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The purpose of this paper is to extend the investigation of the Fleming-Viot process in discrete space started in a previous work to two specific examples. The first one corresponds to a random walk on the complete graph. Due to its…

Probability · Mathematics 2016-03-16 Bertrand Cloez , Marie-Noémie Thai

We take up the issue of deriving the limit as $n\to\infty$ of the GREM-like K process on a tree with $n$ levels. Under specific conditions on the parameters of the process, implying the martingality of a modification of the underlying clock…

Probability · Mathematics 2014-12-16 Luiz Renato Fontes , Gabriel R. C. Peixoto

In recent work, Baez, Fong and the author introduced a framework for describing Markov processes equipped with a detailed balanced equilibrium as open systems of a certain type. These `open Markov processes' serve as the building blocks for…

Biological Physics · Physics 2016-11-02 Blake S. Pollard

We study a Markov decision problem in which the state space is the set of finite marked point configurations in the plane, the actions represent thinnings, the reward is proportional to the mark sum which is discounted over time, and the…

Probability · Mathematics 2023-09-08 M. N. M. van Lieshout

In this paper, we develop a more general framework of block-structured Markov processes in the queueing study of blockchain systems, which can provide analysis both for the stationary performance measures and for the sojourn times of any…

Cryptography and Security · Computer Science 2019-04-09 Quan-Lin Li , Jing-Yu Ma , Yan-Xia Chang , Fan-Qi Ma , Hai-Bo Yu

In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…

Probability · Mathematics 2024-11-08 Leonid Koralov , Ishfaaq Mohammed Imtiyas

We construct two types of equilibrium dynamics of infinite particle systems in a locally compact Polish space $X$, for which certain fermion point processes are invariant. The Glauber dynamics is a birth-and-death process in $X$, while in…

Probability · Mathematics 2007-05-23 E. Lytvynov , N. Ohlerich

In this paper, we outline a model of graph (or network) dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The…

Probability · Mathematics 2015-05-28 Marco Raberto , Fabio Rapallo , Enrico Scalas

We consider a continuous time Markov process on $\mathbb{N}_0$ which can be interpreted as generalized alternating birth-death process in a non-autonomous random environment. Depending on the status of the environment the process either…

Probability · Mathematics 2020-05-13 Hans Daduna

In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…

Numerical Analysis · Mathematics 2025-06-19 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…

Probability · Mathematics 2023-08-17 B. D. Goddard , M. Ottobre , K. J. Painter , I. Souttar

We investigate the stability of quantum Markov processes with respect to perturbations of their transition maps. In the first part, we introduce a condition number that measures the sensitivity of fixed points of a quantum channel to…

Mathematical Physics · Physics 2013-03-25 Oleg Szehr , Michael M. Wolf

We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov process in a discrete state space. More precisely, we use the…

Probability · Mathematics 2017-02-08 Giacomo Di Gesù , Tony Lelièvre , Dorian Le Peutrec , Boris Nectoux

The classical embeddability problem asks whether a given stochastic matrix $T$, describing transition probabilities of a $d$-level system, can arise from the underlying homogeneous continuous-time Markov process. Here, we investigate the…

Recent studies on the phenomenology of ageing in certain many-particle systems which are at a critical point of their non-equilibrium steady-states, are reviewed. Examples include the contact process, the parity-conserving…

Statistical Mechanics · Physics 2007-05-23 Malte Henkel

We consider the problem of sampling a proper $k$-coloring of a graph of maximal degree $\Delta$ uniformly at random. We describe a new Markov chain for sampling colorings, and show that it mixes rapidly on graphs of bounded treewidth if…

Data Structures and Algorithms · Computer Science 2017-08-10 Shai Vardi

We consider one-dimensional directed trap models and suppose that the trapping times are heavy-tailed. We obtain the inverse of a stable subordinator as scaling limit and prove an aging phenomenon expressed in terms of the generalized…

Probability · Mathematics 2008-07-09 Olivier Zindy

This paper studies: (i) the long time behaviour of the empirical distribution of age and normalised position of an age dependent critical branching Markov process conditioned on non-extinction; and (ii) the super-process limit of a sequence…

Probability · Mathematics 2007-05-23 Krishna Athreya , Siva Athreya , Srikanth Iyer

In this paper we consider random dynamical systems formed by concatenating maps acting on the unit interval $[0,1]$ in an iid fashion. Considered as a stationary Markov process, the random dynamical system possesses a unique stationary…

Dynamical Systems · Mathematics 2024-11-20 Romain Aimino , Matthew Nicol , Andrew Török

Studying the behaviour of Markov processes at boundary points of the state space has a long history, dating back all the way to William Feller. With different motivations in mind entrance and exit questions have been explored for different…

Probability · Mathematics 2024-10-11 Samuel Baguley , Leif Döring , Quan Shi