Related papers: Long term behaviour of two interacting birth-and-d…
We consider the recurrence and transience problem for a time-homogeneous Markov chain on the real line with transition kernel $p(x,\mathrm{d}y)=f_x(y-x)\,\mathrm{d}y$, where the density functions $f_x(y)$, for large $|y|$, have a power-law…
Large continuous-time Markov chains with exponentially small transition rates arise in modeling complex systems in physics, chemistry and biology. We propose a constructive graph-algorithmic approach to determine the sequence of critical…
The contact process is a particular case of birth-and-death processes on infinite particle configurations. We consider the contact models on locally compact separable metric spaces. We prove the existence of a one-parameter set of invariant…
The time process of transport on randomly evolving trees is investigated. By introducing the notions of living and dead nodes a model of random tree evolution is constructed which describes the spreading in time of objects corresponding to…
Complex network theory provides a unifying framework for the study of structured dynamic systems. The current literature emphasizes a widely reported phenomenon of intermittent interaction among network vertices. In this paper, we introduce…
The cutoff phenomenon describes a case where a Markov chain exhibits a sharp transition in its convergence to stationarity. In 1996, Diaconis surveyed this phenomenon, and asked how one could recognize its occurrence in families of finite…
We provide a probabilistic approach to modeling the movements of subjects through multiple stages, with "stays" or survival at each stage for a random length of time, and ending at a desired final stage. We use conditional Markov chains…
A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…
The ordinary contact process is used to model the spread of a disease in a population. In this model, each infected individual waits an exponentially distributed time with parameter 1 before becoming healthy. In this paper, we introduce and…
We present a generative model of human mobility in which trajectories arise as realizations of a prescribed, time-dependent Markov dynamics defined on a spatial interaction network. The model constructs a hierarchical routing structure with…
We consider a particle moving in continuous time as a Markov jump process; its discrete chain is given by an ordinary random walk on ${\mathbb Z}^d$ , and its jump rate at $({\mathbf x},t)$ is given by a fixed function $\varphi$ of the…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
We consider the almost semi-continuous processes defined on a finite Markov chain. The representation of the moment generating functions for the absolute maximum after achievement positive level and for the recovery time are obtained.…
Multi-type birth-death processes underlie approaches for inferring evolutionary dynamics from phylogenetic trees across biological scales, ranging from deep-time species macroevolution to rapid viral evolution and somatic cellular…
We study the recurrence/transience phase transition for Markov chains on $\mathbb{R}_+$, $\mathbb{R}$, and $\mathbb{R}^2$ whose increments have heavy tails with exponent in $(1,2)$ and asymptotically zero mean. This is the infinite-variance…
We investigate recurrence and transience of Branching Markov Chains (BMC) in discrete time. Branching Markov Chains are clouds of particles which move (according to an irreducible underlying Markov Chain) and produce offspring…
In this study, we consider sequences drawn from time-homogeneous Markov chains and introduce a novel approach for estimating first hitting-time distributions to specified terminal states. Our method- ology is based on the…
This paper considers the cycle maximum in birth-death processes as a stepping stone to characterisation of the cycle maximum in single queues and open Kelly-Whittle networks of queues. For positive recurrent birth-death processes we show…
In this work, we consider an inhomogeneous (discrete time) Markov chain and are interested in its long time behavior. We provide sufficient conditions to ensure that some of its asymptotic properties can be related to the ones of a…
We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…