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We uncover a duality between relaxation and first passage processes in ergodic reversible Markovian dynamics in both discrete and continuous state-space. The duality exists in the form of a spectral interlacing -- the respective time scales…
We provide a sufficient condition for the uniqueness in distribution of Gibbs point processes with non-negative pairwise interaction, together with convergent expansions of the log-Laplace functional, factorial moment densities and…
In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…
We consider a type of Markov property for set-indexed processes which is satisfied by all processes with independent increments and which allows us to introduce a transition system theory leading to the construction of the process. A…
Every exchangeable Feller process taking values in a suitably nice combinatorial state space can be constructed by a system of iterated random Lipschitz functions. In discrete time, the construction proceeds by iterated application of…
We develop a Markov process viewpoint for discrete circular distributions motivated by directional-statistics settings where angles are observed on a finite grid and evolve over time. On the $m$-point discrete circle, the cycle graph, we…
We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…
We start from the observation that, anytime two Markov generators share an eigenvalue, the function constructed from the product of the two eigenfunctions associated to this common eigenvalue is a duality function. We push further this…
In this paper we study the long term evolution of a continuous time Markov chain formed by two interacting birth-and-death processes. The interaction between the processes is modelled by transition rates which are functions with suitable…
Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…
The features of the response of frustrated states to the external field are considered on the example of a diluted Ising chain. In the ferromagnetic case, partial ordering occurs, which leads to a decrease in entropy. In the…
In a recent paper, Shah [arXiv:2502.03073] derived an explicit expression for the distribution of occupancy times for a two-state Markov chain, using a method based on enumerating sample paths. We consider here the more general problem of…
We consider a population constituted by two types of individuals; each of them can produce offspring in two different islands (as a particular case the islands can be interpreted as active or dormant individuals). We model the evolution of…
A Markov chain $X^i$ on a finite state space $S$ has transition matrix $P$ and initial state $i$. We may run the chains $(X^i: i\in S)$ in parallel, while insisting that any two such chains coalesce whenever they are simultaneously at the…
We introduce a general model of stochastically generated matrix product states (MPS) in which the local tensors share a common distribution and form a strictly stationary sequence, without requiring spatial independence. Under natural…
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)…
The class of nonlinear Markov processes is characterized by the dependence of the current state of the process on its current distribution in addition to the dependence on the previous state. Due to this feature, these processes are…
Markovian maximal couplings of Markov processes are characterized by an equality of total variation and a distance of Wasserstein type. If a Markovian maximal coupling is a Feller process, the generator can be calculated, e.g. for…
This paper studies a large number of homogeneous Markov decision processes where the transition probabilities and costs are coupled in the empirical distribution of states (also called mean-field). The state of each process is not known to…
We consider moments of the return times (or first hitting times) in a discrete time discrete space Markov chain. It is classical that the finiteness of the first moment of a return time of one state implies the finiteness of the first…