相关论文: Karlin-McGregor-like formula in a simple time-inho…

We study the utility of a complex Langevin (CL) equation as an alternative for the Monte Carlo (MC) procedure in the evaluation of expectation values occurring in fermionic many-body problems. We find that a CL approach is natural in cases…

We discuss approximations of the relative limit densities of descendants in Galton--Watson processes that follow from the Karlin--McGregor near-constancy phenomena. These approximations are based on the fast exponentially decaying Fourier…

We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…

The evolution of the discrete Wigner function is formally similar to a probabilistic process, but the transition probabilities, like the discrete Wigner function itself, can be negative. We investigate these transition probabilities, as…

We consider the significant class of holomorphically nondegenerate CR manifolds of finite type that are represented by some weighted homogeneous polynomials and we derive some useful features which enable us to set up a fast effective…

For a bilinear form obtained by adding a Dirac mass to a positive definite moment functional in several variables, explicit formulas of orthogonal polynomials are derived from the orthogonal polynomials associated with the moment…

We obtain Calder{\'o}n-Zygmund estimates for some degenerate equations of Kolmogorov type with inhomogeneous coefficients. We then derive the well-posedness of the martingale problem associated to related degenerate operators, and therefore…

The aim of this paper is to study some models of quasi-birth-and-death (QBD) processes arising from the theory of bivariate orthogonal polynomials. First we will see how to perform the spectral analysis in the general setting as well as to…

Consider the following birth and death process with the following infinitesimal transition probabilities {\lambda}(k) ={\lambda}/(1+k) and {\mu}(k) = {\mu}k with {\lambda},{\mu}> 0. This process has known as a discouragement queue [5].…

A method is proposed to reconstruct a cyclic time-inhomogeneous Markov pro- cess from measured data. First, a time-inhomogeneous Markov model is fit to the data, taken here from measurements on a wind turbine. From the time-dependent…

Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…

In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processes, killed at their hitting time of zero. Namely, we represent real-valued self-similar Markov processes as time changed multiplicative…

We study two time-changed variants of the birth-death process with catastrophe where the time-changing components are the first hitting times of the stable subordinator and the tempered stable subordinator. For both the processes, we derive…

We present the case-(1) multi-indexed orthogonal polynomials of a discrete variable for 8 types ((dual)($q$-)Hahn, three kinds of $q$-Krawtchouk and $q$-Meixner). Based on them and the case-(1) multi-indexed orthogonal polynomials of Racah,…

We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…

Given a non-negative Jacobi matrix describing higher order recurrence relations for multiple orthogonal polynomials of type~II and corresponding linear forms of type I, a general strategy for constructing a pair of stochastic matrices, dual…

We provide necessary and sufficient conditions for explosion and implosion of birth-and-death (non-Markov) continuous-time random walks. In other words, we obtain conditions for $\infty$ to be accessible and for it to be an entrance point.…

We consider a supercritical general branching population where the lifetimes of individuals are i.i.d. with arbitrary distribution and each individual gives birth to new individuals at Poisson times independently from each others. The…

In this paper one presents the extension of the transient analysis of the class of continuous-time birth and death processes defined on non-negative integers with special transitions from and to the origin. From the origin transitions can…