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相关论文: On the Strong Ratio Limit Property for Discrete-Ti…

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Discrete-time birth-death processes may or may not have certain properties known as asymptotic aperiodicity and the strong ratio limit property. In all cases known to us a suitably normalized process having one property also possesses the…

经典分析与常微分方程 · 数学 2019-05-15 Erik A. van Doorn , Ryszard Szwarc

In this paper we review some results on time-homogeneous birth-death processes. Specifically, for truncated birth-death processes with two absorbing or two reflecting endpoints, we recall the necessary and sufficient conditions on the…

概率论 · 数学 2015-09-09 Antonio Di Crescenzo , Barbara Martinucci

We consider a multidimensional inhomogeneous birth-death process (BDP) and obtain bounds on the rate of convergence for the corresponding one-dimensional processes.

概率论 · 数学 2019-03-11 A. I. Zeifman , Y. A. Satin , K. M. Kiseleva , V. Yu. Korolev

Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the…

概率论 · 数学 2022-04-22 Viktor Bezborodov , Luca Di Persio

A method yielding simple relationships among bilateral birth-and-death processes is outlined. This allows one to relate birth and death rates of two processes in such a way that their transition probabilities, first-passage-time densities…

概率论 · 数学 2008-03-11 Antonio Di Crescenzo

We consider the well-known problem of the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time birth and death processes on $\mathbb{Z}$ with time varying and possible state-dependent…

概率论 · 数学 2021-10-18 Yacov Satin , Rostislav Razumchik , Alexander Zeifman , Ivan Kovalev

In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it…

概率论 · 数学 2014-05-20 Christian Böinghoff

Spatial birth and death processes are obtained as solutions of a system of stochastic equations. The processes are required to be locally finite, but may involve an infinite population over the full (noncompact) type space. Conditions are…

概率论 · 数学 2007-05-23 Nancy L. Garcia , Thomas G. Kurtz

We prove several necessary and sufficient conditions for the existence of (smooth) transition probability densities for L\'evy processes and isotropic L\'evy processes. Under some mild conditions on the characteristic exponent we calculate…

概率论 · 数学 2014-07-31 V. Knopova , R. L. Schilling

This paper concentrates on the general birth-death processes with two different types of catastrophes. The Laplace transform of transition probability function for birth-death processes with two-type catastrophes are is successfully…

概率论 · 数学 2024-04-09 Junping Li

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 this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…

统计理论 · 数学 2026-01-28 F. Belzunce , C. Martínez-Riquelme , M. Pereda

For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the…

概率论 · 数学 2012-09-07 V. I. Afanasyev , C. Boeinghoff , G. Kersting , V. A. Vatutin

We consider birth-and-death processes of objects (animals) defined in ${\bf Z}^d$ having unit death rates and random birth rates. For animals with uniformly bounded diameter we establish conditions on the rate distribution under which the…

概率论 · 数学 2007-05-23 Roberto Fernandez , Pablo A. Ferrari , Gustavo R. Guerberoff

We investigate the limit behavior of supercritical multitype branching processes in random environments with linear fractional offspring distributions and show that there exists a phase transition in the behavior of local probabilites of…

概率论 · 数学 2017-10-25 Wenming Hong , Minzhi Liu , Vladimir Vatutin

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…

动力系统 · 数学 2015-12-08 Benjamin Armbruster , Ádám Besenyei , Péter L. Simon

We study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a compact metric…

概率论 · 数学 2009-04-23 Pierre Collet , Servet Martinez , Sylvie Méléard , Jaime San Martin

We examine what happens in a population when it experiences an abrupt change in surrounding conditions. Several cases of such "abrupt transitions" for both physical and living social systems are analyzed from which it can be seen that all…

物理与社会 · 物理学 2016-03-23 Peter Richmond , Bertrand M. Roehner

We consider a particle moving in continuous time as a Markov jump process; its discrete chain is given by an ordinary random walk on ${\mathbb Z}^d$ , and its jump rate at $({\mathbf x},t)$ is given by a fixed function $\varphi$ of the…

A transient stochastic process is considered strongly transient if conditioned on returning to the starting location, the expected time it takes to return the the starting location is finite. We characterize strong transience for a…

概率论 · 数学 2016-06-14 Jonathon Peterson
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