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Related papers: On level crossings for a general class of piecewis…

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A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be…

Probability · Mathematics 2007-05-23 R. W. R. Darling

We study a density-dependent Markov jump process describing a population where each individual is characterized by a type, and reproduces at rates depending both on its type and on the population type distribution. We are interested in the…

Probability · Mathematics 2026-02-26 Madeleine Kubasch

We construct a general stochastic process and prove weak convergence results. It is scaled in space and through the parameters of its distribution. We show that our simplified scaling is equivalent to time scaling used frequently. The…

Probability · Mathematics 2011-07-01 Mine Caglar

The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…

Statistical Mechanics · Physics 2018-09-20 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

Piecewise deterministic Markov processes (PDMPs) are a class of stochastic processes with applications in several fields of applied mathematics spanning from mathematical modeling of physical phenomena to computational methods. A PDMP is…

Probability · Mathematics 2022-09-30 Andrea Bertazzi , Joris Bierkens , Paul Dobson

We consider Piecewise Deterministic Markov Processes (PDMPs) with a finite set of discrete states. In the regime of fast jumps between discrete states, we prove a law of large number and a large deviation principle. In the regime of fast…

Probability · Mathematics 2008-09-16 A. Faggionato , D. Gabrielli , M. Ribezzi Crivellari

Motivated by a risk process with positive and negative premium rates, we consider a real-valued Markov additive process with finitely many background states. This additive process linearly increases or decreases while the background state…

Probability · Mathematics 2008-08-21 Masakiyo Miyazawa

Understanding the statistics of level crossings in stochastic processes is crucial across many scientific disciplines. The traditional Kac-Rice formula gives the mean rate of level crossings and has found broad use. However, that mean rate…

Probability · Mathematics 2026-05-26 Shivang Rawat , Flaviano Morone , David J. Heeger , Stefano Martiniani

In this paper, we are concerned with centered Markov Additive Processes $\{(X_t,Y_t)\}_{t\in\T}$ where the driving Markov process $\{X_t\}_{t\in\T}$ has a finite state space. Under suitable conditions, we provide a local limit theorem for…

Probability · Mathematics 2013-06-25 Loïc Hervé , James Ledoux

Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…

Probability · Mathematics 2009-10-06 Sourav Chatterjee , Soumik Pal

We study the counting of level crossings for inertial random processes exposed to stochastic resetting events. We develop the general approach of stochastic resetting for inertial processes with sudden changes in the state characterized by…

Statistical Mechanics · Physics 2023-12-22 Miquel Montero , Matteo Palassini , Jaume Masoliver

We study the long-term behavior of two piecewise-deterministic Markov processes used to model stochastic gene regulatory networks with bursting dynamics. Under regularity assumptions on the jump rate, we prove the existence and uniqueness…

Probability · Mathematics 2026-05-12 Mathilde Gaillard , Ulysse Herbach

This paper presents a synthesis on the mathematical work done on level crossings of stationary Gaussian processes, with some extensions. The main results [(factorial) moments, representation into the Wiener Chaos, asymptotic results, rate…

Probability · Mathematics 2007-05-23 Marie F. Kratz

This paper deals with the general discounted impulse control problem of a piecewise deterministic Markov process. We investigate a new family of epsilon-optimal strategies. The construction of such strategies is explicit and only…

Probability · Mathematics 2016-03-28 Benoîte de Saporta , François Dufour , Alizée Geeraert

We study a class of interacting particle systems on $\mathbb{R}$ with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump rates $v_+$, $v_-$ and stochastic type switching driven by…

Probability · Mathematics 2026-05-14 Sayan Banerjee , Andrew Nguyen

In this paper a class of Ornstein--Uhlenbeck processes driven by compound Poisson processes is considered. The jumps arrive with exponential waiting times and are allowed to be two-sided. The jumps are assumed to form an iid sequence with…

Probability · Mathematics 2016-09-01 Anders Rønn-Nielsen

We extend Monte Carlo samplers based on piecewise deterministic Markov processes (PDMP samplers) by formally defining different boundary conditions such as sticky floors, soft and hard walls and teleportation portals. This allows PDMP…

Computation · Statistics 2023-03-15 Joris Bierkens , Sebastiano Grazzi , Gareth Roberts , Moritz Schauer

A Markov evolution of a system of point particles in $\mathbb{R}^d$ is described at micro-and mesoscopic levels. The particles reproduce themselves at distant points (dispersal) and die, independently and under the influence of each other…

Mathematical Physics · Physics 2015-06-11 Dmitri Finkelshtein , Yuri Kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

In this paper we consider three classes of interacting particle systems on $\mathbb Z$: independent random walks, the exclusion process, and the inclusion process. We allow particles to switch their jump rate (the rate identifies the type…

We propose moment-based variational inference as a flexible framework for approximate smoothing of latent Markov jump processes. The main ingredient of our approach is to partition the set of all transitions of the latent process into…

Machine Learning · Computer Science 2019-05-15 Christian Wildner , Heinz Koeppl
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