Related papers: Constructions involving interaction of Markov proc…
We consider Markov jump processes describing structured populations with interactions via density dependance. We propose a Markov construction with a distinguished individual which allows to describe the random tree and random sample at a…
Markov processes are popular mathematical models, studied by theoreticians for their intriguing properties, and applied by practitioners for their flexible structure. With this book we teach how to model and analyze Markov processes. We…
We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…
This is a survey paper about reciprocal processes. The bridges of a Markov process are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…
We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
The built environment provides an excellent setting for interdisciplinary research on the dynamics of microbial communities. The system is simplified compared to many natural settings, and to some extent the entire environment can be…
We consider branching processes describing structured, interacting populations in continuous time. Dynamics of each individuals characteristics and branching properties can be influenced by the entire population. We propose a Girsanov-type…
Predicting the evolution of a large system of units using its structure of interaction is a fundamental problem in complex system theory. And so is the problem of reconstructing the structure of interaction from temporal observations. Here,…
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…
The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…
A simple model of the new notion of "Markov up" processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions.
This work is a continuation of [Kalikaeva, MPRF, 23(2):225-240]. The object of study is ``Markov-up processes'' on $\mathbb Z_+$ and the moment of downcrossing a certain barrier. The processes considered in this paper differ from Markov…
We study the Markovianity of a composite system and its subsystems. We show how the dissipative nature of a subsystem's dynamics can be modified without having to change properties of the composite system environment. By preparing different…
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…
This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. A corresponding random dynamical system is formulated in a two-step procedure, at…
We describe a new construction of a family of measures on a group with the same Poisson boundary. Our approach is based on applying Markov stopping times to an extension of the original random walk.
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…