Related papers: Markovian dynamics of concurrent systems
We consider networks of massive particles connected by non-linear springs. Some particles interact with heat baths at different temperatures, which are modeled as stochastic driving forces. The structure of the network is arbitrary, but the…
Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…
In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary…
We study the onset of spatial instabilities in reaction networks where the spatially homogeneous system admits a steady state parameterization. We formulate a sufficient condition -- based on the signs of the constant and leading…
We investigate one of the simplest multi-species generalizations of the one dimensional exclusion process with reflective boundaries. The Markov matrix governing the dynamics of the system splits into blocks (sectors) specified by the…
In this paper the class of mixed renewal processes (MRPs for short) with mixing parameter a random vector from \cite{lm6z3} (enlarging Huang's \cite{hu} original class) is replaced by the strictly more comprising class of all extended MRPs…
It is well known that, for mass-action systems, complex-balanced equilibria are asymptotically stable. For generalized mass-action systems, even if there exists a unique complex-balanced equilibrium (in every stoichiometric class and for…
An action trace is a function naturally associated to a probability measure preserving action of a group on a standard probability space. For countable amenable groups, we characterise stability in permutations using action traces. We…
We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
We study optimization problems in which a linear functional is maximized over probability measures that are dominated by a given measure according to an integral stochastic order in an arbitrary dimension. We show that the following four…
We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…
We consider Markovian open quantum dynamics with weak unitary symmetries. Starting from the quantum master equation for the system alone, it is known that the joint dynamics of the system and its environment can be obtained by dilation,…
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…
Let $X_n, n \ge 0$ be a Markov chain with finite state space $M$. If $x,y \in M$ such that $x$ is transient we have $P^y(X_n = x) \to 0$ for $n \to \infty$, and under mild aperiodicity conditions this convergence is monotone in that for…
We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…
We study properties of a subclass of Markov processes that have all moments that are continuous functions of the time parameter and more importantly are characterized by the property that say their $n-$th conditional moment given the past…
Parametric Markov chains occur quite naturally in various applications: they can be used for a conservative analysis of probabilistic systems (no matter how the parameter is chosen, the system works to specification); they can be used to…
The dynamics of a Markov process are often specified by its infinitesimal generator or, equivalently, its symbol. This paper contains examples of analytic symbols which do not determine the law of the corresponding Markov process uniquely.…
We define a class of Markovian parallel dynamics for spin systems on arbitrary graphs with nearest neighbor interaction described by a Hamiltonian function $H(\sigma)$. These dynamics turn out to be reversible and their stationary measure…