Related papers: Stochastic Flips on Two-letter Words
We consider the stochastic gene expression process with inter-state flip-flops. An exact steady-state solution to the master equation is calculated. One of the main goals in this paper is to investigate whether the probability distribution…
This paper concerns two-dimensional Filippov systems --- ordinary differential equations that are discontinuous on one-dimensional switching manifolds. In the situation that a stable focus transitions to an unstable focus by colliding with…
Since their introduction, anchoring methods in extragradient-type saddlepoint problems have inspired a flurry of research due to their ability to provide order-optimal rates of accelerated convergence in very general problem settings. Such…
We investigate the behavior of the periods and border lengths of random words over a fixed alphabet. We show that the asymptotic probability that a random word has a given maximal border length $k$ is a constant, depending only on $k$ and…
Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…
This paper describes the probabilistic behaviour of a random Sturmian word. It performs the probabilistic analysis of the recurrence function which can be viewed as a waiting time to discover all the factors of length $n$ of the Sturmian…
We propose a new tamed Milstein-type scheme for stochastic differential equation with Markovian switching when drift coefficient is assumed to grow super-linearly. The strong rate of convergence is shown to be equal to $1.0$ under mild…
We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…
The random Fibonacci chain is a generalisation of the classical Fibonacci substitution and is defined as the rule mapping $0\mapsto 1$ and $1 \mapsto 01$ with probability $p$ and $1 \mapsto 10$ with probability $1-p$ for $0<p<1$ and where…
A general method to construct recombinant tree approximations for stochastic volatility models is developed and applied to the Heston model for stock price dynamics. In this application, the resulting approximation is a four tuple Markov…
We present a formula for the spectroscopically accessible level shifts and decay rates of an atom moving at an arbitrary angle relative to a surface. Our Markov formulation leads to an intuitive analytic description whereby the shifts and…
We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…
Stationary ergodic processes with finite alphabets are estimated by finite memory processes from a sample, an n-length realization of the process, where the memory depth of the estimator process is also estimated from the sample using…
We study Markov population processes on large graphs, with the local state transition rates of a single vertex being linear function of its neighborhood. A simple way to approximate such processes is by a system of ODEs called the…
For an arbitrary word $w$ on an alphabet, we can define the alternating symbol graph, $G(w)$, as the graph in which the edge $(a, b)$ is in $E$ iff the letters $a$ and $b$ alternate in the word $w$. A graph $G = (V, E)$ is said to be…
We consider a Markovian evolution on point processes, the $\Psi$--process, on the unit interval in which points are added according to a rule that depends only on the spacings of the existing point configuration. Having chosen a spacing, a…
Given an infinite word ${\bf w}$ on a finite alphabet, an immediate question arises:~can we understand the frequency of letters in ${\bf w}$\,? For words that are the fixed points of substitutions, the answer to this question is often `yes'…
We consider almost upper semi-continuous processes defined on a finite Markov chain. The distributions of the functionals associated with the exit from a finite interval are studied. We also consider some modification of these processes.
Feature selection is a widely used dimension reduction technique to select feature subsets because of its interpretability. Many methods have been proposed and achieved good results, in which the relationships between adjacent data points…
Bit-flip mutation is a common mutation operator for evolutionary algorithms applied to optimize functions over binary strings. In this paper, we develop results from the theory of landscapes and Krawtchouk polynomials to exactly compute the…