Bessel-like birth-death process

DOI10.1016/J.PHYSA.2019.123119MaRDI QIDQ2067127zbMATH OpenOpenAlexWikidataFDO

Authors V. Gontis, Aleksejus Kononovicius

Publication date 17 January 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.13064

zbMATH Keywords

Bessel processbirth-death processesbursting behaviorMarkov chainsspurious memory

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites work

• Approximation of the first passage time distribution for the birth-death processes
• Estimation of agent-based models: The case of an asymmetric herding model
• Exactly solvable birth and death processes
• First-passage phenomena and their applications
• Hitting time distributions for denumerable birth and death processes
• scientific article; zbMATH DE number 1817636 (Why is no real title available?)
• Markov chain models - rarity and exponentiality
• Moments of first passage times in general birth-death processes
• Network structure andn-dependence in agent-based herding models
• Probability, statistics and queuing theory
• Stochastic dynamics of \(N\) correlated binary variables and non-extensive statistical mechanics
• Stochastic model of financial markets reproducing scaling and memory in volatility return intervals

Cited in

(1)

• Long-range memory test by the burst and inter-burst duration distribution

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