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

The spatial symmetry property of truncated birth-death processes studied in Di Crescenzo [6] is extended to a wider family of continuous-time Markov chains. We show that it yields simple expressions for first-passage-time densities and…

The simple (linear) birth-and-death process is a widely used stochastic model for describing the dynamics of a population. When the process is observed discretely over time, despite the large amount of literature on the subject, little is…

We show that for a convex solid set of positive random variables to be tight, or equivalently bounded in probability, it is necessary and sufficient that it is radially bounded, i.e. that every ray passing through one of its elements…

Using the language of regular variation, we give a sufficient condition for a point process to be in the superposition domain of attraction of a strictly stable point process. This sufficient condition is then used to obtain an explicit…

Motion of particles (bodies) in presence of random effects can be considered stochastic process. However, application of widely known stochastic processes used for description of particle motion is reduced to relatively small class of…

This is an introduction to the Rapid Decay property, with a survey of known results and equivalent definitions of this property. We also discuss in details the easy case when G = Z. Everything in this paper is well-known by different sets…

We provide a simple set of sufficient conditions for the weak convergence of discrete Galton-Watson branching processes with immigration to continuous time and continuous state branching processes with immigration.

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…

Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…

A well-known theorem usually attributed to Keilson states that, for an irreducible continuous-time birth-and-death chain on the nonnegative integers and any d, the passage time from state 0 to state d is distributed as a sum of d…

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…

A two-types, discrete-time population model with finite, constant size is constructed, allowing for a general form of frequency-dependent selection and skewed offspring distribution. Selection is defined based on the idea that individuals…

We investigate the existence and uniqueness of strong solutions up to an explosion time for regime-switching diffusion processes in an infinite state space. Instead of concrete conditions on coefficients, our existence and uniqueness result…

We describe the fundamental constructions and properties of determinantal probability measures and point processes, giving streamlined proofs. We illustrate these with some important examples. We pose several general questions and…

The probabilities of transitions of the system to the different final states are determined by the values of the amplitudes of the corresponding individual states during stimulated recombination of atoms.

We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (L\'{e}vy-stable cases are briefly mentioned)…

We consider a general class of birth-and-death processes with state space $\{0,1,2,3,\ldots\}$ which describes the size of a population going eventually to extinction with probability one. We obtain the complete spectrum of the generator of…

In this article we continue the study of the quenched distributions of transient, one-dimensional random walks in a random environment. In a previous article we showed that while the quenched distributions of the hitting times do not…

A probabilistic framework to study the dependence structure induced by deterministic discrete-time state-space systems between input and output processes is introduced. General sufficient conditions are formulated under which output…

We establish conditions for uniform $r$-th moment bound of certain $\R^d$-valued functions of a discrete-time stochastic process taking values in a general metric space. The conditions include an appropriate negative drift together with a…