Related papers: Phase transition in a log-normal Markov functional…
We present a general, rigorous theory of partition function zeros for lattice spin models depending on one complex parameter. First, we formulate a set of natural assumptions which are verified for a large class of spin models in a…
A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
Two known distinct examples of one-dimensional systems which are known to exhibit a phase transition are critically examined: (A) a lattice model with harmonic nearest-neighbor elastic interactions and an on-site Morse potential, and (B)…
Many biological and medical questions can be modeled using time-to-event data in finite-state Markov chains, with the phase-type distribution describing intervals between events. We solve the inverse problem: given a phase-type…
We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov process in a discrete state space. More precisely, we use the…
We argue that the phase transition in the mean-field XY model is related to a particular change in the topology of its configuration space. The nature of this topological transition can be discussed on the basis of elementary Morse theory…
Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…
A Markovian dichotomic system driven by a deterministic time-periodic force is analyzed in terms of the statistical properties of the switching events between the states. The consideration of the counting process of the switching events…
In this paper, we demonstrate through the use of matrix calculus a transparent analysis of fractional inhomogeneous Markov models for life insurance where transition matrices commute. The resulting formulae are intuitive matrix…
We solve a simple model that supports a dynamic phase transition and show conditions for the existence of the transition. Using methods of large deviation theory we analytically compute the probability distribution for activity and entropy…
We consider a nonequilibrium process on a timeline with discrete sites which evolves by a non-Markovian update rule in such a way that an active site at time t activates one or several sites in the future at time t+dt. The time intervals dt…
We explore some aspects of phase transitions in cellular automata. We start recalling the standard formulation of statistical mechanics of discrete systems (Ising model), illustrating the Monte Carlo approach as Markov chains and stochastic…
We consider a system of $N$ identical independent Markov processes, each taking values 0 or 1. The system describes a stochastic dynamics of an ensemble of two-level atoms. The atoms are exposed to a photon flux. Under the photon flux…
To analyze phase transitions in a nonequilibrium system we study its grand canonical partition function as a function of complex fugacity. Real and positive roots of the partition function mark phase transitions. This behavior, first found…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
This paper introduces an analytical formula for the fractional-order conditional moments of nonlinear drift constant elasticity of variance (NLD-CEV) processes under regime switching, governed by continuous-time finite-state irreducible…
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…