Related papers: Local limit approximations for Markov population p…

For an integer $n\geq1$, consider a random partition $\Pi_{n}$ of $\{1,\ldots,n\}$ into $K_{n}$ partition sets with $K_{r,n}$ partition subsets of size $r=1,\ldots,n$, and assume $\Pi_{n}$ distributed according to the Ewens-Pitman model…

In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…

The study of time-inhomogeneous Markov jump processes is a traditional topic within probability theory that has recently attracted substantial attention in various applications. However, their flexibility also incurs a substantial…

The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…

We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as…

Let $(Z_n)_{n\geq 0}$ be a critical branching process in a random environment defined by a Markov chain $(X_n)_{n\geq 0}$ with values in a finite state space $\mathbb X$. Let $ S_n = \sum_{k=1}^n \ln f_{X_k}'(1)$ be the Markov walk…

As a supplement of our previous work, we consider the localized region of the random Schroedinger operators on $l^2({\bf Z}^d)$ and study the point process composed of their eigenvalues and corresponding localization centers. For the…

In this paper we propose an estimator of the distribution of events of different kinds in a homogeneous Poisson process. We give an explicit solution for the maximum likelihood estimator of the distribution and derive its strong consistency…

We consider sequences $(X_t^N)_{t\geq0}$ of Markov processes in two dimensions whose fluid limit is a stable solution of an ordinary differential equation of the form $\dot{x}_t=b(x_t)$, where $b(x)={\pmatrix{-\mu 0 0 \lambda}}x+\tau(x)$…

Consider a graph where the sites are distributed in space according to a Poisson point process on $\mathbb R^n$. We study a population evolving on this network, with individuals jumping between sites with a rate which decreases…

This paper provides a precise error analysis for the maximum likelihood estimate $\hat{a}_{\text{ML}}(u_1^n)$ of the parameter $a$ given samples $u_1^n = (u_1, \ldots, u_n)'$ drawn from a nonstationary Gauss-Markov process $U_i = a U_{i-1}…

Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…

We consider models for molecular sequence evolution in which the transition rates at each site depend on the local sequence context, giving rise to a time-inhomogeneous Markov process in which sites evolve under a complex dependency…

We consider the approximation of the stationary distribution of the finite inclusion process with the Poisson-Dirichlet distribution. Using Stein's method, we derive an explicit bound for the approximation error, which is of order 1/N in…

Let $X_1, \ldots, X_n$ be independent random points drawn from an absolutely continuous probability measure with density $f$ in $\mathbb{R}^d$. Under mild conditions on $f$, we derive a Poisson limit theorem for the number of large…

We consider an elementary model for self-organised criticality, the activated random walk on the complete graph. We introduce a discrete time Markov chain as follows. At each time step, we add an active particle at a random vertex and let…

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…

Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…

This paper uses the generator comparison approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. The "standard" generator comparison approach starts with the Poisson…