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This article studies the quasi-stationary behaviour of multidimensional birth and death processes, modeling the interaction between several species, absorbed when one of the coordinates hits 0. We study models where the absorption rate is…

概率论 · 数学 2015-08-14 Nicolas Champagnat , Denis Villemonais

The aim of this paper is to study the asymptotic behavior of a system of birth and death processes in mean field type interaction in discrete space. We first establish the exponential convergence of the particle system to equilibrium for a…

概率论 · 数学 2015-10-13 Marie-Noémie Thai

This paper is a continuation of the study on the stability speed for Markov processes. It extends the previous study of the ergodic convergence speed to the non-ergodic one, in which the processes are even allowed to be explosive or having…

概率论 · 数学 2010-09-01 Mu-Fa Chen

In a first part, we prove a Lyapunov-type criterion for the $\xi\_1$-positive recurrence of absorbed birth and death processes and provide new results on the domain of attraction of the minimal quasi-stationary distribution. In a second…

概率论 · 数学 2015-01-29 Denis Villemonais

A dynamical version of the Widom-Rowlinsom model in the continuum is considered. The dynamics is modelled by a spatial two-component birth-and-death Glauber process where particles, in addition, are allowed to change their type with density…

动力系统 · 数学 2022-03-17 Martin Friesen

Quantum stochastic cocycles provide a basic model for time-homogeneous Markovian evolutions in a quantum setting, and a direct counterpart in continuous time to quantum random walks, in both the Schrodinger and Heisenberg pictures. This…

泛函分析 · 数学 2021-03-31 J. Martin Lindsay , Stephen J. Wills

We study the positive recurrence of multi-dimensional birth-and-death processes describing the evolution of a large class of stochastic systems, a typical example being the randomly varying number of flow-level transfers in a…

概率论 · 数学 2009-11-02 M. Jonckheere , S. Shneer

This article studies the quasi-stationary behaviour of population processes with unbounded absorption rate, including one-dimensional birth and death processes with catastrophes and multi-dimensional birth and death processes, modeling…

概率论 · 数学 2016-11-10 Nicolas Champagnat , Denis Villemonais

A Markov evolution of a system of point particles in $\mathbb{R}^d$ is described at micro-and mesoscopic levels. The particles reproduce themselves at distant points (dispersal) and die, independently and under the influence of each other…

数学物理 · 物理学 2015-06-11 Dmitri Finkelshtein , Yuri Kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

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

We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…

统计力学 · 物理学 2025-09-03 Samuel Cameron , Elsen Tjhung

In this paper we study the stochastic evolution equation (1.1) in martingale-type 2 Banach spaces (with the linear part of the drift being only a generator of a C0-semigroup). We prove the existence and the uniqueness of solutions to this…

数理金融 · 定量金融 2016-08-23 Zdzislaw Brzezniak , Tayfun Kok

Necessary and sufficient conditions are given for a substochastic semigroup on $L^1$ obtained through the Kato--Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise…

泛函分析 · 数学 2009-05-14 Marta Tyran-Kaminska

These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…

统计理论 · 数学 2026-04-27 Eddie Aamari , Arthur Stéphanovitch

In this paper, we give a sufficient condition for the existence of a quasi-ergodic distribution for absorbing Markov processes. Using an orthogonal-polynomial approach, we prove that the previous main result is valid for the birth-death…

概率论 · 数学 2019-02-25 Guoman He , Hanjun Zhang , Yixia Zhu

We consider models of the population or opinion dynamics which result in the non-linear stochastic differential equations (SDEs) exhibiting the spurious long-range memory. In this context, the correspondence between the description of the…

物理与社会 · 物理学 2019-10-28 Vygintas Gontis , Aleksejus Kononovicius

We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…

概率论 · 数学 2010-11-09 Herve Guiol , Fabio P. Machado , Rinaldo B. Schinazi

In a Markov chain population model subject to catastrophes, random immigration events (birth), promoting growth, are in balance with the effect of binomial catastrophes that cause recurrent mass removal (death). Using a generating function…

统计力学 · 物理学 2021-01-12 Branda Goncalves , Thierry Huillet

Many spatio-temporal data record the time of birth and death of individuals, along with their spatial trajectories during their lifetime, whether through continuous-time observations or discrete-time observations. Natural applications…

概率论 · 数学 2021-07-14 Frédéric Lavancier , Ronan Le Guével

We study the Markov dynamics of an infinite birth-and-death system of point entities placed in $\mathbb{R}^d$, in which the constituents disperse and die, also due to competition. Assuming that the dispersal and competition kernels are just…

动力系统 · 数学 2017-02-10 Yuri Kondratiev , Yuri Kozitsky