Related papers: Damped jump-telegraph processes
In this paper we model basketball plays as episodes from team-specific non-stationary Markov decision processes (MDPs) with shot clock dependent transition probabilities. Bayesian hierarchical models are employed in the modeling and…
The reciprocal class of a Markov path measure is the set of all mixtures of its bridges. We give characterizations of the reciprocal class of a continuous-time Markov random walk on a graph. Our main result is in terms of some reciprocal…
We investigate the dynamic relaxation of random walks on temporal networks by focusing in the recently proposed activity driven model [Perra \textit{et al.} Sci. Rep. srep00469 (2012)]. For realistic activity distributions with a power-law…
We consider weighted graphs satisfying sub-Gaussian estimate for the natural random walk. On such graphs, we study symmetric Markov chains with heavy tailed jumps. We establish a threshold behavior of such Markov chains when the index…
Let $(M,d,\mu)$ be a uniformly discrete metric measure space satisfying space homogeneous volume doubling condition. We consider discrete time Markov chains on $M$ symmetric with respect to $\mu$ and whose one-step transition density is…
The infimum of an integrated current is its extreme value against the direction of its average flow. Using martingale theory, we show that the infima of integrated edge currents in time-homogeneous Markov jump processes are geometrically…
Motivated by applications in mathematical biology concerning randomly alternating motion of micro-organisms, we analyze a generalized integrated telegraph process. The random times between consecutive velocity reversals are…
We introduce weighted Markovian graphs, a random walk model that decouples the transition dynamics of a Markov chain from (random) edge weights representing the cost of traversing each edge. This decoupling allows us to study the…
We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation principle (MDP) for the waiting time process. The waiting times…
Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…
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…
For a system in contact with several reservoirs $r$ at different inverse-temperatures $\beta_r$, we describe how the Markov jump dynamics with the generalized detailed balance condition can be analyzed via a statistical physics approach of…
Let $\{\boldsymbol{X}_n\}$ be a discrete-time $d$-dimensional process on $\mathbb{Z}_+^d$ with a supplemental (background) process $\{J_n\}$ on a finite set and assume the joint process $\{\boldsymbol{Y}_n\}=\{(\boldsymbol{X}_n,J_n)\}$ to…
We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…
We adress the problem of interactions between the longitudinal velocity increment and the energy dissipation rate in fully developed turbulence. The coupling between these two quantities is experimentally investigated by the theory of…
We consider a population of $N$ labeled random walkers moving on a substrate, and an excitation jumping among the walkers upon contact. The label $\mathcal{X}(t)$ of the walker carrying the excitation at time $t$ can be viewed as a…
Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…
We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…
We investigate the two-points correlation function for several boundary-driven interacting particle systems. Our goal is to show that the time evolution of that correlation function is solution to a partial differential equation that can be…
In this paper we revise the theory of turnpikes in discounted Markov decision processes, prove the turnpike theorem for the undiscounted model and apply the results to the specific random walk.