Related papers: Non trivial limit distributions for transient rene…

We use point processes theory to describe the asymptotic distribution of all upper order statistics for observations collected at renewal times. As a corollary, we obtain limiting theorems for corresponding extremal processes.

In this paper, we study exponential random graph models subject to certain constraints. We obtain some general results about the asymptotic structure of the model. We show that there exists non-trivial regions in the phase plane where the…

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

Asymptotic expansions for stationary and conditional quasi-stationary distributions of nonlinearly perturbed birth-death-type semi-Markov models are presented. Applications to models of population growth, epidemic spread and population…

We consider a simple but important class of metastable discrete time Markov chains, which we call perturbed Markov chains. Basically, we assume that the transition matrices depend on a parameter $\varepsilon$, and converge as $\varepsilon$.…

Let $X_1,X_2,...$ be a sequence of random variables satisfying the distributional recursion $X_1=0$ and $X_n= X_{n-I_n}+1$ for $n=2,3,...$, where $I_n$ is a random variable with values in $\{1,...,n-1\}$ which is independent of…

We consider a sequence of Markov chains weakly convergent to a diffusion. We suppose that a drift term contains a linearly increasing component. The usual parametrix method fails because of this unbounded drift term. We show how to modify…

We propose the study of Markov chains on groups as a "quasi-isometry invariant" theory that encompasses random walks. In particular, we focus on certain classes of groups acting on hyperbolic spaces including (non-elementary) hyperbolic and…

Consider $ m $ copies of an irreducible, aperiodic Markov chain $ Y $ taking values in a finite state space. The asymptotics as $ m $ tends to infinity, of the first time from which on the trajectories of the $ m $ copies differ, have been…

Nonlinear Markov Chains (nMC) are regarded as the original (linear) Markov Chains with nonlinear small perturbations. It fits real-world data better, but its associated properties are difficult to describe. A new approach is proposed to…

A new sufficient condition is proposed in the problem of Central Limit Theorem in the array scheme for non-homogeneous Markov Chains.

This work focuses on time-inhomogeneous Markov chains with two time scales. Our motivations stem from applications in reliability and dependability, queueing networks, financial engineering and manufacturing systems, where two-time-scale…

We consider processes which are functions of finite-state Markov chains. It is well known that such processes are rarely Markov. However, such processes are often regular in the following sense: the distant past values of the process have…

We explicitly compute the limiting transient distribution of the search-cost in the move-to-front Markov chain when the number of objects tends to infinity, for general families of deterministic or random request rates. Our techniques are…

We study stationary distributions in the context of stochastic reaction networks. In particular, we are interested in complex balanced reaction networks and reduction of such networks by assuming a set of species (called non-interacting…

For uniform random permutations conditioned to have no long cycles, we prove that the total number of cycles satisfies a central limit theorem. Under additional assumptions on the asymptotic behavior of the set of allowed cycle lengths, we…

We are interested in quasi-stationarity and quasi-ergodicity when the absorbing boundary is moving. First we show that, in the moving boundary case, the quasi-stationary distribution and the quasi-limiting distribution are not well-defined…

This paper studies the entropy of tree-shifts of finite type with and without boundary conditions. We demonstrate that computing the entropy of a tree-shift of finite type is equivalent to solving a system of nonlinear recurrence equations.…

The asymptotic properties of some Markov processes associated to stochastic chemical reaction networks (CRNs) driven by the kinetics of the law of mass action are analyzed. The scaling regime introduced in the paper assumes that the norm of…

We study the stochastic diffusive limit of a kinetic radiative transfer equation, which is non-linear, involving a small parameter and perturbed by a smooth random term. Under an appropriate scaling for the small parameter, using a…