We obtain a closed-form formula for the quasi-stationary distribution of the classical Shiryaev martingale diffusion considered on the positive half-line [A, +∞) withA>0 fixed; the state space’s left endpoint is assumed ...

In this paper we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to−∞at the origin, and the diffusion to have an entrance boundary at +∞. These ...

We study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a ...

Evolution of membrane potential and spiking activity for a single leaky integrate-and-fire (LIF) neuron in distributed delay framework (DDF) is investigated. DDF provides a mechanism to incorporate memory element in ...

This paper presents a method to transform Fuzzy Markov chains into Crisp Markov chains by means of an equivalence matrix derived from the concept of Scalar cardinality of a fuzzy set. This proposal is a linear transformation ...

We show that the quasi-stationary distribution of the subcritical contact process on Zd is unique. This is in contrast with other processes which also do not come down from infinity, like stable queues and Galton-Watson, ...

Consider N particles moving independently, each one according to a subcritical continuous-time Galton-Watson process unless it hits 0, at which time it jumps instantaneously to the position of one of the other particles ...

Quasi-stationary distributions (QSD) have been widely studied since the pioneering work of Kolmogorov (1938), Yaglom (1947) and Sevastyanov (1951). They appear as a natural object when considering Markov processes that are ...