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A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…

Probability · Mathematics 2024-01-30 Miguel González , Carmen Minuesa , Manuel Mota , Inés del Puerto , Alfonso Ramos

Characterizing whether a Markov process of discrete random variables has an homogeneous continuous-time realization is a hard problem. In practice, this problem reduces to deciding when a given Markov matrix can be written as the…

Probability · Mathematics 2021-06-23 Marta Casanellas , Jesús Fernández-Sánchez , Jordi Roca-Lacostena

We present a method to sample Markov-chain trajectories constrained to both the initial and final conditions, which we term Markov bridges. The trajectories are conditioned to end in a specific state at a given time. We derive the master…

Statistical Mechanics · Physics 2025-01-07 Guillaume Le Treut , Sarah Ancheta , Greg Huber , Henri Orland , David Yllanes

We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…

Data Analysis, Statistics and Probability · Physics 2016-03-23 Pedro Lencastre , Frank Raischel , Tim Rogers , Pedro G. Lind

A branching process in a Markovian environment consists of an irreducible Markov chain on a set of "environments" together with an offspring distribution for each environment. At each time step the chain transitions to a new random…

Probability · Mathematics 2021-06-22 Lila Greco , Lionel Levine

We present an investigation of stochastic evolution in which a family of evolution equations in $L^1$ are driven by continuous-time Markov processes. These are examples of so-called piecewise deterministic Markov processes (PDMP's) on the…

Probability · Mathematics 2020-12-01 Paweł Klimasara , Michael C. Mackey , Andrzej Tomski , Marta Tyran-Kamińska

The goal of branch length estimation in phylogenetic inference is to estimate the divergence time between a set of sequences based on compositional differences between them. A number of software is currently available facilitating branch…

Populations and Evolution · Quantitative Biology 2012-07-06 Ania Kedzierska , Marta Casanellas

We consider a simple discrete-time Markov chain with values in $[0,\infty)^{Z^d}$. The Markov chain describes various interesting examples such as oriented percolation, directed polymers in random environment, time discretizations of binary…

Probability · Mathematics 2009-06-26 Nobuo Yoshida

Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…

Machine Learning · Computer Science 2021-06-25 Francesca Cairoli , Ginevra Carbone , Luca Bortolussi

Markov models of character substitution on phylogenies form the foundation of phylogenetic inference frameworks. Early models made the simplifying assumption that the substitution process is homogeneous over time and across sites in the…

Populations and Evolution · Quantitative Biology 2019-06-13 Guy Baele , Mandev S. Gill , Philippe Lemey , Marc A. Suchard

We propose a class of evolutionary models that involves an arbitrary exchangeable process as the breeding process and different selection schemes. In those models, a new genome is born according to the breeding process, and then a genome is…

Neural and Evolutionary Computing · Computer Science 2020-08-25 Jüri Lember , Chris Watkins

Evolutionary branching is analysed in a stochastic, individual-based population model under mutation and selection. In such models, the common assumption is that individual reproduction and life career are characterised by values of a…

Populations and Evolution · Quantitative Biology 2025-10-01 S. Sagitov , B. Mehlig , P. Jagers , V. Vatutin

Markov chains are a common framework for individual-based state and time discrete models in ecology and evolution. Their use, however, is largely limited to systems with a low number of states, since the transition matrices involved pose…

Quantitative Methods · Quantitative Biology 2014-07-10 Katja Reichel , Valentin Bahier , Cédric Midoux , Jean-Pierre Masson , Solenn Stoeckel

Phylogenetics uses alignments of molecular sequence data to learn about evolutionary trees relating species. Along branches, sequence evolution is modelled using a continuous-time Markov process characterised by an instantaneous rate…

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

We consider the problem of estimating the transition rate matrix of a continuous-time Markov chain from a finite-duration realisation of this process. We approach this problem in an imprecise probabilistic framework, using a set of prior…

Machine Learning · Statistics 2018-07-12 Thomas Krak , Alexander Erreygers , Jasper De Bock

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…

Probability · Mathematics 2022-07-04 Tomasz Bielecki , Jacek Jakubowski , Maciej Wiśniewolski

We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…

Other Condensed Matter · Physics 2009-11-11 Semen A. Trygubenko , David J. Wales

We revisit the classical problem of approximating a stochastic differential equation by a discrete-time and discrete-space Markov chain. Our construction iterates Caratheodory's theorem over time to match the moments of the increments…

Probability · Mathematics 2021-11-08 Francesco Cosentino , Harald Oberhauser , Alessandro Abate

In the last years, many authors studied a class of continuous time semi-Markov processes obtained by time-changing Markov processes by hitting times of independent subordinators. Such processes are governed by integro-differential…

Probability · Mathematics 2020-02-24 Angelica Pachon , Federico Polito , Costantino Ricciuti
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