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Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…

统计力学 · 物理学 2022-11-23 Ofir Tal-Friedman , Yael Roichman , Shlomi Reuveni

We consider a (one-dimensional) branching Brownian motion process with a general offspring distribution having at least two moments, and in which all particles have a drift towards the origin where they are immediately absorbed. It is…

概率论 · 数学 2018-09-13 Oren Louidor , Santiago Saglietti

We investigate the long-time behavior of the survival probability of a tagged particle in a single-file diffusion in a finite interval. The boundary conditions are of two types: 1) one boundary is absorbing the second is reflecting, 2) both…

统计力学 · 物理学 2013-05-01 Artem Ryabov

In this paper, we study unique, globally defined uniformly bounded weak solutions for a class of semilinear reaction-diffusion-advection systems. The coefficients of the differential operators and the initial data are only required to be…

偏微分方程分析 · 数学 2021-09-10 William E Fitzgibbon , Jeff Morgan , Bao Quoc Tang , Hong-Ming Yin

In this paper we investigate the long time behavior of a family of diffusion processes with H\"older continuous diffusion terms on a compact set, these process arise naturally in random approximations of an ODE. We will prove that these…

概率论 · 数学 2014-11-04 Bastien Marmet

We prove a contraction in $L^1$ property for the solutions of a nonlinear reaction--diffusion system whose special cases include intercellular transport as well as reversible chemical reactions. Assuming the existence of stationary…

偏微分方程分析 · 数学 2008-08-05 M. Chipot , D. Hilhorst , D. Kinderlehrer , M. Olech

We develop a theory of reversible diffusion-controlled reactions with generalized binding/unbinding kinetics. In this framework, a diffusing particle can bind to the reactive substrate after a random number of arrivals onto it, with a given…

化学物理 · 物理学 2023-10-03 Denis S. Grebenkov

For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.

概率论 · 数学 2020-12-08 Nikita Karagodin , Mikhail Lifshits

In the case of diffusions on $\mathbb R^d$ with constant diffusion matrix, without assuming reversibility nor hypoellipticity, we prove that the contractivity of the deterministic drift is equivalent to the constant rate contraction of…

概率论 · 数学 2023-04-06 Pierre Monmarché

We consider a family of one-dimensional diffusions, in dynamical Wiener mediums, which are random perturbations of the Ornstein-Uhlenbeck diffusion process. We prove quenched and annealed convergences in distribution and under weighted…

概率论 · 数学 2012-12-14 Yoann Offret

Systems describing the long-range interaction between individuals have attracted a lot of attention in the last years, in particular in relation with living systems. These systems are quadratic, written under the form of transport equations…

偏微分方程分析 · 数学 2023-06-13 Marie Doumic , Sophie Hecht , Benoit Perthame , Diane Peurichard

This survey concerns the study of quasi-stationary distributions with a specific focus on models derived from ecology and population dynamics. We are concerned with the long time behavior of different stochastic population size processes…

概率论 · 数学 2012-12-05 Sylvie Méléard , Denis Villemonais

We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…

概率论 · 数学 2019-12-03 Vlad Bally , Lucia Caramellino , Paolo Pigato

We study a general class of birth-and-death processes with state space $\mathbb{N}$ that describes the size of a population going to extinction with probability one. This class contains the logistic case. The scale of the population is…

概率论 · 数学 2017-02-20 J. -R. Chazottes , P. Collet , S. Méléard

The stationary distribution of a sample taken from a Wright-Fisher diffusion with general small mutation rates is found using a coalescent approach. The approximation is equivalent to having at most one mutation in the coalescent tree to…

种群与进化 · 定量生物学 2018-10-31 Conrad J. Burden , Robert C. Griffiths

We carry out an study of the Brox diffusion with killing. It turns out that when leaving fixed the environment one is able to recast some theory of diffusion and differential operators to deal with the ill-posed generator of the Brox…

概率论 · 数学 2019-09-13 Jonathan Gutierrez-Pavón , Carlos G. Pacheco

Quasi-stationary distributions, as discussed by Darroch & Seneta (1965), have been used in biology to describe the steady state behaviour of population models which, while eventually certain to become extinct, nevertheless maintain an…

概率论 · 数学 2011-06-01 A. D. Barbour , P. K. Pollett

This paper studies the excursion set of a real stationary isotropic Gaussian random field above a fixed level. We show that the standardized Lipschitz-Killing curvatures of the intersection of the excursion set with a window converges in…

概率论 · 数学 2017-02-21 Dennis Müller

Consider the Langevin process, described by a vector (positions and momenta) in $\mathbb{R}^{d}\times\mathbb{R}^d$. Let $\mathcal O$ be a $\mathcal{C}^2$ open bounded and connected set of $\mathbb{R}^d$. Recent works showed the existence of…

概率论 · 数学 2022-05-06 Mouad Ramil

We consider the empirical process G_t of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G_t converge weakly…

概率论 · 数学 2007-05-23 Aad van der Vaart , Harry van Zanten