相关论文: Quasistationary distributions for one-dimensional …
We consider closed immersed hypersurfaces in $\R^{3}$ and $\R^4$ evolving by a class of constrained surface diffusion flows. Our result, similar to earlier results for the Willmore flow, gives both a positive lower bound on the time for…
We consider the diffusion-controlled annihilation dynamics $A+B\to 0$ with equal species diffusivities in the system where an island of particles $A$ is surrounded by the uniform sea of particles $B$. We show that once the initial number of…
Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…
We present a general framework to study the effect of killing sources on moving particles, trafficking inside biological cells. We are merely concerned with the case of spine-dendrite communication, where the number of calcium ions, modeled…
We provide a probabilistic representation for the derivative of the semigroup corresponding to a diffusion process killed at the boundary of a half interval. In particular, we show that the derivative of the semi-group can be expressed as…
The paper addresses the single-file diffusion in the presence of an absorbing boundary. The emphasis is on an interplay between the hard-core interparticle interaction and the absorption process. The resulting dynamics exhibits several…
We establish the limiting distribution (in total variation) of the quasi posteriors based on moment conditions, which only partially identify the parameters of interest. Some examples are discussed.
We establish an explicit rate of convergence for some systems of mean-field interacting diffusions with logistic binary branching towards the solutions of nonlinear evolution equations with non-local self-diffusion and logistic mass growth,…
Consider a system of $N$ parallel single-server queues with unit-exponential service time distribution and a single dispatcher where tasks arrive as a Poisson process of rate $\lambda(N)$. When a task arrives, the dispatcher assigns it to…
A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…
In this note, we establish that the stationary distribution of a possibly non-equilibrium Langevin diffusion converges, as the damping parameter goes to infinity (or equivalently in the Smoluchowski-Kramers vanishing mass limit), toward a…
We are interested in the long-time behavior of a diploid population with sexual reproduction, characterized by its genotype composition at one bi-allelic locus. The population is modeled by a 3-dimensional birth-and-death process with…
We study branching diffusions in a bounded domain $D$ of $\mathbb{R}^d$ in which particles are killed upon hitting the boundary $\partial D$. It is known that any such process undergoes a phase transition when the branching rate $\beta$…
A generalisation of reaction diffusion systems and their travelling solutions to cases when the productive part of the reaction happens only on a surface in space or on a line on plane but the degradation and the diffusion happen in bulk…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
We study a sequence of single server queues with customer abandonment (GI/GI/1+GI) under heavy traffic. The patience time distributions vary with the sequence, which allows for a wider scope of applications. It is known ([20, 18]) that the…
In many applications, transport of particles can be described by the diffusion equation, or its convective-diffusion generalizations, in part of three-dimensional space. In particular, in surface deposition or in growth of aggregates or…
Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…
We develop a quasilinear theory of the Vlasov equation in order to describe the approach of systems with long-range interactions to quasi-stationary states. We derive a diffusion equation governing the evolution of the velocity distribution…
We develop the theory of strong stationary duality for diffusion processes on compact intervals. We analytically derive the generator and boundary behavior of the dual process and recover a central tenet of the classical Markov chain theory…