Related papers: Markov processes on time-like graphs

We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…

This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process that takes values in a finite partially ordered set and…

Locally Markov walks are natural generalizations of classical Markov chains, where instead of a particle moving independently of the past, it decides where to move next depending on the last action performed at the current location. We…

The switch chain is a well-known Markov chain for sampling directed graphs with a given degree sequence. While not ergodic in general, we show that it is ergodic for regular degree sequences. We then prove that the switch chain is rapidly…

Product-form stationary distributions in Markov chains have been a foundational advance and driving force in our understanding of stochastic systems. In this paper, we introduce a new product-form relationship that we call "graph-based…

Temporal graphs (in which edges are active at specified times) are of particular relevance for spreading processes on graphs, e.g.~the spread of disease or dissemination of information. Motivated by real-world applications, modification of…

We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton--Watson tree. The particles move independently according to a Markov process and when a branching event occurs, the offspring…

Current concepts of neural networks have emerged over two centuries of progress beginning with the neural doctrine to the idea of neural cell assemblies. Presently the model of neural networks involves distributed neural circuits of nodes,…

Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…

Motivated by multiple applications in social networks, nervous systems, and financial risk analysis, we consider the problem of learning the underlying (directed) influence graph or causal graph of a high-dimensional multivariate…

The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips.…

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

In this paper we consider the problem of graph-based transductive classification, and we are particularly interested in the directed graph scenario which is a natural form for many real world applications. Different from existing research…

Markov chains are a convenient means of generating realizations of networks, since they require little more than a procedure for rewiring edges. If a rewiring procedure exists for generating new graphs with specified statistical properties,…

We consider the problem of conditioning a Markov process on a rare event and of representing this conditioned process by a conditioning-free process, called the effective or driven process. The basic assumption is that the rare event used…

Temporal networks, i.e., networks in which the interactions among a set of elementary units change over time, can be modelled in terms of time-varying graphs, which are time-ordered sequences of graphs over a set of nodes. In such graphs,…

In this paper, we consider a class of inhomogeneous semi-Markov processes directly based on intensity processes for marked point processes. We show that this class satisfies the semi-Markov properties defined elsewhere in the literature. We…

This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

We consider Palm distributions arising in a Markov process with time homogeneous transitions which is jointly stationary with multiple point processes. Motivated by a BAR approach studied in the recent paper Braverman, Dai and Miyazawa…