Results 21 to 30 of about 297 (47)
Complex Brownian Motion Representation of the Dyson Model
, 2013 Dyson's Brownian motion model with the parameter $\beta=2$, which we simply call the Dyson model in the present paper, is realized as an $h$-transform of the absorbing Brownian motion in a Weyl chamber of type A. Depending on initial configuration with a
Katori, Makoto, Tanemura, Hideki
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Drift rate control of a Brownian processing system
, 2005 A system manager dynamically controls a diffusion process Z that lives in a finite interval [0,b]. Control takes the form of a negative drift rate \theta that is chosen from a fixed set A of available values.
Ata, Bar, Harrison, J. M., Shepp, L. A.
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A multispecies birth-death-immigration process and its diffusion approximation
, 2016 We consider an extended birth-death-immigration process defined on a lattice formed by the integers of $d$ semiaxes joined at the origin. When the process reaches the origin, then it may jumps toward any semiaxis with the same rate.
Di Crescenzo, Antonio +2 more
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Journal of Inequalities and Applications, 2011 In this article, some inequalities on convolution equations are presented firstly. The mean square stability of the zero solution of the impulsive stochastic Volterra equation is studied by using obtained inequalities on Liapunov function, including mean
Zhao Dianli, Han Dong
doaj
The coalescent effective size of age-structured populations
, 2004 We establish convergence to the Kingman coalescent for a class of age-structured population models with time-constant population size. Time is discrete with unit called a year.
Jagers, Peter, Sagitov, Serik
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Diffusion limit for many particles in a periodic stochastic acceleration field
, 2008 The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener processes. In the limit
Elskens, Yves, Pardoux, Etienne
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, 2016 Given a two-dimensional correlated diffusion process, we determine the joint density of the first passage times of the process to some constant boundaries.
Sacerdote, Laura +2 more
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The site frequency spectrum of dispensable genes [PDF]
, 2014 The differences between DNA-sequences within a population are the basis to infer the ancestral relationship of the individuals. Within the classical infinitely many sites model, it is possible to estimate the mutation rate based on the site frequency ...
Baumdicker, Franz
core
Dynamic Looping of a Free-Draining Polymer
, 2017 We revisit the celebrated Wilemski-Fixman (WF) treatment for the looping time of a free-draining polymer. The WF theory introduces a sink term into the Fokker-Planck equation for the $3(N+1)$-dimensional Ornstein-Uhlenbeck process of the polymer dynamics,
Qian, Hong +2 more
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Gene flow across geographical barriers - scaling limits of random walks with obstacles
, 2018 In this paper, we study the scaling limit of a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin.
Forien, Raphael
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