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Related papers: Measure-valued discrete branching Markov processes

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We study necessary and sufficient criteria for global survival of discrete or continuous-time branching Markov processes. We relate these to several definitions of generalised principle eigenvalues for elliptic operators due to Berestycki…

Probability · Mathematics 2025-05-20 Pascal Maillard , Oliver Tough

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…

Probability · Mathematics 2022-01-07 Azam Imomov

Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…

Probability · Mathematics 2009-06-02 Lasse Leskelä

Let $\{X_n\}_{n\in\N}$ be a Markov chain on a measurable space $\X$ with transition kernel $P$ and let $V:\X\r[1,+\infty)$. The Markov kernel $P$ is here considered as a linear bounded operator on the weighted-supremum space $\cB_V$…

Probability · Mathematics 2013-12-06 Loïc Hervé , James Ledoux

We investigate the long-time evolution of branching diffusion processes (starting with a single particle) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. We analyze the…

Probability · Mathematics 2012-07-03 Leonid Koralov , Stanislav Molchanov

We give necessary and sufficient conditions for laws of large numbers to hold in $L^2$ for the empirical measure of a large class of branching Markov processes, including $\lambda$-positive systems but also some $\lambda$-transient ones,…

Probability · Mathematics 2017-11-16 Matthieu Jonckheere , Santiago Saglietti

We consider a particle system in continuous time, discrete population, with spatial motion and nonlocal branching. The offspring's weights and their number may depend on the mother's weight. Our setting captures, for instance, the processes…

Probability · Mathematics 2012-10-12 Bertrand Cloez

We investigate the stability of quantum Markov processes with respect to perturbations of their transition maps. In the first part, we introduce a condition number that measures the sensitivity of fixed points of a quantum channel to…

Mathematical Physics · Physics 2013-03-25 Oleg Szehr , Michael M. Wolf

This paper focuses on optimizing probabilities of events of interest defined over general controlled discrete-time Markov processes. It is shown that the optimization over a wide class of $\omega$-regular properties can be reduced to the…

Probability · Mathematics 2014-07-22 Ilya Tkachev , Alexandru Mereacre , Joost-Pieter Katoen , Alessandro Abate

Markov chain analysis is a key technique in formal verification. A practical obstacle is that all probabilities in Markov models need to be known. However, system quantities such as failure rates or packet loss ratios, etc. are often not --…

Logic in Computer Science · Computer Science 2023-11-08 Sebastian Junges , Erika Ábrahám , Christian Hensel , Nils Jansen , Joost-Pieter Katoen , Tim Quatmann , Matthias Volk

These notes were used in a short graduate course on branching processes the author gave in Beijing Normal University. The following main topics are covered: scaling limits of Galton--Watson processes, continuous-state branching processes,…

Probability · Mathematics 2012-02-16 Zenghu Li

We consider the task of MCMC sampling from a distribution defined on a discrete space. Building on recent insights provided in [Zan19], we devise a class of efficient continuous-time, non-reversible algorithms which make active use of the…

Computation · Statistics 2019-12-19 Samuel Power , Jacob Vorstrup Goldman

In Monte-Carlo methods the Markov processes used to sample a given target distribution usually satisfy detailed balance, i.e. they are time-reversible. However, relatively recent results have demonstrated that appropriate reversible and…

Probability · Mathematics 2016-06-29 Luc Rey-Bellet , Konstantinos Spiliopoulos

We give a stochastic extension of the Brane Calculus, along the lines of recent work by Cardelli and Mardare. In this presentation, the semantics of a Brane process is a measure of the stochastic distribution of possible derivations. To…

Computational Engineering, Finance, and Science · Computer Science 2010-11-03 Giorgio Bacci , Marino Miculan

A family of continuous-state branching processes with immigration are constructed as the solution flow of a stochastic equation system driven by time-space noises. The family can be regarded as an inhomogeneous increasing path-valued…

Probability · Mathematics 2014-01-14 Zenghu Li

Markov models are widely used to describe processes of stochastic dynamics. Here, we show that Markov models are a natural consequence of the dynamical principle of Maximum Caliber. First, we show that when there are different possible…

Statistical Mechanics · Physics 2015-05-28 Hao Ge , Steve Presse , Kingshuk Ghosh , Ken Dill

It is well-known that 0 is the absorbing state for a branching system. Each particle in the system lives a random long time and gives a random number of new particles at its death time. It stops when the system has no particle. This paper…

Probability · Mathematics 2022-10-31 Yanyun Li , Junping Li

In the paper we study continuous time controlled Markov processes using discrete time controlled Markov processes. We consider long run functionals: average reward per unit time or long run risk sensitive functional. We also investigate…

Optimization and Control · Mathematics 2025-08-12 Lukasz Stettner

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Probability · Mathematics 2021-04-13 Suryadeepto Nag