相关论文: On the Strong Ratio Limit Property for Discrete-Ti…
One of the ways to characterize a probability distribution is to show that it is moment-determinate, uniquely determined by knowing all its moments. The uniqueness, in the absolutely continuous case, depends entirely on the behaviour of the…
This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a function of its summands as their number tends to infinity. In the large deviation range of the…
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…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
In this paper we study explicit strong solutions for two difference-differential fractional equations, defined via the generator of an immigration-death process, by using spectral methods. Moreover, we give a stochastic representation of…
We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…
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 establish general sufficient conditions for a sequence of controlled branching processes to converge weakly on the Skorokhod space. We focus on a class of controlled random variables that extends previous results by considering them as a…
We obtain error terms on the rate of convergence to Extreme Value Laws for a general class of weakly dependent stochastic processes. The dependence of the error terms on the `time' and `length' scales is very explicit. Specialising to data…
This paper studies finite-time safety and reach-avoid verification for stochastic discrete-time dynamical systems. The aim is to ascertain lower and upper bounds of the probability that, within a predefined finite-time horizon, a system…
A superprocess limit for an interacting birth-death particle system modelling a population with trait and physical age-structures is established. Traits of newborn offspring are inherited from the parents except when mutations occur, while…
We study a discrete-time stochastic process that can also be interpreted as a model for a viral evolution. A distinguishing feature of our process is power-law tails due to dynamics that resembles preferential attachment models. In the…
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 discrete-time process adapted to some filtration which lives on a (typically countable) subset of $\mathbb{R}^d$, $d\geq 2$. For this process, we assume that it has uniformly bounded jumps, is uniformly elliptic (can advance…
We consider a case where a weak value is introduced as a physical quantity rather than an average of weak measurements. The case we treat is a time evolution of a particle by 1+1 dimensional Dirac equation. Particularly in a spontaneous…
We study the asymptotic behaviour of the survival probability of a multitype branching process in random environment. The class of processes we consider here corresponds, in the one-dimensional situation, to the strongly subcritical case.…
We analyze the dynamics of random walks with long-term memory (binary chains with long-range correlations) in the presence of an absorbing boundary. An analytically solvable model is presented, in which a dynamical phase-transition occurs…
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…
We study computational questions related with the stability of discrete-time linear switching systems with switching sequences constrained by an automaton. We first present a decidable sufficient condition for their boundedness when the…
Dynamical phase transitions are defined through non-analyticities of the survival probability of an out-of-equilibrium time-evolving state at certain critical times. They ensue from zeros of the corresponding survival amplitude. By…