Related papers: Processes with a Local Deterministic Interaction: …
We construct the non-linear Markov process connected with biological model of bacterial genome recombination. The description of invariant measures of this process gives us the solution of one problem in elementary probability theory.
The nonlinear Markov processes are the measure-valued dynamical systems which preserve positivity. They can be represented as the law of large numbers limits of general Markov models of interacting particles. In physics, the kinetic…
We define a Markov process on the set of countable graphs with spins. Transitions are local substitutions in the graph. It is proved that the scaling macrodimension is an invariant of such dynamics.
We derive new concentration bounds for time averages of measurement outcomes in quantum Markov processes. This generalizes well-known bounds for classical Markov chains which provide constraints on finite time fluctuations of time-additive…
In this paper we study Green measures for certain classes of random time change Markov processes where the random time change are inverse subordinators. We show the existence of the Green measure for these processes under the condition of…
In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and…
We introduce driven exclusion processes with internal states that serve as generic transport models in various contexts, ranging from molecular or vehicular traffic on parallel lanes to spintronics. The ensuing non-equilibrium steady states…
Markovian diffusion processes yield a system of conservation laws which couple various conditional expectation values (local moments). Solutions of that closed system of deterministic partial differential equations stand for a regular…
A distributional equation as a criterion for invariant measures of Markov processes associated to L\'evy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
The contact process is a particular case of birth-and-death processes on infinite particle configurations. We consider the contact models on locally compact separable metric spaces. We prove the existence of a one-parameter set of invariant…
In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…
We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…
This paper proves that, under a monotonicity condition, the invariant probability measure of a McKean--Vlasov process can be approximated by weighted empirical measures of some processes including itself. These processes are described by…
Reinforcement Learning Algorithms are predominantly developed for stationary environments, and the limited literature that considers nonstationary environments often involves specific assumptions about changes that can occur in transition…
Several long-time limit theorems of one-dimensional L\'{e}vy processes weighted and normalized by functions of the local time are studied. The long-time limits are taken via certain families of random times, called clocks: exponential…
This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…
In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are…
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…
In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…