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This paper concentrates on the general birth–death processes with two different types of catastrophes. The Laplace transform of transition probability function for birth–death processes with two-type catastrophes is successfully expressed with the Laplace transform of transition probability function of the birth–death processes without catastrophe. The first effective catastrophe occurrence time is considered. The Laplace transform of its probability density function, expectation and variance are obtained. [ABSTRACT FROM AUTHOR]

In statistical modeling, it is important to know the mechanisms that cause underdispersion. Several mechanisms that lead to underdispersed count distributions are revisited from new perspectives, and new ones are introduced. These include procedures based on the number of arrivals in arrival processes, such as renewal and pure birth processes and steady‐state distributions of birth‐death processes, like queues with state‐dependent service rates. Weighted Poisson and other well‐known underdispersed distributions are also related to birth‐death processes. Classical and variable binomial thinning mechanisms are also viewed as important procedures for generating underdispersed distributions, which can also generate bivariate count distributions with negative correlation. Some example applications are shown, one of which is related to Biodosimetry. [ABSTRACT FROM AUTHOR]

Population structure has been known to substantially affect evolutionary dynamics. Networks that promote the spreading of fitter mutants are called amplifiers of selection, and those that suppress the spreading of fitter mutants are called suppressors of selection. Research in the past two decades has found various families of amplifiers while suppressors still remain somewhat elusive. It has also been discovered that most networks are amplifiers of selection under the birth-death updating combined with uniform initialization, which is a standard condition assumed widely in the literature. In the present study, we extend the birth-death processes to temporal (i.e., time-varying) networks. For the sake of tractability, we restrict ourselves to switching temporal networks, in which the network structure deterministically alternates between two static networks at constant time intervals or stochastically in a Markovian manner. We show that, in a majority of cases, switching networks are less amplifying than both of the two static networks constituting the switching networks. Furthermore, most small switching networks, i.e., networks on six nodes or less, are suppressors, which contrasts to the case of static networks. [ABSTRACT FROM AUTHOR]

In this paper it is shown, that if a possibly inhomogeneous Markov chain with continuous time and finite state space is weakly ergodic and all the entries of its intensity matrix are locally integrable, then, using available results from the perturbation theory, its time-dependent probability characteristics can be approximately obtained from another Markov chain, having piecewise constant intensities and the same state space. The approximation error (the taxicab distance between the state probability distributions) is provided. It is shown how the Cauchy operator and the state probability distribution for an arbitrary initial condition can be calculated. The findings are illustrated with the numerical examples. [ABSTRACT FROM AUTHOR]

• We propose a temporal network model considering the stochastic phase transition of vertices. • Theoretical analysis is derived based on the continuous Markov chain method and confirmed by simulations. • Application in fitting the real network is discussed. Complex networks have played an important role in describing real complex systems since the end of the last century. Recently, research on real-world data sets reports intermittent interaction among social individuals. In this paper, we pay attention to this typical phenomenon of intermittent interaction by considering the state transition of network vertices between online and hidden based on the birth and death process. By continuous-time Markov theory, we show that both the number of each vertex's online neighbors and the online network size are stable and follow the homogeneous probability distribution in a similar form, inducing similar statistics as well. In addition, all propositions are verified via simulations. Moreover, we also present the degree distributions based on small-world and scale-free networks and find some regular patterns by simulations. The application in fitting real networks is discussed. [ABSTRACT FROM AUTHOR]

In this contribution, a general expression is derived for the probability density of the time to the most recent common ancestor (TMRCA) of a simple birth–death tree, a widely used stochastic null-model of biological speciation and extinction, conditioned on the constant birth and death rates and number of extant lineages. This density is contrasted with a previous result which was obtained using a uniform prior for the time of origin. The new distribution is applied to two problems of phylogenetic interest. First, that of the probability of the number of taxa existing at any time in the past in a tree of a known number of extant species, and given birth and death rates, and second, that of determining the TMRCA of two randomly selected taxa in an unobserved tree that is produced by a simple birth-only, or Yule, process. In the latter case, it is assumed that only the rate of bifurcation (speciation) and the size, or number of tips, are known. This is shown to lead to a closed-form analytical expression for the probability distribution of this parameter, which is arrived at based on the known mathematical form of the age distribution of Yule trees of a given size and branching rate, which is derived here de novo, and a similar distribution which additionally is conditioned on tree age. The new distribution is the exact Yule prior for divergence times of pairs of taxa under the stated conditions and is potentially useful in statistical (Bayesian) inference studies of phylogenies. [ABSTRACT FROM AUTHOR]

