Related papers: Perturbation of the loop measure
We consider perturbations of positive recurrent Markov modulated fluid models. In addition to the infinitesimal generator of the phases, we also perturb the rate matrix, and analyze the effect of those perturbations on the matrix of first…
Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…
The purpose of this note is to explore some simple relations between loop measures, determinants, and Gaussian Markov fields.
We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…
Motivated by recent developments of quasi-stationary Monte Carlo methods, we investigate the stability of quasi-stationary distributions of killed Markov processes under perturbations of the generator. We first consider a general bounded…
Let $(X_n)$ be a Markov chain on a standard borelian space $\mathbb{X}$. Any stopping time $\tau$ such that $\mathbb{E}_x\tau$ is finite for all $x\in\mathbb{X}$ induces a Markov chain in $\mathbb{X}$. In this article, we show that there is…
Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…
We propose a new idea to test a class of loop-induced neutrino mass mechanisms by searching for lepton number violating charged current processes with incident of a neutrino beam. The expected rates of these processes are estimated based on…
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.
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 paper has two objectives: proving that the rate of convergence in distribution for mean-field models in CLT regime is $N^{-1/2}$, and obtaining explicit expressions for the infinitesimal generators of two types of measure-valued Markov…
In this paper, we consider a subshift of finite type with Markov measure. By considering a union of cylinders as holes, we investigate the exponential growth rate of measure of points whose orbits do not escape into the hole over a fixed…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
We describe a new construction of a family of measures on a group with the same Poisson boundary. Our approach is based on applying Markov stopping times to an extension of the original random walk.
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…
We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…
This paper addresses the problem of measuring complexity from embedded attractors as a way to characterize changes in the dynamical behaviour of different types of systems by observing their outputs. With the aim of measuring the stability…
We present a gauge invariant way to compute one loop corrections to processes involving the production and decay of unstable particles.
We provide transition rates for Markov counting systems subject to correlated environmental noises motivated by multi-strain disease models. Such noises induce simultaneous counts, which can help model infinitesimal count correlation…
The effect of perturbations of parameters for uniquely convergent imprecise Markov chains is studied. We provide the maximal distance between the distributions of original and perturbed chain and maximal degree of imprecision, given the…