A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation

From MaRDI portal
Publication:892405

DOI10.1007/s10955-015-1336-4zbMath1329.60302arXiv2103.10984OpenAlexW3137993256WikidataQ63434408 ScholiaQ63434408MaRDI QIDQ892405

Amelia G. Nobile, Virginia Giorno, Antonio Di Crescenzo, Selvamuthu Dharmaraja

Publication date: 19 November 2015

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.10984




Related Items

ANALYSIS AND APPLICATIONS OF THE RESIDUAL VARENTROPY OF RANDOM LIFETIMESProperties of additive functionals of Brownian motion with resetting\(\mathrm{M}/\mathrm{M}/1\) queue in two alternating environments and its heavy traffic approximationOn a class of birth-death processes with time-varying intensity functionsTransient and steady-state analysis of hybrid arrivals of single and batch customers queueing systems with switch-off periodAnalysis of BMAP/MSP/1 queue with MAP generated negative customers and disastersOn the telegraph process driven by geometric counting process with Poisson-based resettingOn short-term loan interest rate models: a first passage time approachOn the bounds for a two-dimensional birth-death process with catastrophesOn a time-inhomogeneous diffusion process with discontinuous driftA time-non-homogeneous double-ended queue with failures and repairs and its continuous approximationMarkov chain model with catastrophe to determine mean time to default of credit risky assetsContinuous‐time multi‐type Ehrenfest model and related Ornstein–Uhlenbeck diffusion on a star graphLocal large deviation principle for Wiener process with random resettingConstructing transient birth-death processes by means of suitable transformationsQueues on a dynamically evolving graphFirst-passage times and related moments for continuous-time birth-death chainsMitigating long transient time in deterministic systems by resettingResetting with stochastic return through linear confining potentialNon-equilibrium steady states of stochastic processes with intermittent resettingStochastic resetting and applicationsOn some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes



Cites Work


This page was built for publication: A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation