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This paper concentrates on the general birth-death processes with two different types of catastrophes. The Laplace transform of transition probability function for birth-death processes with two-type catastrophes are is successfully…

Probability · Mathematics 2024-04-09 Junping Li

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…

Probability · Mathematics 2026-02-10 Kuldeep Kumar Kataria , Rohini Bhagwanrao Pote

We consider a bilateral birth-death process characterized by a constant transition rate $\lambda$ from even states and a possibly different transition rate $\mu$ from odd states. We determine the probability generating functions of the even…

Probability · Mathematics 2013-10-23 Antonio Di Crescenzo , Antonella Iuliano , Barbara Martinucci

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle…

Populations and Evolution · Quantitative Biology 2012-10-11 Forrest W. Crawford , Marc A. Suchard

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…

Statistical Mechanics · Physics 2025-06-19 Pascal Grange , Linglong Yuan

We proved the explicit formulas in Laplace transform of the hitting times for the birth and death processes on a denumerable state space with $\ift$ the exit or entrance boundary. This extends the well known Keilson's theorem from finite…

Probability · Mathematics 2010-07-08 Yu Gong , Yong-Hua Mao

The paper studies the counting process arising as a subset of births and deaths in a birth--death process on a finite state space. Whenever a birth or death occurs, the process is incremented or not depending on the outcome of an…

Probability · Mathematics 2026-01-13 Daryl. J. Daley , Yoni Nazarathy , Jiesen Wang

In this paper we review some results on time-homogeneous birth-death processes. Specifically, for truncated birth-death processes with two absorbing or two reflecting endpoints, we recall the necessary and sufficient conditions on the…

Probability · Mathematics 2015-09-09 Antonio Di Crescenzo , Barbara Martinucci

We study the two-dimensional joint distribution of the first hitting time of a constant level by a continuous-state branching process with immigration and their primitive stopped at this time. We show an explicit expression of its Laplace…

Probability · Mathematics 2013-11-25 Xan Duhalde , Clément Foucart , Chunhua Ma

The time of the first occurrence of a threshold crossing event in a stochastic process, known as the first passage time, is of interest in many areas of sciences and engineering. Conventionally, there is an implicit assumption that the…

Statistical Mechanics · Physics 2021-11-24 Aanjaneya Kumar , Aniket Zodage , M. S. Santhanam

Birth-death processes track the size of a univariate population, but many biological systems involve interaction between populations, necessitating models for two or more populations simultaneously. A lack of efficient methods for…

Computation · Statistics 2017-08-08 Lam Si Tung Ho , Jason Xu , Forrest W. Crawford , Vladimir N. Minin , Marc A. Suchard

We provide necessary and sufficient conditions for explosion and implosion of birth-and-death (non-Markov) continuous-time random walks. In other words, we obtain conditions for $\infty$ to be accessible and for it to be an entrance point.…

Probability · Mathematics 2025-11-17 Andrey Pilipenko , Vadym Tkachenko

We consider a stochastic process undergoing resetting after which a random refractory period is imposed. In this period the process is quiescent and remains at the resetting position. Using a first-renewal approach, we compute exactly the…

Statistical Mechanics · Physics 2019-04-02 Martin R. Evans , Satya N. Majumdar

In a recent paper in the Journal of Theoretical Probability Gong, Mao and Zhang, using the theory of Dirichlet forms, extended Karlin and McGregor's classical results on first-hitting times of a birth-death process on the nonnegative…

Probability · Mathematics 2018-01-01 Erik A. van Doorn

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

We propose a general method to obtain approximation of the first passage time distribution for the birth-death processes. We rely on the general properties of birth-death processes, Keilson's theorem and the concept of Riemann sum to obtain…

Statistical Finance · Quantitative Finance 2019-07-05 Aleksejus Kononovicius , Vygintas Gontis

In this paper we study the iterated birth process of which we examine the first-passage time distributions and the hitting probabilities. Furthermore, linear birth processes, linear and sublinear death processes at Poisson times are…

Probability · Mathematics 2016-03-23 L. Beghin , E. Orsingher

We consider a one-dimensional run-and-tumble particle, or persistent random walk, in the presence of an absorbing boundary located at the origin. After each tumbling event, which occurs at a constant rate $\gamma$, the (new) velocity of the…

Statistical Mechanics · Physics 2021-05-31 Benjamin De Bruyne , Satya N. Majumdar , Gregory Schehr

This paper considers a class of non-Markovian discrete-time random processes on a finite state space {1,...,d}. The transition probabilities at each time are influenced by the number of times each state has been visited and by a fixed a…

Probability · Mathematics 2007-05-23 Robin Pemantle

We investigate the first-passage properties of a jump process with a constant drift, focusing on two key observables: the first-passage time $\tau$ and the number of jumps $n$ before the first-passage event. By mapping the problem onto an…

Statistical Mechanics · Physics 2025-07-31 Ivan N. Burenev , Satya N. Majumdar
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