Related papers: Collective marks and first passage times
Markov combination is an operation that takes two statistical models and produces a third whose marginal distributions include those of the original models. Building upon and extending existing work in the Gaussian case, we develop Markov…
By using the matrix formulation of the two-step approach to the distributions of runs, a recursive relation and an explicit expression are derived for the generating function of the joint distribution of rises and falls for multivariate…
The paper studies a probabilistic notion of causes in Markov chains that relies on the counterfactuality principle and the probability-raising property. This notion is motivated by the use of causes for monitoring purposes where the aim is…
Our paper illustrates how the theory of Lie systems allows recovering known results and provide new examples of piecewise deterministic processes with phase-type jumps for which the corresponding first-time passage problems may be solved…
A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be…
A 1-2 model configuration is a subset of edges of a hexagonal lattice satisfying the constraint that each vertex is incident to 1 or 2 edges. We introduce Markov chains to sample the 1-2 model configurations on 2D hexagonal lattice and…
For a network of discrete states with a periodically driven Markovian dynamics, we develop an inference scheme for an external observer who has access to some transitions. Based on waiting-time distributions between these transitions, the…
Given a system of equations in a "random" finitely generated subgroup of the braid group, we show how to find a small ordered list of elements in the subgroup, which contains a solution to the equations with a significant probability.…
We give a short overview of recent results on a specific class of Markov process: the Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these processes and give some general results. On more specific cases…
We present an investigation of stochastic evolution in which a family of evolution equations in $L^1$ are driven by continuous-time Markov processes. These are examples of so-called piecewise deterministic Markov processes (PDMP's) on the…
We introduce a general approach for the study of the collective dynamics of non-interacting random walkers on connected networks. We analyze the movement of $R$ independent (Markovian) walkers, each defined by its own transition matrix. By…
In this paper, we consider a homogeneous Markov process \xi(t;\omega) on an ultrametric space Q_p, with distribution density f(x,t), x in Q_p, t in R_+, satisfying the ultrametric diffusion equation df(x,t)/dt =-Df(x,t). We construct and…
Starting from a given Markov kernel on a finite set $V$ and a bijection $g$ of $V$, we construct and study a time inhomogeneous Markov chain whose kernel at time $n$ is obtained from $K$ by transport of $g^{n-1}$. We show that this…
In [4], we examined the use of coupling to obtain bounds on the mixing time of statistics on Markov chains. In the present paper, we consider the same general problem, but using strong stationary times rather than coupling. We discuss…
We consider a fractional counting process with jumps of amplitude $1,2,\ldots,k$, with $k\in \mathbb{N}$, whose probabilities satisfy a suitable system of fractional difference-differential equations. We obtain the moment generating…
Explicit results are obtained using simple and exact methods for the joint queue-length distribution of the M/M/c queue with an arbitrary number of non-preemptive priority levels. This work is the first to provide explicit results for the…
A universal method for the concatenation of a sequence of Markov right processes is established. It is then applied to the continued pasting of two Markov right processes, which can be used for pathwise constructions of locally defined…
A phenomenological model for a measurement of barrier traversal times for particles is proposed. Two idealized detectors for passage and arrival provide entrance and exit times for the barrier traversal. The averaged traversal time is…
Motivated by applications in telecommunications, computer scienceand physics, we consider a discrete-time Markov process withrestart. At each step the process eitherwith a positive probability restarts from a given distribution, orwith the…
In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…