The age distribution of Markov processes

1977 ◽  
Vol 14 (3) ◽  
pp. 492-506 ◽  
Author(s):  
Benny Levikson
Keyword(s):  
Differential Equations ◽  
Markov Processes ◽  
Difference Equations ◽  
Diffusion Processes ◽  
Genetic Model ◽  
Branching Processes ◽  
Age Distribution ◽  
Renewal Theory ◽  
Gene Frequencies ◽  
Birth And Death Processes

A limiting distribution for the age of a class of Markov processes is found if the present state of the process is known. We use this distribution to find the age of branching processes. Using the fact that the moments of the age of birth and death processes and of diffusion processes satisfy difference equations and differential equations respectively, we find simple formulas for these moments. For the Wright–Fisher genetic model we find the probability that a given allele is the oldest in the population if all the gene frequencies are known. The proofs of the main results are based on methods from renewal theory.

The age distribution of Markov processes

1977 ◽  
Vol 14 (03) ◽  
pp. 492-506 ◽  
Author(s):  
Benny Levikson
Keyword(s):  
Differential Equations ◽  
Markov Processes ◽  
Difference Equations ◽  
Diffusion Processes ◽  
Genetic Model ◽  
Branching Processes ◽  
Age Distribution ◽  
Renewal Theory ◽  
Gene Frequencies ◽  
Birth And Death Processes

A limiting distribution for the age of a class of Markov processes is found if the present state of the process is known. We use this distribution to find the age of branching processes. Using the fact that the moments of the age of birth and death processes and of diffusion processes satisfy difference equations and differential equations respectively, we find simple formulas for these moments. For the Wright–Fisher genetic model we find the probability that a given allele is the oldest in the population if all the gene frequencies are known. The proofs of the main results are based on methods from renewal theory.

scholarly journals Uniform convergence of penalized time-inhomogeneous Markov processes

2018 ◽  
Vol 22 ◽  
pp. 129-162 ◽  
Author(s):  
Nicolas Champagnat ◽  
Denis Villemonais
Keyword(s):  
Asymptotic Behavior ◽  
Markov Processes ◽  
Random Environment ◽  
Diffusion Processes ◽  
Exponential Convergence ◽  
General Criterion ◽  
Infinite Time ◽  
Birth And Death Processes ◽  
One Dimensional ◽  
Dimensional Diffusion

We provide a general criterion ensuring the exponential contraction of Feynman–Kac semi-groups of penalized processes. This criterion applies to time-inhomogeneous Markov processes with absorption and killing through penalization. We also give the asymptotic behavior of the expected penalization and provide results of convergence in total variation of the process penalized up to infinite time. For exponential convergence of penalized semi-groups with bounded penalization, a converse result is obtained, showing that our criterion is sharp in this case. Several cases are studied: we first show how our criterion can be simply checked for processes with bounded penalization, and we then study in detail more delicate examples, including one-dimensional diffusion processes conditioned not to hit 0 and penalized birth and death processes evolving in a quenched random environment.

Certain problems with the application of stochastic diffusion processes for description of chemical engineering phenomena; Kolmogorov and classic diffusion equations

1988 ◽  
Vol 53 (6) ◽  
pp. 1181-1197
Author(s):  
Vladimír Kudrna
Keyword(s):  
Mass Transfer ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Chemical Engineering ◽  
Diffusion Processes ◽  
Parabolic Type ◽  
Diffusion Equations ◽  
Stochastic Motion ◽  
Energy Component ◽  
Classic Form

The paper presents alternative forms of partial differential equations of the parabolic type used in chemical engineering for description of heat and mass transfer. It points at the substantial difference between the classic form of the equations, following from the differential balances of mass and enthalpy, and the form following from the concept of stochastic motion of particles of mass or energy component. Examples are presented of the processes that may be described by the latter method. The paper also reviews the cases when the two approaches become identical.

scholarly journals Finite-difference equations of quasistatic motion of the shallow concrete shells in nonlinear setting

2020 ◽  
Vol 7 (1) ◽  
pp. 48-55 ◽  
Author(s):  
Bolat Duissenbekov ◽  
Abduhalyk Tokmuratov ◽  
Nurlan Zhangabay ◽  
Zhenis Orazbayev ◽  
Baisbay Yerimbetov ◽  
...  
Keyword(s):  
Finite Difference ◽  
Differential Equations ◽  
Difference Equations ◽  
Constant Load ◽  
Time Interval ◽  
Test Case ◽  
Algebraic Equations ◽  
Nonlinear Properties ◽  
Finite Difference Equations ◽  
Concrete Shells

