相关论文: Numerical instability in B&D models
We finely describe the speed of "coming down from infinity" for birth and death processes which eventually become extinct. Under general assumptions on the birth and death rates, we firstly determine the behavior of the successive hitting…
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…
For a birth-death process subject to catastrophes, defined on the state-space $S=\{r,r+1,r+2,...\}$, with $r$ a positive integer or zero, the first-visit time to a state $k\in S$ is considered and the Laplace transform of its probability…
Solutions of bilevel optimization problems tend to suffer from instability under changes to problem data. In the optimistic setting, we construct a lifted formulation that exhibits desirable stability properties under mild assumptions that…
We consider a stochastic population model where the intrinsic or demographic noise causes cycling between states before the population eventually goes extinct. A master equation approach coupled with a WKB (Wentzel-Kramers-Brillouin)…
Stochastic processes defined on integer valued state spaces are popular within the physical and biological sciences. These models are necessary for capturing the dynamics of small systems where the individual nature of the populations…
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…
In this paper, the extinction problem for a class of distylous plant populations is considered within the framework of certain nonhomogeneous nearest-neighbor random walks in the positive quadrant. For the latter, extinction means…
Extreme mutation rates in microbes and cancer cells can result in error-induced extinction (EEX), where every descendant cell eventually acquires a lethal mutation. In this work, we investigate critical birth-death processes with $n$…
When the initial state of a quantum mechanical system is an excited state, then it is expected that the occupation, or survival, probability of that state will decrease. This is studied numerically within the Bixon-Jortner model, which was…
We consider a bilateral birth-death process characterized by a constant transition rate $\lambda$ from even states and a possibly different transition rate $\mu$ from odd states. We determine the probability generating functions of the even…
We suggest a general spectral method for calculating statistics of multi-step birth-death processes and chemical reactions of the type mA->nA (m and n are positive integers) which possess an absorbing state. The method yields accurate…
We develop a theory of first passage processes in stochastic non-equilibrium systems of birth-death type using two closely related epidemiological models as examples. Our method employs the probability generating function technique in…
A method to direct evaluation of expectations for Langevin systems (stochastic differential equations) is proposed. The method is based on a birth-death process which is derived using combinations of dummy variables and It{\^o} formula. As…
We analyze the fate of dynamical systems that consist of two kind of processes. The first type is supposed to perform a certain function by processing information at a required high accuracy, which is, however, limited to less than 100…
We consider a structural model where the survival/default state is observed together with a noisy version of the firm value process. This assumption makes the model more realistic than most of the existing alternatives, but triggers…
Birth and death Markov processes can model stochastic physical systems from percolation to disease spread and, in particular, wildfires. We introduce and analyze a birth-death-suppression Markov process as a model of controlled culling of…
We consider many-body problems in classical mechanics where a wide range of time scales limits what can be computed. We apply the method of optimal prediction to obtain equations which are easier to solve numerically. We demonstrate by…
Extinction times in resampling processes are fundamental yet often intractable, as previous formulas scale as $2^M$ with the number of states $M$ present in the initial probability distribution. We solve this by treating multinomial updates…
For a stable process, we give an explicit formula for the potential measure of the process killed outside a bounded interval and the joint law of the overshoot, undershoot and undershoot from the maximum at exit from a bounded interval. We…