We consider a non-standard class of Markovian time: varying infinite capacity queues with possibly heterogeneous servers and impatience. We assume that during service time, a customer may switch to the faster server (with no delay), when such a server becomes available and no other customers are waiting. As a result, customers in the queue may become impatient and leave it. Under this setting and with certain restrictions on the intensity functions, the quantity of interest, the total number of customers in the system, is the level-dependent birth-and-death process (BPD). In this paper, for the first time in the literature, explicit upper bounds for the distance between two probability distributions of this BDP are obtained. Using the obtained ergodicity bounds in combination with the sensitivity bounds, we assess the stability of BDP under perturbations. Truncation bounds are also given, which allow for numerical solutions with guaranteed truncation errors. Finally, we provide numerical results to support the findings. [ABSTRACT FROM AUTHOR]

This paper is concerned with level‐dependent quasi‐birth‐death (LD‐QBD) processes, i.e., multi‐variate Markov chains with a block‐tridiagonal q$$ q $$‐matrix, and a more general class of block‐structured Markov chains, which can be seen as LD‐QBD processes with total catastrophes. Arguments from univariate birth‐death processes are combined with existing matrix‐analytic formulations to obtain sufficient conditions for these block‐structured processes to be regular, positive recurrent, and absorbed with certainty in a finite mean time. Specifically, it is our purpose to show that, as is the case for competition processes, these sufficient conditions are inherently linked to a suitably defined birth‐death process. Our results are exemplified with two Markov chain models: a study of target cells and viral dynamics and one of kinetic proof‐reading in T cell receptor signal transduction. [ABSTRACT FROM AUTHOR]

The purpose of this paper is to analyze the mechanism for the interplay of deterministic and stochastic models for contagious diseases. Deterministic models for contagious diseases are prone to predict global stability. Small natural birth and death rates in comparison to disease parameters like the contact rate and the removal rate ensures that the globally stable endemic equilibrium corresponds to a tiny average proportion of infected individuals. Asymptotic equilibrium levels corresponding to low numbers of individuals invalidate the deterministic results. Diffusion effects force probability mass functions of the stochastic model to possess similar stability properties as the deterministic model. Particular simulations of the stochastic model predict, however, oscillatory patterns. Small and isolated populations show longer periods, more violent oscillations, and larger probabilities of extinction. We prove that evolution maximizes the infectiousness of the disease as measured by the ability to increase the proportion of infected individuals. This holds provided the stochastic oscillations are moderate enough to keep the proportion of susceptible individuals near a deterministic equilibrium. We close our paper with a discussion of the herd-immunity concept and stress its close relation to vaccination-programs. [ABSTRACT FROM AUTHOR]

A form of time series path integral expansion is provided that enables both analytic and numerical temporal effect calculations for a range of stochastic processes. All methods rely on finding a suitable reproducing kernel associated with an underlying representative algebra to perform the expansion. Birth–death processes can be analysed with these techniques, using either standard Doi-Peliti coherent states, or the s u (1 , 1) Lie algebra. These result in simplest expansions for processes with linear or quadratic rates, respectively. The techniques are also adapted to diffusion processes. The resulting series differ from those found in standard Dyson time series field theory techniques. [ABSTRACT FROM AUTHOR]

For the birth—death Q-matrix with regular boundary, its minimal process and its maximal process are closely related. In this paper, we obtain the uniform decay rate and the quasi-stationary distribution for the minimal process. And via the construction theory, we mainly derive the eigentime identity and the distribution of the fastest strong stationary time (FSST) for the maximal process. [ABSTRACT FROM AUTHOR]

