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The paper investigates a discrete time Binomial risk model with different types of polices and shock events may influence some of the claim sizes. It is shown that this model can be considered as a particular case of the classical compound…

Probability · Mathematics 2022-10-12 Pavlina K. Jordanova , Evelina Veleva

How high should be the rate of immigration into a stochastic population in order to significantly reduce the probability of observing the population extinct? Is there any relation between the population size distributions with and without…

Populations and Evolution · Quantitative Biology 2015-06-16 Baruch Meerson , Otso Ovaskainen

A random phenomenon may have two sources of random variation: an unstable identity and a set of external variation-generating factors. When only a single source is active, two mutually exclusive extreme scenarios may ensue that result in…

Statistics Theory · Mathematics 2015-07-28 Haim Shore

Extinction times in resampling processes are fundamental yet often intractable, as previous formulas scale as $2^M$ with the number of states $M$ present in the initial probability distribution. We solve this by treating multinomial updates…

Machine Learning · Statistics 2025-09-25 Matteo Benati , Alessandro Londei , Denise Lanzieri , Vittorio Loreto

By introducing the notions of living and dead nodes a new model of random tree evolution with continuous time parameter has been constructed. It is assumed that two random variables, the lifetime and the offspring number of living nodes…

Statistical Mechanics · Physics 2007-05-23 L. Pal

Natural selection favors the more successful individuals. This is the elementary premise that pervades common models of evolution. Under extreme conditions, however, the process may no longer be probabilistic. Those that meet certain…

Physics and Society · Physics 2014-03-07 Attila Szolnoki , Alberto Antonioni , Marco Tomassini , Matjaz Perc

A Multinomial Processing Tree (MPT) is a directed tree with a probability associated with each arc. Here we consider an additional parameter associated with each arc, a measure such as the time required to select the arc. MPTs are often…

Applications · Statistics 2020-08-06 Richard Schweickert , Xiaofang Zheng

Let $X_1, X_2,\ldots$ be random elements of the Skorokhod space $D(\mathbb{R})$ and $\xi_1, \xi_2, \ldots$ positive random variables such that the pairs $(X_1,\xi_1), (X_2,\xi_2),\ldots$ are independent and identically distributed. We call…

Probability · Mathematics 2015-10-12 Alexander Iksanov , Alexander Marynych , Matthias Meiners

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

Probability · Mathematics 2013-08-16 Richard Arratia , Simon Tavare

Since its early beginnings, mankind has put to test many different society forms, and this fact raises a complex of interesting questions. The objective of this paper is to present a general population model which takes essential features…

Probability · Mathematics 2015-01-26 F. Thomas Bruss , Mitia Duerinckx

Many scientific questions can be framed as asking for a first passage time (FPT), which generically describes the time it takes a random "searcher" to find a "target." The important timescale in a variety of biophysical systems is the time…

Probability · Mathematics 2025-02-18 Hwai-Ray Tung , Sean D Lawley

A method yielding simple relationships among bilateral birth-and-death processes is outlined. This allows one to relate birth and death rates of two processes in such a way that their transition probabilities, first-passage-time densities…

Probability · Mathematics 2008-03-11 Antonio Di Crescenzo

Understanding and predicting human migration patterns is a central challenge in population dynamics research. Traditional physics-inspired gravity and radiation models represent migration flows as functions of attractiveness using…

Applications · Statistics 2024-12-03 Aric Cutuli , Upmanu Lall , Michael J. Puma , Émile Esmaili , Rachata Muneepeerakul

We consider a general, neutral, dynamical model of biodiversity. Individuals have i.i.d. lifetime durations, which are not necessarily exponentially distributed, and each individual gives birth independently at constant rate \lambda. We…

Populations and Evolution · Quantitative Biology 2010-09-02 Amaury Lambert

A Galton-Watson branching process with immigration evolving in a random environment is considered. Its associated random walk is assumed to be oscillating. We prove a functional limit theorem in which the process under consideration is…

Probability · Mathematics 2020-03-17 V. I. Afanasyev

We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive region on the boundary of a confining domain. In the case of a…

Chemical Physics · Physics 2020-01-03 D. S. Grebenkov , J. -F. Rupprecht

The extinction and persistence of infective individuals are closely related to the random change of the environment. In this paper, via the random/stochastic SIRS models, we analyze qualitatively and quantitatively the impact caused by the…

Probability · Mathematics 2018-10-01 Jianhai Bao , Jinghai Shao

We consider an initial Eve-population and a population of neutral mutants, such that the total population dies out in finite time. We describe the evolution of the Eve-population and the total population with continuous state branching…

Probability · Mathematics 2009-03-24 Romain Abraham , Jean-François Delmas

Within the context of the binomial model, we analyse sequences of values that are almost-uniform and we discuss a prediction method called the frequent outcome approach, in which the outcome that has occurred the most in the observed trials…

Statistics Theory · Mathematics 2022-09-29 Ben O'Neill

We determine the tail asymptotics of the stationary distribution of a branching process with immigration in a random environment, when the immigration distribution dominates the offspring distribution. The assumptions are the same as in the…

Probability · Mathematics 2024-01-09 Peter Kevei