Related papers: Exactly Solvable Birth and Death Processes
Stochastic models that incorporate birth, death and immigration (also called birth-death and innovation models) are ubiquitous and applicable to many research topics such as quantifying species sizes in ecological populations, describing…
In this paper we study the long term evolution of a continuous time Markov chain formed by two interacting birth-and-death processes. The interaction between the processes is modelled by transition rates which are functions with suitable…
It is shown how choices based on the $q$-Racah polynomials for the masses and spring constants along a chain give new systems that exactly allow dispersionless end-to-end transmission of a pulse as well as periodic splitting of the initial…
Mean-field models are often used to approximate Markov processes with large state-spaces. One-step processes, also known as birth-death processes, are an important class of such processes and are processes with state space…
In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…
This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented by differential equations and discrete events given by a…
This paper aims to clarify certain aspects of the relations between birth-death processes, measures solving a Stieltjes moment problem, and sets of parameters defining polynomial sequences that are orthogonal with respect to such a measure.…
New exactly solvable one-dimensional XX spin chain models that exhibit perfect state transfer are defined. These models have inhomogeneous couplings and magnetic fields determined from the three-term recurrence relations satisfied by the…
We introduce a pair of novel difference equations, whose solutions are expressed in terms of Racah or Wilson polynomials depending on the nature of the finite-difference step. A number of special cases and limit relations are also examined,…
A semi-Markov process method for obtaining general counting statistics for open quantum systems is extended to the scenario of resetting. The simultaneous presence of random resets and wave function collapses means that the quantum jump…
We revisit the problem of constructing the stationary states of the multispecies asymmetric simple exclusion process on a one-dimensional periodic lattice. Central to our approach is a quantum oscillator weighted five vertex model which…
In this paper we survey the almost sure central limit theorem and its functional form (quenched) for stationary and ergodic processes. For additive functionals of a stationary and ergodic Markov chain these theorems are known under the…
Hybrid systems, and Piecewise Deterministic Markov Processes in particular, are widely used to model and numerically study systems exhibiting multiple time scales in biochemical reaction kinetics and related areas. In this paper an almost…
Reinforced processes are known to provide a stochastic representation for the quasi-stationary distribution of a given killed Markov process - describing the killed Markov process at fixed time instants. In this paper we shall adapt the…
We study the positive recurrence of multi-dimensional birth-and-death processes describing the evolution of a large class of stochastic systems, a typical example being the randomly varying number of flow-level transfers in a…
In this note we consider a Markov chain formed by a finite system of interacting birth-and-death processes on a finite state space. We study an asymptotic behaviour of the Markov chain as its state space becomes large. In particular, we…
The infinitesimal transition probability operator for a continuous-time discrete-state Markov process, $\mathcal{Q}$, can be decomposed into a symmetric and a skew-symmetric parts. As recently shown for the case of diffusion processes,…
There exists an exact relationship between the quasi-exactly solvable problems of quantum mechanics and models of square and rectangular random complex matrices. This relationship enables one to reduce the problem of constructing…
The transition matrix of a Markov chain $(X_k,k\geq 0)$ on a finite or infinite rooted tree is said to be almost upper-directed if, given $X_k$, the node $X_{k+1}$ is either a descendant of $X_k$ or the parent of $X_k$. It is said to be…
We study two families of QBD processes with linear rates: (A) the multiserver retrial queue and its easier relative; and (B) the multiserver M/M/infinity Markov modulated queue. The linear rates imply that the stationary probabilities…