Related papers: A Martingale approach to metastability
We prove that for a random walk on the real line whose increments have zero mean and are either integer-valued or spread out (i.e. the distributions of the steps of the walk are eventually non-singular), the Markov chain of overshoots above…
We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…
We investigate the mixing properties of a model of reversible Markov chains in random environment, which notably contains the simple random walk on the superposition of a deterministic graph and a second graph whose vertex set has been…
We introduce a novel model for active particles with short-range aligning interactions and study their behaviour in crowded environments using numerical simulations. When only active particles are present, we observe a transition from a…
It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…
A rigorous and largely self-contained account of (a) the bread-and-butter concepts and techniques in Markov chain theory and (b) the long-term behaviour of chains. As much as possible, the treatment is probabilistic instead of analytical (I…
Consider a Markov chain with finite state space and suppose you wish to change time replacing the integer step index $n$ with a random counting process $N(t)$. What happens to the mixing time of the Markov chain? We present a partial reply…
We investigate the large-time scaling regimes arising from a variety of metastable structures in a chain of Ising spins with both first- and second-neighbor couplings while subject to a Kawasaki dynamics. Depending on the ratio and sign of…
This work focuses on time-inhomogeneous Markov chains with two time scales. Our motivations stem from applications in reliability and dependability, queueing networks, financial engineering and manufacturing systems, where two-time-scale…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
In the framework of time series analysis with recurrence networks, we introduce a self-adaptive method that determines the elusive recurrence threshold and identifies metastable states in complex real-world time series. As initial step, we…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…
We present a systematic way to analyze and model systems having many characteristic time-scales. The method we propose is employed for a test-case of a meandering jet model manifesting chaotic tracer dispersion with long time-correlations.…
We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…
Substitution Markov chains have been introduced [7] as a new model to describe molecular evolution. In this note, we study the associated Martin boundaries from a probabilistic and topological viewpoint. An example is given that, although…
We study branching Markov chains on a countable state space (space of types) $\mathscr{X}$, with the focus on the qualitative aspects of the limit behaviour of the evolving empirical population distributions. No conditions are imposed on…
We initiate the study of mixing times of Markov chain under monotone censoring. Suppose we have some Markov Chain $M$ on a state space $\Omega$ with stationary distribution $\pi$ and a monotone set $A \subset \Omega$. We consider the chain…
We investigate a simple network, which has a branching-merging structure, using the totally asymmetric simple exclusion process, considering conflicts at the merging point. For both periodic and open boundary conditions, the system exhibits…
Lifted Markov chains are Markov chains on graphs with added local "memory" and can be used to mix towards a target distribution faster than their memoryless counterparts. Upper and lower bounds on the achievable performance have been…
In this paper we are concerned with hitting times of a family of density-dependent Markov chains. A moderate deviation principle of the hitting time is given. The proof of the main theorem relies heavily on moderate deviations of…