The simple (linear) birth-and-death process is a widely used stochastic model for describing the dynamics of a population. When the process is observed discretely over time, despite the large amount of literature on the subject, little is known about formal estimator properties. Here we will show that its application to observed data is further complicated by the fact that numerical evaluation of the well-known transition probability is an ill-conditioned problem. To overcome this difficulty we will rewrite the transition probability in terms of a Gaussian hypergeometric function and subsequently obtain a three-term recurrence relation for its accurate evaluation. We will also study the properties of the hypergeometric function as a solution to the three-term recurrence relation. We will then provide formulas for the gradient and Hessian of the log-likelihood function and conclude the article by applying our methods for numerically computing maximum likelihood estimates in both simulated and real dataset. [ABSTRACT FROM AUTHOR]

In this paper, resource allocation problems are formulated via a set of parallel birth–death processes (BDP). This way, we can model the fact that resources can be allocated to customers at different prices, and that customers can hold them as long as they like. More specifically, a discretisation approach is applied to model resource allocation problems as a set of discrete-time BDPs, which are then integrated into one Markov decision process. The stochastic dynamics of the resulting system are also investigated. As a result, revenue management becomes a stochastic decision-making problem, where price managers can propose suitable prices to the allocation requests such that the maximum expected total revenue is obtained at the end of a predefined finite time horizon. Stochastic Dynamic Programming is employed to solve the related optimisation problem with the support of an ad-hoc Matlab-based application. Several simulations are performed to prove the effectiveness of the proposed model and the optimisation approach. [ABSTRACT FROM AUTHOR]

• The operating process of a gas pipeline system under each scenario is rigorously considered. • More than 160 scenarios are considered in compressor standby scheme optimization. • The large-scale NLP model is established for the power standby scheme optimization. • The constraints between the unit standby scheme and the probability of scenarios are established. • The original large-scale MINLP model for the unit standby scheme optimization is equivalently decomposed into two sub-problems. To guarantee the gas delivery reliability of a gas pipeline system, some standby compressor units or standby powers are typically installed in a compressor station. A reasonable compressor standby scheme plays a vital role in the efficient operation of compressor stations. This paper presents two standby scheme optimization models considering various normal and failure scenarios for two standby modes: unit standby and power standby, respectively. The proposed models aim to maximize the gas delivery reliability subjected to rigorous operating constraints of a gas pipeline system and budget constraints (e.g., the total amount of standby power/ units). The resultant optimization models for power standby and unit standby schemes are large-scale nonlinear programming (NLP) and mixed-integer nonlinear programming (MINLP), respectively. In order to solve the unit standby optimization scheme efficiently, we decompose the original large-scale model into two sub-problems equivalently. The first sub-problem is to maximize the gas delivery flow rate under various scenarios based on determined compressor configurations. Based on the solutions from the first sub-problem, the second one is to optimize the standby scheme. Numerical results are provided to verify the effectiveness of the proposed approaches. It is demonstrated that the results of compressor standby optimization models can provide valuable information for the design and planning of gas pipeline systems. [ABSTRACT FROM AUTHOR]

• We study eco-evolutionary dynamics in finite populations of fluctuating sizes. • In quasi-neutral case, the selection favors the invasion by individuals with low death rates. • We show numerically that the results extend beyond quasi-neutral case. We study an eco-evolutionary dynamics in finite populations of two haploid asexually reproducing allelic types. We focus on the quasi-neutral case when individual types differ only in their intrinsic birth and death rates but have the same expected lifetime reproductive output. We assume that the population size can fluctuate stochastically. We solve the Kolmogorov forward equation in the population whose size fluctuates only minimally and show that the fixation probability is decreasing with the increasing turnover rate. We also show that when the mutant's turnover is small enough, selection favors the mutant replacing residents. Similarly, when the turnover is high enough, selection opposes the replacement. This basic result has previously been demonstrated numerically for the contact process and shown analytically for the Moran process; the current paper extends this analysis to provide an analytical proof for the contact process. We also demonstrate numerically that our results extend for general fluctuating populations and beyond the quasi-neutral case. [ABSTRACT FROM AUTHOR]