Related papers: The down/up crossing properties of weighted Markov…
The paper deals with a sharing economy system with various management factors by using a bulk input G/M/1 type queuing model. The effective management of operating costs is vital for controlling the sharing economy platform and this…
The general theory of the branching processes is used for establishing the relation between the parameters $k$ and $\bar n$ of the negative binomial distribution. This relation gives the possibility to describe the overall data on…
We are interested in the dynamic of a structured branching population where the trait of each individual moves according to a Markov process. The rate of division of each individual is a function of its trait and when a branching event…
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…
We consider a model for a queue in which only a fixed number $N$ of customers can join. Each customer joins the queue independently at an exponentially distributed time. Assuming further that the service times are independent and follow an…
We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…
We study a one-dimensional Markov modulated random walk with jumps. It is assumed that amplitudes of jumps as well as a chosen velocity regime are random and depend on a time spent by the process at a previous state of the underlying Markov…
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…
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 concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…
We propose a Markov chain simulation method to generate simple connected random graphs with a specified degree sequence and level of clustering. The networks generated by our algorithm are random in all other respects and can thus serve as…
Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…
We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of continuous-time Markov chains are considered:…
Flowgraph models provide an alternative approach in modeling a multi-state stochastic process. One of the most widely used stochastic processes that have many real-world applications especially in actuarial models is the Markov jump process…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
We consider the task of generating draws from a Markov jump process (MJP) between two time-points at which the process is known. Resulting draws are typically termed bridges and the generation of such bridges plays a key role in…
We construct a non-decreasing pure jump Markov process, whose jump measure heavily depends on the values taken by the process. We determine the singularity spectrum of this process, which turns out to be random and to depend locally on the…
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…