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The aim of this paper is to derive macroscopic equations for processes on large co-evolving networks, examples being opinion polarization with the emergence of filter bubbles or other social processes such as norm development. This leads to…

Analysis of PDEs · Mathematics 2021-04-29 Martin Burger

We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically…

Computational Finance · Quantitative Finance 2015-05-19 Dan Pirjol

Deterministic models of vegetation often summarize, at a macroscopic scale, a multitude of intrinsically random events occurring at a microscopic scale. We bridge the gap between these scales by demonstrating convergence to a mean-field…

Dynamical Systems · Mathematics 2021-05-20 Denis D. Patterson , Simon A. Levin , A. Carla Staver , Jonathan D. Touboul

We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary…

Probability · Mathematics 2013-03-04 Alexei Borodin , Grigori Olshanski

A superprocess limit for an interacting birth-death particle system modelling a population with trait and physical age-structures is established. Traits of newborn offspring are inherited from the parents except when mutations occur, while…

Probability · Mathematics 2011-11-29 Sylvie Méléard , Viet Chi Tran

Large continuous-time Markov chains with exponentially small transition rates arise in modeling complex systems in physics, chemistry and biology. We propose a constructive graph-algorithmic approach to determine the sequence of critical…

Probability · Mathematics 2017-02-01 Tingyue Gan , Maria Cameron

We discuss the long term behaviour of trap models on the integers with asymptotically vanishing drift, providing scaling limit theorems and ageing results. Depending on the tail behaviour of the traps and the strength of the drift, we…

Probability · Mathematics 2010-03-09 Nina Gantert , Peter Moerters , Vitali Wachtel

We study Markov population processes on large graphs, with the local state transition rates of a single vertex being linear function of its neighborhood. A simple way to approximate such processes is by a system of ODEs called the…

Probability · Mathematics 2021-08-30 Dániel Keliger

We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…

Systems and Control · Computer Science 2014-11-24 Collin C. Lutz , Daniel J. Stilwell

Markov processes play an important role in physics and the theory of open systems in particular. In this paper we study the asymptotic evolution of trace-nonincreasing homogenous quantum Markov processes (both types, discrete quantum Markov…

Quantum Physics · Physics 2019-02-19 Jaroslav Novotný , Jirí Maryška , Igor Jex

A lumping of a Markov chain is a coordinate-wise projection of the chain. We characterise the entropy rate preservation of a lumping of an aperiodic and irreducible Markov chain on a finite state space by the random growth rate of the…

Information Theory · Computer Science 2015-04-21 Bernhard C. Geiger , Christoph Temmel

We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions under which such processes possess a given target distribution…

Probability · Mathematics 2021-04-06 Andi Q. Wang , Murray Pollock , Gareth O. Roberts , David Steinsaltz

We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate conjectures for diffusions with inert drift.

Probability · Mathematics 2008-10-19 Krzysztof Burdzy , David White

We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…

Probability · Mathematics 2010-11-16 Leonid Petrov

We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton--Watson tree. The particles move independently according to a Markov process and when a branching event occurs, the offspring…

Probability · Mathematics 2012-02-20 Vincent Bansaye , Jean-François Delmas , Laurence Marsalle , Viet Chi Tran

In this paper we develop the theory of {\it polymorphisms} of measure spaces, which is a generalization of the theory of measure-preserving transformations; we describe the main notions and discuss relations to the theory of Markov…

Dynamical Systems · Mathematics 2007-05-23 A. Vershik

We investigate local-density dependent Markov processes on a class of large graphs sampled from a graphon, where the transition rates of the vertices are influenced by the states of their neighbors. We show that as the average degree…

Probability · Mathematics 2020-11-24 Daniel Keliger , Illes Horvath , Balint Takacs

We explore two notions of stationary processes. The first is called a random-step Markov process in which the stationary process of states, $(X_i)_{i \in \mathbb{Z}}$ has a stationary coupling with an independent process on the positive…

Probability · Mathematics 2014-10-07 Neal Bushaw , Karen Gunderson , Steven Kalikow

Monte Carlo simulations on the SK model have been done to investigate aging processes after a rapid quench from $T=\infty$ to the spin-glass phase. The time range of simulations is taken care of so that the system does not surmount…

Disordered Systems and Neural Networks · Physics 2008-02-03 Hajime Takayama , Hajime Yoshino , Koji Hukushima

Structural properties of evolving random graphs are investigated. Treating linking as a dynamic aggregation process, rate equations for the distribution of node to node distances (paths) and of cycles are formulated and solved analytically.…

Statistical Mechanics · Physics 2007-05-23 E. Ben-Naim , P. L. Krapivsky