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Related papers: Recurrence for branching Markov chains

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We give recurrence and transience criteria for two cases of time-homogeneous Markov chains on the real line with transition kernel $p(x,dy)=f_x(y-x)dy$, where $f_x(y)$ are probability densities of symmetric distributions and, for large…

Probability · Mathematics 2012-08-20 Nikola Sandrić

We give three different criteria for transience of a Branching Markov Chain. These conditions enable us to give a classification of Branching Random Walks in Random Environment (BRWRE) on Cayley Graphs in recurrence and transience. This…

Probability · Mathematics 2008-11-12 Sebastian Müller

We consider the recurrence and transience problem for a time-homogeneous Markov chain on the real line with transition kernel $p(x,\mathrm{d}y)=f_x(y-x)\,\mathrm{d}y$, where the density functions $f_x(y)$, for large $|y|$, have a power-law…

Probability · Mathematics 2013-12-19 Nikola Sandrić

We present a recurrence-transience classification for discrete-time Markov chains on manifolds with negative curvature. Our classification depends only on geometric quantities associated to the increments of the chain, defined via the…

Probability · Mathematics 2020-11-10 John Armstrong , Tim King

The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…

Probability · Mathematics 2017-12-11 Peggy Cénac , Basile De Loynes , Yoann Offret , Arnaud Rousselle

It is shown that transient graphs for the simple random walk do not admit a nearest neighbor transient Markov chain (not necessarily a reversible one), that crosses all edges with positive probability, while there is such chain for the…

Probability · Mathematics 2019-02-15 Itai Benjamini , Jonathan Hermon

We investigate recurrence and transience of Branching Markov Chains (BMC) in discrete time. Branching Markov Chains are clouds of particles which move (according to an irreducible underlying Markov Chain) and produce offspring…

Probability · Mathematics 2016-09-07 Nina Gantert , Sebastian Mueller

We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…

Probability · Mathematics 2010-04-08 Kyle Siegrist

We characterize recurrence and transience of nonnegative multivariate autoregressive processes of order one with random contractive coefficient matrix, of subcritical multitype Galton-Watson branching processes in random environment with…

Probability · Mathematics 2016-10-18 Martin P. W. Zerner

We continue our study of critical branching random walk and branching capacity. In this paper we introduce branching recurrence and branching transience and prove an analogous version of Wiener's Test.

Probability · Mathematics 2017-02-01 Qingsan Zhu

We first study labeled transition systems with explicit successful termination. We establish the notions of strong, weak, and branching bisimulation in terms of boolean matrix theory, introducing thus a novel and powerful algebraic…

Logic in Computer Science · Computer Science 2009-12-12 Nikola Trčka

A short proof of the equivalence of the recurrence of non-backtracking random walk and that of simple random walk on regular infinite graphs is given. It is then shown how this proof can be extended in certain cases where the graph in…

Probability · Mathematics 2019-05-21 Paul Jung , Greg Markowsky

We develop a criterion for transience for a general model of branching Markov chains. In the case of multi-dimensional branching random walk in random environment (BRWRE) this criterion becomes explicit. In particular, we show that…

Probability · Mathematics 2008-11-12 Sebastian Müller

We study the recurrence/transience phase transition for Markov chains on $\mathbb{R}_+$, $\mathbb{R}$, and $\mathbb{R}^2$ whose increments have heavy tails with exponent in $(1,2)$ and asymptotically zero mean. This is the infinite-variance…

Probability · Mathematics 2019-06-24 Nicholas Georgiou , Mikhail V. Menshikov , Dimitri Petritis , Andrew R. Wade

This article continues our study of Markovian consistency and Markov copulae. In particular, we characterize the weak Markovian consistency for finite Markov chains. We discuss some aspects of dependence between the components of a…

Probability · Mathematics 2013-03-12 Tomasz R. Bielecki , Jacek Jakubowski , Mariusz Niewęgłowski

We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…

Probability · Mathematics 2018-11-20 Julien Brémont

We define a random walk on the set of primitive points of $\mathbb{Z}^d$. We prove that for walks generated by measures satisfying mild conditions these walks are recurrent in a strong sense. That is, we show that the associated Markov…

Probability · Mathematics 2017-11-03 Oliver Sargent

For a class of irreducible Markov chains with an infinitely countable set of states, we establish a new verifiable necessary and sufficient condition for recurrence and transience. We show that if one of the basic assumptions is not…

Probability · Mathematics 2024-10-08 Vyacheslav M. Abramov

We develop criteria for recurrence and transience of one-dimensional Markov processes which have jumps and oscillate between $+\infty$ and $-\infty$. The conditions are based on a Markov chain which only consists of jumps (overshoots) of…

Probability · Mathematics 2020-04-17 Björn Böttcher

We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…

Probability · Mathematics 2015-11-30 P. Caputo , A. Faggionato , A. Gaudilliere
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