English
Related papers

Related papers: Revisiting the forward equations for inhomogeneous…

200 papers

Mean-field models are often used to approximate Markov processes with large state-spaces. One-step processes, also known as birth-death processes, are an important class of such processes and are processes with state space…

Dynamical Systems · Mathematics 2015-12-08 Benjamin Armbruster , Ádám Besenyei , Péter L. Simon

In the last years, many authors studied a class of continuous time semi-Markov processes obtained by time-changing Markov processes by hitting times of independent subordinators. Such processes are governed by integro-differential…

Probability · Mathematics 2020-02-24 Angelica Pachon , Federico Polito , Costantino Ricciuti

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

Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…

Statistics Theory · Mathematics 2007-06-13 Wei Biao Wu

We introduce a new framework that yields spectral bounds on norms of functions of transition maps for finite, homogeneous Markov chains. The techniques employed work for bounded semigroups, in particular for classical as well as for quantum…

Mathematical Physics · Physics 2015-03-16 Oleg Szehr , David Reeb , Michael M. Wolf

Multi-type Markov point processes offer a flexible framework for modelling complex multi-type point patterns where it is pertinent to capture both interactions between points as well as large scale trends depending on observed covariates.…

Methodology · Statistics 2025-10-15 Ib Thorsgaard Jensen , Jean-François Coeurjolly , Rasmus Waagepetersen

We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…

Statistical Mechanics · Physics 2015-10-30 N. Crampe , K. Mallick , E. Ragoucy , M. Vanicat

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

In this article, we study the pressure at infinity of potentials defined over countable Markov shifts. We establish an upper semi-continuity result concerning the limiting behaviour of the pressure of invariant probability measures, where…

Dynamical Systems · Mathematics 2026-03-11 Anibal Velozo

We consider an infinite system of quasilinear first-order partial differential equations, generalized to contain spacial integration, which describes an incompressible fluid mixture of infinite components in a line segment whose motion is…

Analysis of PDEs · Mathematics 2014-09-19 Tetsuya Hattori

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

Probability · Mathematics 2013-04-04 Servet Martinez , Jaime San Martin , Denis Villemonais

In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…

Probability · Mathematics 2023-10-06 Dawid Czapla , Sander C. Hille , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

We construct a large class of non-Markovian master equations that describe the dynamics of open quantum systems featuring strong memory effects, which relies on a quantum generalization of the concept of classical semi-Markov processes.…

Quantum Physics · Physics 2008-10-03 Heinz-Peter Breuer , Bassano Vacchini

The class of nonlinear Markov processes is characterized by the dependence of the current state of the process on its current distribution in addition to the dependence on the previous state. Due to this feature, these processes are…

Probability · Mathematics 2022-12-27 Aleksandr Shchegolev

We develop a method of driving a Markov processes through a continuous flow. In particular, at the level of the transition functions we investigate an approach of adding a first order operator to the generator of a Markov process, when the…

Probability · Mathematics 2024-11-15 Lucian Beznea , Mounir Bezzarga , Iulian Cimpean

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…

Probability · Mathematics 2022-07-04 Tomasz Bielecki , Jacek Jakubowski , Maciej Wiśniewolski

Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…

Probability · Mathematics 2022-10-18 Ankan Ganguly , Kavita Ramanan

Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…

Examples of stochastic processes whose state space representations involve functions of an integral type structure $$I_{t}^{(a,b)}:=\int_{0}^{t}b(Y_{s})e^{-\int_{s}^{t}a(Y_{r})dr}ds, \quad t\ge 0$$ are studied under an ergodic…

Probability · Mathematics 2025-02-25 Abhishek Pal Majumder