Related papers: Reverting Processes
A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…
In this paper we investigate the long time behavior of solutions to fractional in time evolution equations which appear as results of random time changes in Markov processes. We consider inverse subordinators as random times and use the…
We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…
Many seemingly disparate Markov chains are unified when viewed as random walks on the set of chambers of a hyperplane arrangement. These include the Tsetlin library of theoretical computer science and various shuffling schemes. If only…
We register a random sequence which has the following properties: it has three segments being the homogeneous Markov processes. Each segment has his own one step transition probability law and the length of the segment is unknown and…
We propose Markov two-components processes (M2CP) as a probabilistic model of asynchronous systems based on the trace semantics for concurrency. Considering an asynchronous system distributed over two sites, we introduce concepts and tools…
The Levy diffusion processes are a form of non ordinary statistical mechanics resting, however, on the conventional Markov property. As a consequence of this, their dynamic derivation is possible provided that (i) a source of randomness is…
The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak generalized convolution following the idea given in [1]. The…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
We extend the Carne--Varopoulos upper bound on the probability transitions of a Markov chain to a certain class of nonreversible processes by introducing the definition of a ``centering measure.'' In the case of random walks on a group, we…
In this article subordination of random walks in $R^d$ is considered. We prove that subordination of random walks in the sense of [BSC12] yields the same process as subordination of L\'evy processes (in the sense of Bochner). Furthermore,…
In this paper, we study dynamical properties as hypercyclicity, supercyclicity, frequent hypercyclicity and chaoticity for transition operators associated to countable irreductible Markov chains. As particular cases, we consider simple…
In this note, we investigate fundamental relations between exploration processes in random graphs, and branching processes. We formulate a class of models that we call {\em rank-$k$ random graphs}, and that are special in that their…
We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
The random walk process underlies the description of a large number of real world phenomena. Here we provide the study of random walk processes in time varying networks in the regime of time-scale mixing; i.e. when the network connectivity…
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…
Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…
This is a survey paper about reciprocal processes. The bridges of a Markov process are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal…
Germ order is a non-standard stochastic order defined through the comparison of the generating functions of the processes. This order was first introduced for branching random walks with a constant breeding law and independent dispersal of…