Related papers: Upward and Downward Runs on Partially Ordered Sets
We introduce simple conditions ensuring that invariant distributions of a Feller Markov chain on a compact Riemannian manifold are absolutely continuous with a lower semi-continuous, continuous or smooth density with respect to the…
For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…
Iterative load balancing algorithms for indivisible tokens have been studied intensively in the past. Complementing previous worst-case analyses, we study an average-case scenario where the load inputs are drawn from a fixed probability…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
We investigate multivariate regular variation in the context of time-homogeneous Markov chains on general vector spaces and in random coefficient linear models. In the first part, we show that the regular variation of the stationary…
We review a recent development at the interface between discrete mathematics on one hand and probability theory and statistics on the other, specifically the use of Markov chains and their boundary theory in connection with the asymptotics…
It is a well-known fact that genetic sequences may contain sections with repeated units, called repeats, that differ in length over a population, with a length distribution of geometric type. A simple class of recombination models with…
Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive extension for linear functionals accompanied by additional conditions that ensure the regularity of the…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
We summarize some facts on chains (totally ordered sets), from an order-theoretic and from a topological point of view. We highlight the fact that many classical theorems that are true for partially ordered sets under some completeness…
In this note, a general approach to the study of non-stationary Markov chains with catastrophes and the corresponding queuing models is considered, as well as to obtain estimates of the limiting regime itself. As an illustration, an example…
Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…
We consider continuous-time Markov chain on a finite state space X. We assume X can be clustered into several subsets such that the intra-transition rates within these subsets are of order $\mathcal{O}(\frac{1}{\epsilon})$ comparing to the…
Given a finite Markov chain, we investigate the first minors of the transition matrix of a lifting of this Markov chain to covering trees. In a simple case we exhibit a nice factorisation of these minors, and we conjecture that it holds…
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…
The goal of these lectures is to survey some of the recent progress on the description of large-scale structure of random trees. We use the framework of Markov-Branching sequences of trees and discuss several applications.
The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is…
General characterizations of ergodic Markov chains have been developed in considerable detail. In this paper, we study the transience for discrete-time Markov chains on general state spaces, including the geometric transience and algebraic…