The motion of a lazy Pearson walker is studied with different probability (p) of jump in two and three dimensions. The probability of exit ( ) from a zone of radius is studied as a function of with d...The motion of a lazy Pearson walker is studied with different probability (p) of jump in two and three dimensions. The probability of exit ( ) from a zone of radius is studied as a function of with different values of jump probability p. The exit probability is found to scale as , which is obtained by method of data collapse. The first passage time ( ) i.e., the time required for first exit from a zone is studied. The probability distribution of first passage time was studied for different values of jump probability (p). The probability distribution of first passage time was found to scale as . Where, F and G are two scaling functions and a, b, g and d are some exponents. In both the dimensions, it is found that, , , and .展开更多
The combined effects of Ltvy noise and immune delay on the extinction behavior in a tumor growth model are explored, The extinction probability of tumor with certain density is measured by exit probability. The expres...The combined effects of Ltvy noise and immune delay on the extinction behavior in a tumor growth model are explored, The extinction probability of tumor with certain density is measured by exit probability. The expression of the exit probability is obtained using the Taylor expansion and the infinitesimal generator theory. Based on numerical calculations, it is found that the immune delay facilitates tumor extinction when the stability index α〈 1, but inhibits tumor extinction when the stability index α 〉 1. Moreover, larger stability index and smaller noise intensity are in favor of the extinction for tumor with low density. While for tumor with high density, the stability index and the noise intensity should be reduced to promote tumor extinction.展开更多
In this paper,we consider the Brownian motion risk model with interest.The Laplace transform of the first exit time from the upper barrier before hitting the lower barrier is obtained.Using the obtained result and exp...In this paper,we consider the Brownian motion risk model with interest.The Laplace transform of the first exit time from the upper barrier before hitting the lower barrier is obtained.Using the obtained result and exploiting the limitation idea,we derive the Laplace transform of total duration of negative surplus.展开更多
文摘The motion of a lazy Pearson walker is studied with different probability (p) of jump in two and three dimensions. The probability of exit ( ) from a zone of radius is studied as a function of with different values of jump probability p. The exit probability is found to scale as , which is obtained by method of data collapse. The first passage time ( ) i.e., the time required for first exit from a zone is studied. The probability distribution of first passage time was studied for different values of jump probability (p). The probability distribution of first passage time was found to scale as . Where, F and G are two scaling functions and a, b, g and d are some exponents. In both the dimensions, it is found that, , , and .
基金supported by the National Natural Science Foundation of China(Grant Nos.11172233,11272258,and 11302170)
文摘The combined effects of Ltvy noise and immune delay on the extinction behavior in a tumor growth model are explored, The extinction probability of tumor with certain density is measured by exit probability. The expression of the exit probability is obtained using the Taylor expansion and the infinitesimal generator theory. Based on numerical calculations, it is found that the immune delay facilitates tumor extinction when the stability index α〈 1, but inhibits tumor extinction when the stability index α 〉 1. Moreover, larger stability index and smaller noise intensity are in favor of the extinction for tumor with low density. While for tumor with high density, the stability index and the noise intensity should be reduced to promote tumor extinction.
基金Supported by National Natural Science Foundation of China(Grant Nos.11226204,10901086 and 11226203)the Doctoral Fund Program of Tianjin Normal University(Grant No.52XB1204)
文摘In this paper,we consider the Brownian motion risk model with interest.The Laplace transform of the first exit time from the upper barrier before hitting the lower barrier is obtained.Using the obtained result and exploiting the limitation idea,we derive the Laplace transform of total duration of negative surplus.