Related papers: A localized coupling approach to interacting conti…
In this paper, we study a subclass of piecewise-deterministic Markov processes with a Polish state space, involving deterministic motion punctuated by random jumps that occur at exponentially distributed time intervals. Over each of these…
In this paper we study coupled fully non-local equations, where a linear non-local operator jointly acts on the time and space variables. We establish existence and uniqueness of the solution. A maximum principle is proved and used to…
Robust estimates for the performance of complicated queueing networks can be obtained by showing that the number of jobs in the network is stochastically comparable to a simpler, analytically tractable reference network. Classical coupling…
We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…
We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of the second component. The second…
We propose a novel, tractable latent state inference scheme for Markov jump processes, for which exact inference is often intractable. Our approach is based on an entropic matching framework that can be embedded into the well-known…
We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions under which such processes possess a given target distribution…
Classical models for competition between two species usually predict exclusion or divergent evolution of resource exploitation. However, recent experimental data show that coexistence is possible for very similar species competing for the…
This paper considers competitive Lotka-Volterra population dynamics with jumps. The contributions of this paper are as follows. (a) We show stochastic differential equation (SDE) with jumps associated with the model has a unique global…
Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of generation sizes, we are able to include immigration in the Lamperti representation of continuous-state branching processes. We provide a…
Stochastic, spatially extended models for predator-prey interaction display spatio-temporal structures that are not captured by the Lotka-Volterra mean-field rate equations. These spreading activity fronts reflect persistent correlations…
A class of stochastic individual-based models, written in terms of coupled velocity jump processes, is presented and analysed. This modelling approach incorporates recent experimental findings on behaviour of locusts. It exhibits nontrivial…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
Many systems across the sciences evolve through a combination of multiplicative growth and diffusive transport. In the presence of disorder, these systems tend to form localized structures which alternate between long periods of relative…
This paper presents a self-contained account for coupling arguments and applications in the context of Markov processes. We first use coupling to describe the transport problem, which leads to the concepts of optimal coupling and…
We discuss some stochastic spatial generalizations of the Lotka--Volterra model for competing species. The generalizations take the forms of spin systems on general discrete sets and interacting diffusions on integer lattices. Methods for…
We consider a class of semi-linear differential Volterra equations with memory terms, polynomial nonlinearities and random perturbation. For a broad class of nonlinearities, we study statistically steady states of the system and find that…
We consider a spatial multi-type branching model in which individuals migrate in geographic space according to random walks and reproduce according to a state-dependent branching mechanism which can be sub-, super- or critical depending on…
We establish verifiable general sufficient conditions for exponential or subexponential ergodicity of Markov processes that may lack the strong Feller property. We apply the obtained results to show exponential ergodicity of a variety of…
Classical approaches to ecological stability rely on fully connected interaction models, yet real ecosystems are sparse and structured--a feature that qualitatively reshapes their collective dynamics. Here, we establish a thermodynamically…