Related papers: Two-Limit Problems for Almost Semi-Continuous Proc…

The aim of this paper is to study the fluctuations of a general class of supercritical branching Markov processes with non-local branching mechanisms. We show the existence of three regimes according to the size of the spectral gap…

Interval Markov chains extend classical Markov chains with the possibility to describe transition probabilities using intervals, rather than exact values. While the standard formulation of interval Markov chains features closed intervals,…

The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity: instead of decaying gradually over time, their…

The extremes of a univariate Markov chain with regulary varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper, we extend…

We study infinite horizon control of continuous-time non-linear branching processes with almost sure extinction for general (positive or negative) discount. Our main goal is to study the link between infinite horizon control of these…

In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…

We study a specific convex maximization problem in the space of continuous functions defined on a semi-infinite interval. An unexplained connection to the discrete version of this problem is investigated.

In this work we study the asymptotic of renewal sequences associated with certain transient renewal Markov chains and enquire about the existence of limit laws in this set up.

For spectrally positive L\'evy processes killed on exiting the half-line, existence of a quasi-stationary distribution is characterized by the exponential integrability of the exit time, the Laplace exponent and the non-negativity of the…

In this paper we study the additive functionals of Markov chains via conditioning with respect to both past and future of the chain. We shall point out new sufficient projective conditions, which assure that the variance of partial sums of…

In this paper, a new method for solving the problem of optimal control of semi-Markov processes with finitely many states is considered. A new form of the assertion on an extremum of a liner-fractional integral functional given on a set of…

Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…

In this paper we describe the asymptotic behavior, in the exponential time scale, of solutions to quasi-linear parabolic equations with a small parameter at the second order term and the long time behavior of corresponding diffusion…

We consider a finite state discrete time process X. Without loss of generality the finite state space can be identified with the set of unit vectors {e1, e2, . . . , eN} with ei = (0, . . . , 0, 1, 0, . . . , 0)0 2 RN. For a Markov chain…

We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments…

In the paper we study continuous time controlled Markov processes using discrete time controlled Markov processes. We consider long run functionals: average reward per unit time or long run risk sensitive functional. We also investigate…

This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…

We consider the growth, order, and finiteness problems for automaton (semi)groups. We propose new implementations and compare them with the existing ones. As a result of extensive experimentations, we propose some conjectures on the order…

We study algorithms to analyze a particular class of Markov population processes that is often used in epidemiology. More specifically, Markov binomial chains are the model that arises from stochastic time-discretizations of classical…

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…