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We prove a central limit theorem for a class of additive processes that arise naturally in the theory of finite horizon Markov decision problems. The main theorem generalizes a classic result of Dobrushin (1956) for temporally…

We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However,…

We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

We derive explicit upper bounds for the $\bar{d}$-distance between a chain of infinite order and its canonical $k$-steps Markov approximation. Our proof is entirely constructive and involves a "coupling from the past" argument. The new…

The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…

Even simply-defined, finite-state generators produce stochastic processes that require tracking an uncountable infinity of probabilistic features for optimal prediction. For processes generated by hidden Markov chains the consequences are…

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

We prove the existence of limiting distributions for a large class of Markov chains on a general state space in a random environment. We assume suitable versions of the standard drift and minorization conditions. In particular, the system…

We prove some results on the Wadge order on the space of sets of natural numbers endowed with Scott topology, and more generally, on omega-continuous domains. Using alternating decreasing chains we characterize the property of Wadge…

Catastrophe Markov chain population models have received a lot of attention in the recent past. We herewith consider two special cases of such models involving total disasters, both in discrete and in continuous-time. Depending on the…

In extremal set theory our usual goal is to find the maximal size of a family of subsets of an $n$-element set satisfying a condition. A condition is called chain-dependent, if it is satisfied for a family if and only if it is satisfied for…

Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…

In the classification of complete first-order theories, many dividing lines have been defined in order to understand the complexity and the behavior of some classes of theories. In this paper, using the concept of patterns of consistency…

The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity: instead of decaying gradually over time, their…

We prove that each finite chain in the two-branching countable ultrahomogeneous pseudotree has finite big Ramsey degrees. This is in contrast to the recent result of Chodounsk\'{y}, Eskew, and Weinert that antichains of size two have…

The successive discrete structures generated by a sequential algorithm from random input constitute a Markov chain that may exhibit long term dependence on its first few input values. Using examples from random graph theory and search…

We study the class structure of finite-alphabet Markov chains with arbitrary memory length. To capture the structural constraints induced by prohibited transitions, we introduce the skeleton of a higher-order transition kernel, defined as a…

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

This paper features a Cram\'er's theorem for finite-state Markov chains indexed by rooted $d$-trees, obtained via the method of types in the classical analysis of large deviations. Along with the theorem comes two applications: an…