Related papers: Yaglom limits can depend on the starting state

For a Markov chain $Y$ with values in a Polish space, consider the entrance Markov chain obtained by sampling $Y$ at the moments when it enters a fixed set $A$ from its complement $A^c$. Similarly, consider the exit Markov chain, obtained…

Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

We consider a form of state-dependent drift condition for a general Markov chain, whereby the chain subsampled at some deterministic time satisfies a geometric Foster-Lyapunov condition. We present sufficient criteria for such a drift…

We study branching Markov chains on a countable state space (space of types) $\mathscr{X}$, with the focus on the qualitative aspects of the limit behaviour of the evolving empirical population distributions. No conditions are imposed on…

We consider the problem of distinguishing between a set of arbitrary quantum states in a setting in which the time available to perform the measurement is limited. We provide simple upper bounds on how well we can perform state…

We analyze a stochastic particle system of 5 neighbors. Considering eigenvalue problem of transition matrix, we propose a conjecture that asymptotic distribution of the system is determined by the number of specific local patterns in the…

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…

We explore how the asymptotic structure of a random permutation of $[n]$ with $m$ inversions evolves, as $m$ increases, establishing thresholds for the appearance and disappearance of any classical, consecutive or vincular pattern. The…

We investigate the generic bound on the minimal evolution time of the open dynamical quantum system. This quantum speed limit time is applicable to both mixed and pure initial states. We then apply this result to the damped Jaynes-Cummings…

We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov process in a discrete state space. More precisely, we use the…

We consider a Markov process $ X(t) $ on the nonnegative integers $E= S \cup \{0\}$, where $S=\{1,2,...\}$ is an irreducible class and 0 is an absorbing state. In this paper, we investigate conditions under which the quasi-stationary…

We study a large class of reversible Markov chains with discrete state space and transition matrix $P_N$. We define the notion of a set of {\it metastable points} as a subset of the state space $\G_N$ such that (i) this set is reached from…

Switching ARMA models greatly enhance the standard linear models to the extent that different ARMA model is allowed in a different regime, and the regime switching is typically assumed a Markov chain on the finite states of potential…

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…

We establish general sufficient conditions for a sequence of controlled branching processes to converge weakly on the Skorokhod space. We focus on a class of controlled random variables that extends previous results by considering them as a…

We estimate the distance in total variation between the law of a finite state Markov process at time t, starting from a given initial measure, and its unique invariant measure. We derive upper bounds for the time to reach the equilibrium.…

Let M be a noncompact metric space in which every closed ball is compact, and let G be a semigroup of Lipschitz mappings of M. Denote by (Y_n)_{n\geq1} a sequence of independent G-valued, identically distributed random variables (r.v.'s),…

We study scaling limits of non-increasing Markov chains with values in the set of non-negative integers, under the assumption that the large jump events are rare and happen at rates that behave like a negative power of the current state. We…

The decay of quantum complex systems through a potential barrier is often described with transition-state theory, also known as RRKM theory in chemistry. Here we derive the basic formula for transition-state theory based on a generic…