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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

We study a random dynamical system such that one transformation is randomly selected from a family of transformations and then applied on each iteration. For such random dynamical systems, we consider estimates of absolutely continuous…

Dynamical Systems · Mathematics 2023-03-20 Tomoki Inoue

We investigate the concatenation of Markov processes. Our primary concern is to utilize processes constructed in this manner for Monte Carlo integration. To enable this using conventional methods, it is essential to demonstrate the Markov…

Probability · Mathematics 2024-10-24 Sascha Holl

We propose a numerical technique for parameter inference in Markov models of biological processes. Based on time-series data of a process we estimate the kinetic rate constants by maximizing the likelihood of the data. The computation of…

Quantitative Methods · Quantitative Biology 2011-02-15 Aleksandr Andreychenko , Linar Mikeev , David Spieler , Verena Wolf

The concept of a gauge invariant symmetric random norm is elaborated in this paper. We introduce norm processes and show that this kind of stochastic processes are closely related to gauge invariant symmetric random norms. We construct a…

Functional Analysis · Mathematics 2017-08-24 Attila Lovas , Attila Andai

We study the long-time behaviour of a class of piecewise-deterministic Markov processes which are an extension of some recent works. These $d$-dimensional processes, d>=1, can especially be used to model the motion of a bacterium in…

Probability · Mathematics 2018-11-29 Ninon Fétique

We consider probability measures on $A^N$, the set of sequences of symbols on a finite alphabet $A$ of length $N$, that give a weight to each sequence in terms of a collection of matrices with non-negative entries and having rows and…

Probability · Mathematics 2026-01-21 Davide Gabrielli , Federica Iacovissi

We construct a measure-valued branching Markov process associated with a nonlinear boundary value problem, where the boundary condition has a nonlinear pseudo monotone branching mechanism term $-\beta$, which includes as a limit case…

Probability · Mathematics 2018-03-16 Viorel Barbu , Lucian Beznea

This article considers a class of metastable non-reversible diffusion processes whose invariant measure is a Gibbs measure associated with a Morse potential. In a companion paper [32], we proved the Eyring-Kramers formula for the…

Probability · Mathematics 2022-07-20 Jungkyoung Lee , Insuk Seo

We study properties of a piecewise deterministic Markov process modeling the changes in concentration of specific antibodies. The evolution of densities of the process is described by a stochastic semigroup. The long-time behaviour of this…

Probability · Mathematics 2020-05-14 Katarzyna Pichór , Ryszard Rudnicki

For a Markov chain both the detailed balance condition and the cycle Kolmogorov condition are algebraic binomials. This remark suggests to study reversible Markov chains with the tool of Algebraic Statistics, such as toric statistical…

Statistics Theory · Mathematics 2011-03-31 Giovanni Pistone , Maria Piera Rogantin

We consider a Moran model with recombination in a haploid population of size $N$. At each birth event, with probability $1-\rho_N R$ the offspring copies one parent's chromosome, and with probability $\rho_N R$ she inherits a chromosome…

Probability · Mathematics 2022-01-19 Amaury Lambert , Verónica Miró Pina , Emmanuel Schertzer

We study the structure of quantum Markov Processes from the point of view of product systems and their representations.

Operator Algebras · Mathematics 2007-05-23 Paul S. Muhly , Baruch Solel

This paper develops a theory for characterisation of DNA sequences based on their measure representation. The measures are shown to be random cascades generated by an infinitely divisible distribution. This probability distribution is…

Biological Physics · Physics 2009-11-07 Vo Anh , Ka-Sing Lau , Zu-Guo Yu

The generic identification problem is to decide whether a stochastic process $(X_t)$ is a hidden Markov process and if yes to infer its parameters for all but a subset of parametrizations that form a lower-dimensional subvariety in…

Statistics Theory · Mathematics 2015-01-14 Alexander Schönhuth

We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…

Analysis of PDEs · Mathematics 2025-07-08 Jasper Hoeksema , Chun Yin Lam , André Schlichting

We define and study a family of Markov processes with state space the compact set of all partitions of N that we call exchangeable fragmentation-coalescence processes. They can be viewed as a combination of exchangeable fragmentation as…

Probability · Mathematics 2007-05-23 Julien Berestycki

Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of…

Probability · Mathematics 2022-09-05 Giovanni Conforti , Christian Léonard , Rüdiger Murr , Sylvie Roelly

This paper proposes nonparametric two-sample tests for the direct comparison of the probabilities of a particular transition between states of a continuous time nonhomogeneous Markov process with a finite state space. The proposed tests are…

Methodology · Statistics 2020-02-24 Giorgos Bakoyannis

Rate of convergence is studied for a diffusion process on the half line with a non-sticky reflection to a heavy-tailed 1D invariant distribution which density on the half line has a polynomial decay at infinity. Starting from a standard…

Probability · Mathematics 2019-05-16 O. A. Manita , A. Yu. Veretennikov
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