Related papers: Bridges of Markov counting processes: quantitative…

The article shows a bridge representation for the joint density of a system of stochastic processes consisting of a Brownian motion with drift coupled with a correlated fractional Brownian motion with drift. As a result, a small time…

Height fluctuations are studied in the one-dimensional totally asymmetric simple exclusion process with periodic boundaries, with a focus on how late time relaxation towards the non-equilibrium steady state depends on the initial condition.…

Model-based reinforcement learning is attractive for sequential decision-making because it explicitly estimates reward and transition models and then supports planning through simulated rollouts. In offline settings with hidden confounding,…

In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

Motivated by a biased diffusion of molecular motors with the bias dependent on the state of the substrate, we investigate a random walk on a one-dimensional lattice that contains weak links (called "bridges'') which are affected by the…

This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two different Markov chains it is useful to couple them is such a way…

This paper employs various computational techniques to determine the bridge numbers of both classical and virtual knots. For classical knots, there is no ambiguity of what the bridge number means. For virtual knots, there are multiple…

This paper is a continuation of the study on the stability speed for Markov processes. It extends the previous study of the ergodic convergence speed to the non-ergodic one, in which the processes are even allowed to be explosive or having…

Let X and Y be time-homogeneous Markov processes with common state space E, and assume that the transition kernels of X and Y admit densities with respect to suitable reference measures. We show that if there is a time t>0 such that, for…

We present two data-driven procedures to estimate the transition density of an homogeneous Markov chain. The first yields to a piecewise constant estimator on a suitable random partition. By using an Hellinger-type loss, we establish…

In this paper we explore the numerical study. of the Nonlinear Behavior of Suspension Bridge Models. The study of suspension bridges is one of the classic problems of mechanical vibrations, one of the most famous collapses of which was that…

A piecewise-deterministic Markov process is a stochastic process whose behavior is governed by an ordinary differential equation punctuated by random jumps occurring at random times. We focus on the nonparametric estimation problem of the…

We introduce a method to exactly generate bridge trajectories for discrete-time random walks, with arbitrary jump distributions, that are constrained to initially start at the origin and return to the origin after a fixed time. The method…

This paper focuses on the performance and the robustness analysis of stochastic jump linear systems. The state trajectory under stochastic jump process becomes random variables, which brings forth the probability distributions in the system…

We give a probabilistic characterization of the set of measures that can be represented by the matrix product ansatz. By suitably enlarging the state space, we show that a probability measure can be described in terms of non negative…

Bridges form dynamically in granular media as a result of spatiotemporal inhomogeneities. We classify bridges as linear and complex, and analyse their geometrical characteristics. In particular, we find that the length distribution of…

We extend the Markov additive methodology developed in [Ann. Appl. Probab. 9 (1999) 110-145, Ann. Appl. Probab. 11 (2001) 596-607] to obtain the sharp asymptotics of the steady state probability of a queueing network when one of the nodes…

For Markov jump processes on irreducible networks with finite number of sites, we derive a general and explicit expression of the squared coefficient of variation for the net number of transitions from one site to a connected site in a…

First-passage properties are central to the kinetics of target-search processes. Theoretical approaches so far primarily focused on predicting first-passage statistics for a given process or model. In practice, however, one faces the…