Related papers: On the first-visit-time problem for birth and deat…
We establish connections between the absorption probabilities of a class of birth-death processes with killing, and the stationary tail of a related class of birth-death processes with catastrophes. The major ingredients of the proofs are a…
We consider the problem of stochastic flow of multiple particles traveling on a closed loop, with a constraint that particles move without passing. We use a Markov chain description that reduces the problem to a generalized random walk on a…
We consider the problem of state selection for a stochastic system, initially in an unstable stationary state, when multiple metastable states compete for occupation. Using path-integral techniques we derive remarkably simple and accurate…
We derive the conditions for recurrence and transience for time-inhomogeneous birth-and-death processes considered as random walks with positively biased drifts. We establish a general result, from which the earlier known particular results…
We consider a class of stochastic control problems which has been widely used in optimal foraging theory. The state processes have two distinct dynamics, characterized by two pairs of drift and diffusion coefficients, depending on whether…
In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model,…
We introduce a unified framework for solving first passage times of time-homogeneous diffusion processes. According to the killed version potential theory and the perturbation theory, we are able to deduce closed-form solutions for…
Many researchers have investigated first hitting times as models for survival data. First hitting times arise naturally in many types of stochastic processes, ranging from Wiener processes to Markov chains. In a survival context, the state…
In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
In this paper we start from the Schr\"odinger equation to revisit some classical quantum mechanics from the perspective of phase transition process. Here the relativistic effect of particles moving at high speed can be regarded as the phase…
We examine what happens in a population when it experiences an abrupt change in surrounding conditions. Several cases of such "abrupt transitions" for both physical and living social systems are analyzed from which it can be seen that all…
Multi-state models provide an extension of the usual survival/event-history analysis setting. In the medical domain, multi-state models give the possibility of further investigating intermediate events such as relapse and remission. In this…
Models of random walks are considered in which walkers are born at one location and die at all other locations with uniform death rate. Steady-state distributions of random walkers exhibit dimensionally dependent critical behavior as a…
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…
The determination of the elements of the S-matrix within the framework of time-dependent density-functional theory (TDDFT) has remained a widely open question. We explore two different methods to calculate state-to-state transition…
We study the distribution of the 'gap time', the first time that a large gap appears, in the spatial birth and death point process on $[0,1]$ in which particles are added uniformly in space at rate $\lambda$ and are removed independently at…
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…
We study continuous-time birth-death type processes, where individuals have independent and identically distributed lifetimes, according to a random variable Q, with E[Q]=1, and where the birth rate if the population is currently in state…
We study a general class of birth-and-death processes with state space $\mathbb{N}$ that describes the size of a population going to extinction with probability one. This class contains the logistic case. The scale of the population is…