Related papers: Absorption in Time-Varying Markov Chains: Graph-Ba…

First passage of stochastic processes under resetting has recently been an active research topic in the field of statistical physics. However, most of previous studies mainly focused on the systems with continuous time and space. In this…

Markov switching models are a popular family of models that introduces time-variation in the parameters in the form of their state- or regime-specific values. Importantly, this time-variation is governed by a discrete-valued latent…

In the setting of stochastic dynamical systems that eventually go extinct, the quasi-stationary distributions are useful to understand the long-term behavior of a system before evanescence. For a broad class of applicable continuous-time…

The problem of efficiently sampling from a set of(undirected) graphs with a given degree sequence has many applications. One approach to this problem uses a simple Markov chain, which we call the switch chain, to perform the sampling. The…

This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…

We derive a mode-coupling theory for the slow dynamics of fluids confined in disordered porous media represented by spherical particles randomly placed in space. Its equations display the usual nonlinear structure met in this theoretical…

Robust phases of matter, which remain stable under small perturbations, are of fundamental importance in statistical physics and quantum information. Recent advances in interactive quantum dynamics have led to renewed interest in…

We study a colored generalization of the famous simple-switch Markov chain for sampling the set of graphs with a fixed degree sequence. Here we consider the space of graphs with colored vertices, in which we fix the degree sequence and…

The Moran process models the spread of mutations in populations on graphs. We investigate the absorption time of the process, which is the time taken for a mutation introduced at a randomly chosen vertex to either spread to the whole…

We consider an absorbing Markov decision process with Borel state and action spaces. We study conditions under which the MDP is uniformly absorbing and the set of occupation measures of the MDP is compact in the usual weak topology. These…

We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating…

We study a coevolution voter model on a network that evolves according to the state of the nodes. In a single update, a link between opposite-state nodes is rewired with probability $p$, while with probability $1-p$ one of the nodes takes…

Let X be a spectrally negative self-similar Markov process with 0 as an absorbing state. In this paper, we show that the distribution of the absorption time is absolutely continuous with an infinitely continuously differentiable density. We…

We prove rapid mixing for certain Markov chains on the set $S_n$ of permutations on $1,2,\dots,n$ in which adjacent transpositions are made with probabilities that depend on the items being transposed. Typically, when in state $\sigma$, a…

After reviewing the behavioral studies of working memory and of the cellular substrate of the latter, we argue that metastable states constitute candidates for the type of transient information storage required by working memory. We then…

We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…

We consider Markov chains on general state spaces in stationary random environment which are defined by a random mapping that is contractive up to a bounded perturbation. We prove their convergence to a limiting law, providing convergence…

Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…

We present a sufficient condition for a non-injective function of a Markov chain to be a second-order Markov chain with the same entropy rate as the original chain. This permits an information-preserving state space reduction by merging…

We generalize the concept of basin of attraction of a stable state in order to facilitate the analysis of dynamical systems with noise and to assess stability properties of metastable states and long transients. To this end we examine the…