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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 dynamics of the solutions to a class of conservative SPDEs are analysed from two perspectives: Firstly, a probabilistic construction of a corresponding random dynamical system is given for the first time. Secondly, the existence and…

Probability · Mathematics 2022-06-30 Benjamin Fehrman , Benjamin Gess , Rishabh S. Gvalani

Birth-death processes (BDPs) are continuous-time Markov chains that track the number of "particles" in a system over time. While widely used in population biology, genetics and ecology, statistical inference of the instantaneous particle…

Methodology · Statistics 2011-11-22 Forrest W. Crawford , Vladimir N. Minin , Marc A. Suchard

This paper considers a nonlinear model for population dynamics with age structure. The fertility rate with respect to age is non constant and has the form proposed by [17]. Moreover, its multiplicative structure and the multiplicative…

General Mathematics · Mathematics 2023-12-06 Dragos-Patru Covei , Traian A. Pirvu , Catalin Sterbeti

Many imaging techniques for biological systems -- like fixation of cells coupled with fluorescence microscopy -- provide sharp spatial resolution in reporting locations of individuals at a single moment in time but also destroy the dynamics…

Subcellular Processes · Quantitative Biology 2024-05-15 Christopher E. Miles , Scott A. McKinley , Fangyuan Ding , Richard B. Lehoucq

In this paper we study long-term evolution of a finite system of locally interacting birth-and-death processes labelled by vertices of a finite connected graph. A detailed description of the asymptotic behaviour is obtained in the case of…

Probability · Mathematics 2015-06-19 Vadim Shcherbakov , Stanislav Volkov

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…

High Energy Physics - Lattice · Physics 2009-09-25 Carl M. Bender , Stefan Boettcher , Peter N. Meisinger

We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…

Probability · Mathematics 2017-01-11 Vincent Bansaye

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…

Statistical Mechanics · Physics 2007-05-23 V. V. Ryazanov

A superprocess limit for an interacting birth-death particle system modelling a population with trait and physical age-structures is established. Traits of newborn offspring are inherited from the parents except when mutations occur, while…

Probability · Mathematics 2011-11-29 Sylvie Méléard , Viet Chi Tran

Our recent interest is focused on establishing the necessary and sufficient conditions that guarantee a long-term stable evolution of both natural and artificial systems. Two necessary conditions, called global and local boundedness, are…

Statistical Mechanics · Physics 2007-05-23 Maria K. Koleva , L. A. Petrov

Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…

Analysis of PDEs · Mathematics 2018-09-03 Lorenzo Toniazzi

Spatial evolutionary games model individuals who are distributed in a spatial domain and update their strategies upon playing a normal form game with their neighbors. We derive integro-differential equations as deterministic approximations…

Probability · Mathematics 2010-07-06 Sung-Ha Hwang , Markos Katsoulakis , Luc Rey-Bellet

We develop a likelihood-based inference for finite-state birth-death processes with composite birth rates, in which multiple distinct mechanisms contribute additively to the total birth intensity. Our main motivating example is an SIS…

Statistics Theory · Mathematics 2026-04-23 Marko Lalovic , Nicos Georgiou , Istvan Z. Kiss

Determinantal point processes are models for regular spatial point patterns, with appealing probabilistic properties. We present their spatio-temporal counterparts and give examples of these models, based on spatio-temporal covariance…

Statistics Theory · Mathematics 2023-01-09 Nafiseh Vafaei , Mohammad Ghorbani , Masoud Ganji , Mari Myllymäki

When computing the expected value of time till extinction of a Birth and Death process, the usual textbook approach results in an extreme case of numerical ill-conditioning, which prevents us from getting accurate answers beyond the first…

Probability · Mathematics 2021-07-09 Jan Vrbik

Analytical solutions for time-inhomogeneous linear birth-death processes with immigration are derived. While time-inhomogeneous linear birth-death processes without immigration have been studied by using a generating function approach, the…

Mathematical Physics · Physics 2014-09-05 Jun Ohkubo

Classical ecological theory predicts that environmental stochasticity increases extinction risk by reducing the average per-capita growth rate of populations. To understand the interactive effects of environmental stochasticity, spatial…

Probability · Mathematics 2015-12-16 Steven N. Evans , Peter L. Ralph , Sebastian J. Schreiber , Arnab Sen

It has been known for a long time that for birth-and-death processes started in zero the first passage time of a given level is distributed as a sum of independent exponentially distributed random variables, the parameters of which are the…

Probability · Mathematics 2010-12-22 Jan M. Swart

A sufficient condition is obtained for a discrete-time birth-death process to possess the strong ratio limit property, directly in terms of the one-step transition probabilities of the process. The condition encompasses all previously known…

Probability · Mathematics 2018-05-16 Erik A. van Doorn