Related papers: Bounds on the rate on convergence for Markovian qu…
In this work we study the asymptotic of renewal sequences associated with certain transient renewal Markov chains and enquire about the existence of limit laws in this set up.
The limiting probability distribution is one of the key characteristics of a Markov chain since it shows its long-term behavior. In this paper, for a higher order Markov chain, we establish some properties related to its exact limiting…
We study the workload processes of two restricted M/G/1 queueing systems: in Model 1 any service requirement that would exceed a certain capacity threshold is truncated; in Model 2 new arrivals do not enter the system if they have to wait…
The goal of these lectures is to survey some of the recent progress on the description of large-scale structure of random trees. We use the framework of Markov-Branching sequences of trees and discuss several applications.
The upper bound for the convergence rate of the distribution of the state of a queuing system with infinitely many servers is obtained, in the case when the intensity of the incoming flow and the intensity of the service depend on the state…
We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…
In this paper continuity theorems are established for the number of losses during a busy period of the $M/M/1/n$ queue. We consider an $M/GI/1/n$ queueing system where the service time probability distribution, slightly different in a…
The preparation of the stationary distribution of irreducible, time-reversible Markov chains is a fundamental building block in many heuristic approaches to algorithmically hard problems. It has been conjectured that quantum analogs of…
In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…
Generalizing response theory of open systems far from equilibrium is a central quest of nonequilibrium statistical physics. Using stochastic thermodynamics, we develop an algebraic method to study the response of nonequilibrium steady state…
Continuous-time Markov chains on non-negative integers can be used for modeling biological systems, population dynamics, and queueing models. Qualitative behaviors of birth-and-death models, typical examples of such one-dimensional…
We study scaling limits of non-increasing Markov chains with values in the set of non-negative integers, under the assumption that the large jump events are rare and happen at rates that behave like a negative power of the current state. We…
We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
We consider periodic Markov chains with absorption. Applying to iterates of this periodic Markov chain criteria for the exponential convergence of conditional distributions of aperiodic absorbed Markov chains, we obtain exponential…
We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the…
We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…
We investigate the time-dependent, coherent, and dissipative dynamics of bound particles in single multilevel quantum dots in the presence of sequential tunnelling transport. We focus on the nonequilibrium regime where several channels are…
In this paper we analyze an $M/M/1$ queueing system with an arbitrary number of customer classes, with class-dependent exponential service rates and preemptive priorities between classes. The queuing system can be described by a…
The convergence, convergence rate and expected hitting time play fundamental roles in the analysis of randomised search heuristics. This paper presents a unified Markov chain approach to studying them. Using the approach, the sufficient and…