Related papers: Occupation times via Bessel functions
We consider the problem of stochastic flow of multiple particles traveling on a closed loop, with a constraint that particles move without passing. We use a Markov chain description that reduces the problem to a generalized random walk on a…
This paper introduces a novel approach to investigate the dynamics of state distributions, which accommodate both cross-sectional distributions of repeated panels and intra-period distributions of a time series observed at high frequency.…
We study a model of active particles that perform a simple random walk and on top of that have a preferred direction determined by an internal state which is modelled by a stationary Markov process. First we calculate the limiting diffusion…
We show that the joint probability generating function of the stationary measure of a finite state asymmetric exclusion process with open boundaries can be expressed in terms of joint moments of Markov processes called quadratic harnesses.…
We show that the centred occupation time process of the origin of a system of critical binary branching random walks in dimension $d\ge 3$, started off either from a Poisson field or in equilibrium, when suitably normalized, converges to a…
The reduction of a continuous Markov process with multiple metastable states to a discrete rate process is investigated in the presence of slow time dependent parameters such as periodic external forces or slowly fluctuating barrier…
Occupation times quantify how long a stochastic process remains in a region, and their single-time statistics are famously given by the arcsine law for Brownian and L\'evy processes. By contrast, two-time occupation statistics, which…
We introduce a new perspective on positive continuous additive functionals (PCAFs) of Markov processes, which we call space--time occupation measures (STOMs). This notion provides a natural generalization of classical occupation times and…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating…
We consider a hidden Markov model with multiple observation processes, one of which is chosen at each point in time by a policy---a deterministic function of the information state---and attempt to determine which policy minimises the…
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,…
Recent advances in occupancy extrapolation (OE) show that potential of orbital-occupation based energy functions can describe electronic excitations. Here, the OE method in the particle-hole channel is extended to an effective quasiparticle…
Clustered multistate process data are commonly encountered in multicenter observational studies and clinical trials. A clinically important estimand with such data is the marginal probability of being in a particular transient state as a…
In this paper, we identify Laplace transforms of occupation times of intervals until first passage times for spectrally negative L\'evy processes. New analytical identities for scale functions are derived and therefore the results are…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…
A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing…
Motivated by wide-ranging applications such as video delivery over networks using Multiple Description Codes, congestion control, and inventory management, we study the state-tracking of a Markovian random process with a known transition…
The Oslo sandpile model, or if one wants to be precise, ricepile model, is a cellular automaton designed to model experiments on granular piles displaying self-organized criticality. We present an analytic treatment that allows the…