相关论文: A phase transition for measure-valued SIR epidemic…

While one-dimensional Markov processes are well understood, going to higher dimensions there are only a few analytically solved Ising-like models, in practice requiring to use relatively costly, uncontrollable and inaccurate Monte-Carlo…

We study existence of probability measure valued jump-diffusions described by martingale problems. We develop a simple device that allows us to embed Wasserstein spaces and other similar spaces of probability measures into locally compact…

We establish a second-order almost sure limit theorem for the minimal position in a one-dimensional super-critical branching random walk, and also prove a martingale convergence theorem which answers a question of Biggins and Kyprianou [9].…

Mean-field models are often used to approximate Markov processes with large state-spaces. One-step processes, also known as birth-death processes, are an important class of such processes and are processes with state space…

We study the asymptotic behaviour of the probability that a stochastic process $(Z_t)_{t \geq 0}$ does not exceed a constant barrier up to time $T$ (the so called survival probability) when Z is the composition of two independent processes…

Let $v:[0,T]\times \R^d \to \R$ be the solution of the parabolic backward equation $ \partial_t v + (1/2) \sum_{i,l} [\sigma \sigma^\perp]_{il} \partial_{x_i \partial_{x_l} v + \sum_{i} b_i \partial_{x_i}v + kv =0$ with terminal condition…

Invariance times are stopping times $\tau$ such that local martingales with respect to some reduced filtration and an equivalently changed probability measure, stopped before $\tau$ , are local martingales with respect to the original model…

We consider controlled martingales with bounded steps where the controller is allowed at each step to choose the distribution of the next step, and where the goal is to hit a fixed ball at the origin at time $n$. We show that the algebraic…

This paper considers a general stochastic SIR epidemic model driven by a multidimensional Levy jump process with heavy tailed increments and possible correlation between noise components. In this framework, we derive new sufficient…

The presence of a unique absorbing state in the finite state space of an epidemic process always poses a challenge in the definition of its epidemiological threshold. Without the elimination of the absorbing state of the SIS process we show…

We provide a characterization of the family of non-negative local martingales that have continuous running supremum and vanish at infinity. This is done by describing the class of random times that identify the times of maximum of such…

For an infinite system of particles arriving in and departing from a habitat $X$ -- a locally compact Polish space with a positive Radon measure $\chi$ -- a Markov process is constructed in an explicit way. Along with its location $x\in X$,…

The stochastic SIRS model is a continuous-time Markov chain modelling the spread of infectious diseases with temporary immunity, in a homogeneously-mixing population of fixed size $N$. We study the scaling behaviour of the extinction time…

The contact process on an infinite homogeneous tree is shown to exhibit at least two phase transitions as the infection parameter lambda is varied. For small values of lambda a single infection eventually dies out. For larger lambda the…

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…

Let $X^{(\delta)}$ be a Wishart process of dimension $\delta$, with values in the set of positive matrices of size $m$. We are interested in the large deviations for a family of matrix-valued processes $\{\delta^{-1} X_t^{(\delta)}, t \leq…

We study the nonequilibrium phase transitions from the absorbing phase to the active phase for the model of disease spreading (Susceptible-Infected-Refractory-Susceptible (SIRS)) on a regular one dimensional lattice. In this model,…

In this paper, we are concerned with the stochastic SIS (susceptible-infected-susceptible) and SIR (susceptible-infected-recovered) models on high-dimensional lattices with random edge weights, where a susceptible vertex is infected by an…

The SIR model is a three-compartment model of the time development of an epidemic. After normalizing the dependent variables, the model is a system of two non-linear differential equations for the susceptible proportion $S$ and the infected…

Disordered systems present multifractal properties at criticality. In particular, as discovered by Ludwig (A.W.W. Ludwig, Nucl. Phys. B 330, 639 (1990)) on the case of diluted two-dimensional Potts model, the moments $\bar{\rho^q(r)}$ of…