambda_+$ and their location is independent of the current…
In order to model random density-dependence in population dynamics, we construct the random analogue of the well-known logistic process in the branching process' framework. This density-dependence corresponds to intraspecific competition…
In part 1 we identified a new coupling between death spikes and birth dips that occurs following catastrophic events such as influenza pandemics and earthquakes. Here we seek to characterize some of the key features. We introduce a transfer…