Time-averaging and nonergodicity of reset geometric Brownian motion with drift
How do near-bankruptcy events in the past affect the dynamics of stock-market prices in the
future? Specifically, what are the long-time properties of a time-local exponential growth of …
future? Specifically, what are the long-time properties of a time-local exponential growth of …
Two approaches to the construction of perturbation bounds for continuous-time Markov chains
This paper is largely a review. It considers two main methods used to study stability and to
obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov …
obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov …
Fick–Jacobs description and first passage dynamics for diffusion in a channel under stochastic resetting
The transport of particles through channels is of paramount importance in physics,
chemistry, and surface science due to its broad real world applications. Much insight can be …
chemistry, and surface science due to its broad real world applications. Much insight can be …
Mitigating long queues and waiting times with service resetting
What determines the average length of a queue, which stretches in front of a service station?
The answer to this question clearly depends on the average rate at which jobs arrive at the …
The answer to this question clearly depends on the average rate at which jobs arrive at the …
Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach
This study delves into the impact of natural disasters on affected populations and
underscores the imperative of reducing disaster-related fatalities through proactive …
underscores the imperative of reducing disaster-related fatalities through proactive …
On the telegraph process driven by geometric counting process with Poisson-based resetting
We investigate the effects of the resetting mechanism to the origin for a random motion on
the real line characterized by two alternating velocities v 1 and v 2. We assume that the …
the real line characterized by two alternating velocities v 1 and v 2. We assume that the …
A double-ended queue with catastrophes and repairs, and a jump-diffusion approximation
Consider a system performing a continuous-time random walk on the integers, subject to
catastrophes occurring at constant rate, and followed by exponentially-distributed repair …
catastrophes occurring at constant rate, and followed by exponentially-distributed repair …
A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation
We consider a continuous-time Ehrenfest model defined over the integers from-NN to N, and
subject to catastrophes occurring at constant rate. The effect of each catastrophe …
subject to catastrophes occurring at constant rate. The effect of each catastrophe …
A time-non-homogeneous double-ended queue with failures and repairs and its continuous approximation
We consider a time-non-homogeneous double-ended queue subject to catastrophes and
repairs. The catastrophes occur according to a non-homogeneous Poisson process and …
repairs. The catastrophes occur according to a non-homogeneous Poisson process and …