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The invariant measure is a fundamental object in the theory of Markov processes. In finite dimensions a Markov process is defined by transition rates of the corresponding stochastic matrix. The Markov tree theorem provides an explicit…

Probability · Mathematics 2019-10-08 Artur Stephan

The dynamics of recombination in genetics leads to an interesting nonlinear differential equation, which has a natural generalization to a measure valued version. The latter can be solved explicitly under rather general circumstances. It…

Classical Analysis and ODEs · Mathematics 2012-10-15 Michael Baake

Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…

Probability · Mathematics 2021-08-03 Alain Durmus , Arnaud Guillin , Pierre Monmarché

We consider the invariant measure of a homogeneous continuous- time Markov process in the quarter-plane. The basic solutions of the global balance equation are the geometric distributions. We first show that the invariant measure can not be…

Probability · Mathematics 2014-02-25 Yanting Chen , Richard J. Boucherie , Jasper Goseling

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…

Probability · Mathematics 2025-01-24 Zhenxin Liu , Di Lu

Bacteria are known to exchange genetic information by horizontal gene transfer. Since the frequency of homologous recombination depends on the similarity of recombining segments, several studies examined whether this could lead to the…

Probability · Mathematics 2015-06-09 Sergey Pirogov , Aleksandre Rybko , Anastasia Kalinina , Mikhail Gelfand

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…

Probability · Mathematics 2017-04-03 Tristan Benoist , Martin Fraas , Yan Pautrat , Clément Pellegrini

An integral criterion for the existence of an invariant measure of an It\^{o} process is developed. This new criterion is based on the probabilistic symbol of the It\^{o} process. In contrast to the standard integral criterion for invariant…

Probability · Mathematics 2015-07-29 Anita Behme , Alexander Schnurr

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…

Probability · Mathematics 2015-10-20 Y. Belopolskaya , Y. Suhov

We provide an introduction to enumerating and constructing invariants of group representations via character methods. The problem is contextualised via two case studies arising from our recent work: entanglement measures, for characterising…

Quantitative Methods · Quantitative Biology 2019-02-20 P. D. Jarvis , J. G. Sumner

We give a closed form of the discrete-time evolution of a recombination transformation in population genetics. This decomposition allows to define a Markov chain in a natural way. We describe the geometric decay rate to the limit…

Probability · Mathematics 2016-03-24 Servet Martinez

For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control system. Its invariant…

Dynamical Systems · Mathematics 2018-04-05 Michel Benaïm , Fritz Colonius , Lettau Ralph

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…

Dynamical Systems · Mathematics 2014-08-04 Xavier Garcia , Jennifer Kunze , Thomas Rudelius , Anthony Sanchez , Sijing Shao , Emily Speranza , Chad Vidden

In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from only one observation of the path within a long time. In this…

Statistics Theory · Mathematics 2013-05-07 Romain Azaïs

We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…

Probability · Mathematics 2012-06-26 Konstantin Avrachenkov , Alexei Piunovskiy , Zhang Yi

We study the continuous-time evolution of the recombination equation of population genetics. This evolution is given by a differential equation that acts on a product probability space, and its solution can be described by a Markov chain on…

Probability · Mathematics 2020-04-20 Ian Letter , Servet Martínez

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…

Probability · Mathematics 2024-07-01 D. O. Kalikaeva

We consider a discrete-time temporally-homogeneous conservative Markov process. We show that extremality of reversible measure implies extremality of invariant measure. Using analogue of Dirichlet form, we modify a proof that in stochastic…

General Mathematics · Mathematics 2023-12-25 Hiroki Yagisita

It is a well-known fact that genetic sequences may contain sections with repeated units, called repeats, that differ in length over a population, with a length distribution of geometric type. A simple class of recombination models with…

Dynamical Systems · Mathematics 2010-02-09 Michael Baake

This is a survey paper about reciprocal processes. The bridges of a Markov process are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal…

Probability · Mathematics 2022-09-05 Christian Léonard , Sylvie Roelly , Jean-Claude Zambrini
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