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We investigate the quasi-limiting behaviour of bisexual subcritical Galton-Watson branching processes. While classical subcritical Galton-Watson processes have been extensively analyzed, bisexual Galton-Watson branching processes present…

Probability · Mathematics 2024-09-06 Coralie Fritsch , Denis Villemonais , Nicolás Zalduendo

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

Probability · Mathematics 2007-05-23 Anastasia Ruzmaikina , Michael Aizenman

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…

Probability · Mathematics 2013-04-04 Servet Martinez , Jaime San Martin , Denis Villemonais

Predictive constructions are a powerful way of characterizing the probability law of stochastic processes with certain forms of invariance, such as exchangeability or Markov exchangeability. When de Finetti-like representation theorems are…

Methodology · Statistics 2015-11-16 Sandra Fortini , Sonia Petrone

We consider a continuous-time branching random walk on a multidimensional lattice in a random branching medium. It is theoretically known that, in such branching random walks, large rare fluctuations of the medium may lead to anomalous…

Probability · Mathematics 2021-09-21 Kutsenko Vladimir , Elena Yarovaya

A recent trend in Bayesian research has been revisiting generalizations of the likelihood that enable Bayesian inference without requiring the specification of a model for the data generating mechanism. This paper focuses on a Bayesian…

Methodology · Statistics 2024-06-03 Antonio R. Linero

We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…

Probability · Mathematics 2026-01-14 Nicolas Champagnat , Denis Villemonais

Motivated by Alain-Sol Sznitman's interlacement process, we consider the set of $\{0,1\}$-valued processes which can be constructed in an analogous way, namely as a union of sets coming from a Poisson process on a collection of sets. Our…

Probability · Mathematics 2025-06-03 Malin P. Forsström , Nina Gantert , Jeffrey E. Steif

Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…

Methodology · Statistics 2019-06-28 Iker Perez , Giuliano Casale

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…

Statistics Theory · Mathematics 2013-09-25 Romain Azaïs , Jean-Baptiste Bardet , Alexandre Genadot , Nathalie Krell , Pierre-André Zitt

This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…

Probability · Mathematics 2008-06-24 Lasse Leskelä

Comparison results for Markov processes w.r.t. function class induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach…

Probability · Mathematics 2019-11-12 Benedikt Köpfer , Ludger Rüschendorf

We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…

Probability · Mathematics 2019-10-03 Servet Martínez

In this paper we develop the theory of {\it polymorphisms} of measure spaces, which is a generalization of the theory of measure-preserving transformations; we describe the main notions and discuss relations to the theory of Markov…

Dynamical Systems · Mathematics 2007-05-23 A. Vershik

The goal of this work is to formally abstract a Markov process evolving in discrete time over a general state space as a finite-state Markov chain, with the objective of precisely approximating its state probability distribution in time,…

Logic in Computer Science · Computer Science 2017-01-11 Sadegh Esmaeil Zadeh Soudjani , Alessandro Abate

This article shows how coupled Markov chains that meet exactly after a random number of iterations can be used to generate unbiased estimators of the solutions of the Poisson equation. Through this connection, we re-derive known unbiased…

Computation · Statistics 2025-12-10 Randal Douc , Pierre E. Jacob , Anthony Lee , Dootika Vats

In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from only one observation of the path within a long time. In this…

Statistics Theory · Mathematics 2013-05-07 Romain Azaïs

Limit theorems are presented for the rescaled occupation time fluctuation process of a critical finite variance branching particle system in $\mathbb{R}^{d}$ with symmetric $\alpha$-stable motion starting off from either a standard Poisson…

Probability · Mathematics 2009-11-04 Piotr Milos

Scaled type Markov renewal processes generalize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary…

Probability · Mathematics 2015-03-17 Zsolt Pajor-Gyulai , Domokos Szász

In this work, we present a general method to establish properties of multi-dimensional continuous-time Markov chains representing stochastic reaction networks. This method consists of grouping states together (via a partition of the state…

Probability · Mathematics 2025-05-27 Guillaume Ballif , Laurent Pfeiffer , Jakob Ruess
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