Extreme first passage times of piecewise deterministic Markov processes
From MaRDI portal
Publication:4990881
DOI10.1088/1361-6544/abcb07zbMath1481.60097arXiv1912.03438OpenAlexW3161382579MaRDI QIDQ4990881
Publication date: 1 June 2021
Published in: Nonlinearity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.03438
Extreme value theory; extremal stochastic processes (60G70) Biophysics (92C05) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
Related Items (4)
Random splitting of fluid models: unique ergodicity and convergence ⋮ Extreme statistics of superdiffusive Lévy flights and every other Lévy subordinate Brownian motion ⋮ Competition between slow and fast regimes for extreme first passage times of diffusion ⋮ Extreme hitting probabilities for diffusion*
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Search for a small egg by spermatozoa in restricted geometries
- Sensitivity to switching rates in stochastically switched ODEs
- Gene expression dynamics in randomly varying environments
- Quasi-steady state reduction of molecular motor-based models of directed intermittent search
- Quantitative ergodicity for some switched dynamical systems
- Noise-induced transitions. Theory and applications in physics, chemistry, and biology
- Hybrid switching diffusions. Properties and applications
- Order statistics for first passage times in diffusion processes
- Analysis of a single-server queue interacting with a fluid reservoir
- Order statistics for first passage times in one-dimensional diffusion processes
- Blowup from randomly switching between stable boundary conditions for the heat equation
- Stochastic representations of ion channel kinetics and exact stochastic simulation of neuronal dynamics
- On the Lambert \(w\) function
- The uphill turtle race; on short time nucleation probabilities
- A probabilistic approach to extreme statistics of Brownian escape times in dimensions 1, 2, and 3
- Distribution of extreme first passage times of diffusion
- Stochastic processes in cell biology
- Exponential ergodicity for Markov processes with random switching
- Piecewise deterministic processes in biological models
- Asymptotic formulas for extreme statistics of escape times in 1, 2 and 3-dimensions
- A Guide to First-Passage Processes
- Dynamics of Stochastically Blinking Systems. Part I: Finite Time Properties
- Stochastic switching in biology: from genotype to phenotype
- Mean first passage times for piecewise deterministic Markov processes and the effects of critical points
- DICHOTOMOUS MARKOV NOISE: EXACT RESULTS FOR OUT-OF-EQUILIBRIUM SYSTEMS
- Regularity of invariant densities for 1D systems with random switching
- Efficient search by optimized intermittent random walks
- Large deviation theory for stochastic difference equations
- Diffusion of a set of random walkers in Euclidean media. First passage times
- The Diffusion Limit of Transport Equations Derived from Velocity-Jump Processes
- On balance relations for irreversible chemical reaction networks
- Probabilistic and Piecewise Deterministic models in Biology
- Smooth invariant densities for random switching on the torus
- ON/OFF STORAGE SYSTEMS WITH STATE-DEPENDENT INPUT, OUTPUT, AND SWITCHING RATES
- Steady state, relaxation and first-passage properties of a run-and-tumble particle in one-dimension
- Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit
- Heat waves
- Diffusion at finite speed and random walks
- Moment Convergence of Sample Extremes
- Extreme statistics of anomalous subdiffusion following a fractional Fokker–Planck equation: subdiffusion is faster than normal diffusion
- An introduction to statistical modeling of extreme values
This page was built for publication: Extreme first passage times of piecewise deterministic Markov processes
