Related papers: K-processes, scaling limit and aging for the trap …
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…
Problems of existence, construction and estimation of parameters of interval colorings of complete k-partite graphs K_{n}^{k} are investigated.
We study the zero-range process on the complete graph. It is a Markov chain model for a microcanonical ensemble. We prove that the process converges to a fluid limit. The fluid limit rapidly relaxes to the appropriate Gibbs distribution.
This paper surveys the analysis of parametric Markov models whose transitions are labelled with functions over a finite set of parameters. These models are symbolic representations of uncountable many concrete probabilistic models, each…
Flowgraph models provide an alternative approach in modeling a multi-state stochastic process. One of the most widely used stochastic processes that have many real-world applications especially in actuarial models is the Markov jump process…
Deterministic equilibrium flows in transport networks can be investigated by means of Markov's processes defined on the dual graph representations of the network. Sustained movement patterns are generated by a subset of automorphisms of the…
Quantum graphs model processes in complex systems represented as spatial networks in various fields of natural science and technology. An example is the oscillations of elastic string networks, the nodes of which, besides the continuity…
A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…
Consider a uniformly sampled random $d$-regular graph on $n$ vertices. If $d$ is fixed and $n$ goes to $\infty$ then we can relate typical (large probability) properties of such random graph to a family of invariant random processes (called…
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…
We study a class of many body chaotic models related to the Brownian Sachdev-Ye-Kitaev model. An emergent symmetry maps the quantum dynamics into a classical stochastic process. Thus we are able to study many dynamical properties at finite…
The aging regime of the trap model, observed for a temperature T below the glass transition temperature T_g, is a prototypical example of non-stationary out-of-equilibrium state. We characterize this state by evaluating its "distance to…
Let $\mathcal{P}_k(n)$ denote the set of partitions of $n$ whose largest part is bounded by $k,$ which are in well-known bijection with $(k+1)$-cores $\mathcal{C}_k$. We study a growth process on $\mathcal{C}_k$, whose stationary…
We study the asymptotic behaviour of Markov processes on large weighted Erdos-Renyi graphs where the transition rates of the vertices are only influenced by the state of their neighbours and the corresponding weight on the edges. We find…
An individual-based model of an infinite system of point particles in $\mathbb{R}^d$ is proposed and studied. In this model, each particle at random produces a finite number of new particles and disappears afterwards. The phase space for…
We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the…
In this note, we investigate fundamental relations between exploration processes in random graphs, and branching processes. We formulate a class of models that we call {\em rank-$k$ random graphs}, and that are special in that their…
We study the Fleming-Viot particle process formed by N interacting continuous-time asymmetric random walks on the cycle graph, with uniform killing. We show that this model has a remarkable exact solvability, despite the fact that it is…
Markov chains are the de facto finite-state model for stochastic dynamical systems, and Markov decision processes (MDPs) extend Markov chains by incorporating non-deterministic behaviors. Given an MDP and rewards on states, a classical…
Many economic models feature monotone Markov dynamics on state spaces that may be noncompact. Establishing existence, uniqueness, and stability of stationary distributions in such settings has required a patchwork of sufficient conditions,…