Related papers: Boundary effect in competition processes
Consider a Markov chain with finite state space and suppose you wish to change time replacing the integer step index $n$ with a random counting process $N(t)$. What happens to the mixing time of the Markov chain? We present a partial reply…
Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…
We consider a model of a discrete time "interacting particle system" on the integer line where infinitely many changes are allowed at each instance of time. We describe the model using chameleons of two different colours, {\it viz}., red…
Consider a system of \(n\) players in which each initially starts on a different team. At each time step, we select an individual winner and an individual loser randomly and the loser joins the winner's team. The resulting Markov chain and…
Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…
We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…
In this paper, the effect on collective opinions of filtering algorithms managed by social network platforms is modeled and investigated. A stochastic multi-agent model for opinion dynamics is proposed, that accounts for a centralized…
We consider a Markov control model in discrete time with countable both state space and action space. Using the value function of a suitable long-run average reward problem, we study various reachability/controllability problems. First, we…
The paper discusses the continuous-time Markov Branching Process allowing Immigration. We are considering a critical case for which the second moment of offspring law and the first moment of immigration law are possibly infinite. Assuming…
A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…
We propose a flexible stochastic framework for modeling the market share dynamics over time in a multiple markets setting, where firms interact within and between markets. Firms undergo stochastic idiosyncratic shocks, which contract their…
Studying the behaviour of Markov processes at boundary points of the state space has a long history, dating back all the way to William Feller. With different motivations in mind entrance and exit questions have been explored for different…
We consider a couple of models for the dynamics of the populations of two interacting species, inspired by Lotka-Volterra's classical equations. The novelty of this work is that the interaction terms are non local and the interaction occurs…
We investigate spatially inhomogeneous versions of the stochastic Lotka-Volterra model for predator-prey competition and coexistence by means of Monte Carlo simulations on a two-dimensional lattice with periodic boundary conditions. To…
To describe population dynamics, it is crucial to take into account jointly evolution mechanisms and spatial motion. However, the models which include these both aspects, are not still well-understood. Can we extend the existing results on…
We consider a simple discrete-time Markov chain with values in $[0,\infty)^{Z^d}$. The Markov chain describes various interesting examples such as oriented percolation, directed polymers in random environment, time discretizations of binary…
We define the concept of an `open' Markov process, a continuous-time Markov chain equipped with specified boundary states through which probability can flow in and out of the system. External couplings which fix the probabilities of…
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 show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
We consider a Markov chain on non-negative integer arrays of a given shape (and satisfying certain constraints) which is closely related to fundamental $SL(r+1,\mathbb{R})$ Whittaker functions and the Toda lattice. In the index zero case…