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We obtain an intertwining relation between some Riemann-Liouville operators of order a in (1,2) connecting through a certain multiplicative identity in law the one-dimensional marginals of reflected completely asymmetric a-stable L\'evy…

概率论 · 数学 2022-05-24 Pierre Patie , Thomas Simon

Let $\mathcal{X}$ be a real separable Hilbert space. Let $C$ be a linear, bounded and positive operator on $\mathcal{X}$ and let $A$ be the infinitesimal generator of a strongly continuous semigroup on $\mathcal{X}$. Let $\{W(t)\}_{t\geq…

概率论 · 数学 2021-10-12 Davide A. Bignamini

The infinitesimal transition probability operator for a continuous-time discrete-state Markov process, $\mathcal{Q}$, can be decomposed into a symmetric and a skew-symmetric parts. As recently shown for the case of diffusion processes,…

数学物理 · 物理学 2013-04-09 Hong Qian

We revisit the shift technique applied to Quasi-Birth and Death (QBD) processes (He, Meini, Rhee, SIAM J. Matrix Anal. Appl., 2001) by bringing the attention to the existence and properties of canonical factorizations. To this regard, we…

数值分析 · 数学 2021-01-25 Dario A. Bini , Guy Latouche , Beatrice Meini

In this article we study the long time behaviour of measure-valued birth and death processes in continuous time, where the dynamics between jumps are one-dimensional Markov processes including diffusion and jumps. We consider the three…

概率论 · 数学 2025-08-07 Pierre Collet , Sylvie Méléard , Jaime San

The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…

统计力学 · 物理学 2024-12-30 Chiara Pezzotti , Massimiliano Giona , Giuseppe Procopio

The Gauge/Bethe correspondence relates Omega-deformed N=2 supersymmetric gauge theories to some quantum integrable models, in simple cases the integrable models can be treated as solvable quantum mechanics models. For SU(2) gauge theory…

高能物理 - 理论 · 物理学 2014-12-09 Wei He

This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic…

概率论 · 数学 2019-11-12 A. V. Logachov , Y. M. Suhov , N. D. Vvedenskaya , A. A. Yambartsev

We consider a class of birth-and-death processes describing a population made of $d$ sub-populations of different types which interact with one another. The state space is $\mathbb{Z}_+^d$ (unbounded). We assume that the population goes…

概率论 · 数学 2018-11-20 J. -R. Chazottes , P. Collet , S. Méléard

In order to model random density-dependence in population dynamics, we construct the random analogue of the well-known logistic process in the branching process' framework. This density-dependence corresponds to intraspecific competition…

概率论 · 数学 2007-05-23 Amaury Lambert

A mixture of two or more count distributions has become deeply embedded in the analysis of excess counts, often relative to the stationary (equilibrium) distributions of birth-death processes such as the geometric, Poisson, Poisson-Lindley…

统计方法学 · 统计学 2026-05-19 Wanrudee Skulpakdee , Mongkol Hunkrajok

Spatial birth-and-death processes with a finite number of particles are obtained as unique solutions to certain stochastic equations. Conditions are given for existence and uniqueness of such solutions, as well as for continuous dependence…

概率论 · 数学 2015-02-25 Viktor Bezborodov

We study the properties of the Malthusian Toner-Tu theory in its near ordering phase. Because of the birth/death process, characteristic of this Malthusian model, density fluctuations are partially suppressed. We study this model using the…

软凝聚态物质 · 物理学 2023-01-11 Luca Di Carlo , Mattia Scandolo

We study the exact entanglement dynamics of two qubits in a common structured reservoir. We demonstrate that, for certain classes of entangled states, entanglement sudden death occurs, while for certain initially factorized states,…

量子物理 · 物理学 2009-11-13 L. Mazzola , S. Maniscalco , J. Piilo , K. -A. Suominen , B. M. Garraway

Using post-Newtonian equations of motion for fluid bodies valid to the second post-Newtonian order, we derive the equations of motion for binary systems with finite-sized, non-spinning but arbitrarily shaped bodies. In particular we study…

广义相对论与量子宇宙学 · 物理学 2008-11-26 Thomas Mitchell , Clifford M. Will

We study topological aspects of the category of abstract Cuntz semigroups, termed Cu. We provide a suitable setting in which we are able to uniformly control how to approach an element of a Cu-semigroup by a rapidly increasing sequence.…

算子代数 · 数学 2022-06-17 Laurent Cantier

Using a coupling for the weighted sum of independent random variables and the explicit expression of the transition semigroup of Ornstein-Uhlenbeck processes driven by compound Poisson processes, we establish the existence of a successful…

概率论 · 数学 2011-05-18 René L. Schilling , Jian Wang

The phenomenon of intermittency has been widely discussed in physics literature. This paper provides a model of intermittency based on L\'evy driven Ornstein-Uhlenbeck (OU) type processes. Discrete superpositions of these processes can be…

概率论 · 数学 2016-10-12 Danijel Grahovac , Nikolai N. Leonenko , Alla Sikorskii , Irena Tešnjak

We consider a continuous-time Bienaym\'e-Galton-Watson process with logistic competition in a regime of weak competition, or equivalently of a large carrying capacity. Individuals reproduce at random times independently of each other but…

概率论 · 数学 2025-01-29 Raphaël Forien

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…

统计金融 · 定量金融 2019-07-05 Aleksejus Kononovicius , Vygintas Gontis