AbstractThe study solves a system of finite difference equations for flexible shallow concrete shells while taking into account the nonlinear deformations. All stiffness properties of the shell are taken as variables, i.e., stiffness surface and through-thickness stiffness. Differential equations under consideration were evaluated in the form of algebraic equations with the finite element method. For a reinforced shell, a system of 98 equations on a 8×8 grid was established, which was next solved with the approximation method from the nonlinear plasticity theory. A test case involved computing a 1×1 shallow shell taking into account the nonlinear properties of concrete. With nonlinear equations for the concrete creep taken as constitutive, equations for the quasi-static shell motion under constant load were derived. The resultant equations were written in a differential form and the problem of solving these differential equations was then reduced to the solving of the Cauchy problem. The numerical solution to this problem allows describing the stress-strain state of the shell at each point of the shell grid within a specified time interval.

scholarly journals p-adic confluence of q-difference equations

2008 ◽  
Vol 144 (4) ◽  
pp. 867-919 ◽  
Author(s):  
Andrea Pulita
Keyword(s):  
Differential Equation ◽  
Difference Equation ◽  
Differential Equations ◽  
Difference Equations ◽  
Root Of Unity

AbstractWe develop the theory of p-adic confluence of q-difference equations. The main result is the fact that, in the p-adic framework, a function is a (Taylor) solution of a differential equation if and only if it is a solution of a q-difference equation. This fact implies an equivalence, called confluence, between the category of differential equations and those of q-difference equations. We develop this theory by introducing a category of sheaves on the disk D−(1,1), for which the stalk at 1 is a differential equation, the stalk at q isa q-difference equation if q is not a root of unity, and the stalk at a root of unity ξ is a mixed object, formed by a differential equation and an action of σξ.

scholarly journals Skeletons of Near-Critical Bienaymé-Galton-Watson Branching Processes

2015 ◽  
Vol 47 (2) ◽  
pp. 530-544
Author(s):  
Serik Sagitov ◽  
Maria Conceição Serra
Keyword(s):  
Critical Case ◽  
Branching Processes ◽  
Threshold Value ◽  
High Threshold ◽  
Birth Process ◽  
Birth And Death Processes ◽  
Supercritical Case ◽  
Natural Choice ◽  
Future Reproduction ◽  
Asymptotic Representations

Skeletons of branching processes are defined as trees of lineages characterized by an appropriate signature of future reproduction success. In the supercritical case a natural choice is to look for the lineages that survive forever (O'Connell (1993)). In the critical case it was suggested that the particles with the total number of descendants exceeding a certain threshold could be distinguished (see Sagitov (1997)). These two definitions lead to asymptotic representations of the skeletons as either pure birth process (in the slightly supercritical case) or critical birth-death processes (in the critical case conditioned on the total number of particles exceeding a high threshold value). The limit skeletons reveal typical survival scenarios for the underlying branching processes. In this paper we consider near-critical Bienaymé-Galton-Watson processes and define their skeletons using marking of particles. If marking is rare, such skeletons are approximated by birth and death processes, which can be subcritical, critical, or supercritical. We obtain the limit skeleton for a sequential mutation model (Sagitov and Serra (2009)) and compute the density distribution function for the time to escape from extinction.

scholarly journals On invariant measures of nonlinear Markov processes

1993 ◽  
Vol 6 (4) ◽  
pp. 385-406 ◽  
Author(s):  
N. U. Ahmed ◽  
Xinhong Ding
Keyword(s):  
Markov Process ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Markov Processes ◽  
Existence And Uniqueness ◽  
Invariant Measures ◽  
Nonlinear Markov Processes

We consider a nonlinear (in the sense of McKean) Markov process described by a stochastic differential equations in Rd. We prove the existence and uniqueness of invariant measures of such process.

On obtaining limiting values of a class of infinite products

2018 ◽  
Vol 102 (555) ◽  
pp. 428-434
Author(s):  
Stephen Kaczkowski
Keyword(s):  
Difference Equation ◽  
Differential Equations ◽  
Difference Equations ◽  
Diffusion Theory ◽  
Numerical Technique ◽  
Applied Mathematics ◽  
Flow Analysis ◽  
Step Size ◽  
Infinite Products ◽  
Fluid Flow Analysis

Difference equations have a wide variety of applications, including fluid flow analysis, wave propagation, circuit theory, the study of traffic patterns, queueing analysis, diffusion theory, and many others. Besides these applications, studies into the analogy between ordinary differential equations (ODEs) and difference equations have been a favourite topic of mathematicians (e.g. see [1] and [2]). These applications and studies bring to light the similar character of the solutions of a difference equation with a fixed step size and a corresponding ODE.Also, an important numerical technique for solving both ordinary and partial differential equations (PDEs) is the method of finite differences [3], whereby a difference equation with a small step size is utilised to obtain a numerical solution of a differential equation. In this paper, elements of both of these ideas will be used to solve some intriguing problems in pure and applied mathematics.

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