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We introduce the multiplicative coalescent with linear deletion, a continuous-time Markov process describing the evolution of a collection of blocks. Any two blocks of sizes $x$ and $y$ merge at rate $xy$, and any block of size $x$ is…
In this paper is described the general aspect of a numerical method for piecewise determin-istic Markov processes with boundary. Under very natural hypotheses, a crucial result about uniqueness of solution of a generalized Kolmogorov…
We study properties of a subclass of Markov processes that have all moments that are continuous functions of the time parameter and more importantly are characterized by the property that say their $n-$th conditional moment given the past…
Examples of stochastic processes whose state space representations involve functions of an integral type structure $$I_{t}^{(a,b)}:=\int_{0}^{t}b(Y_{s})e^{-\int_{s}^{t}a(Y_{r})dr}ds, \quad t\ge 0$$ are studied under an ergodic…
We present a general approach for computing the dynamic partition function of a continuous-time Markov process. The Ruelle topological pressure is identified with the large deviation function of a physical observable. We construct for the…
Let X be a continuous-time Markov chain in a finite set I, let h be a mapping of I onto another set, and let Y be defined by Y_t=h(X_t), (for t nonnegative). We address the filtering problem for X in terms of the observation Y, which is not…
In a quantum (inhomogeneous) Markov process $\rho_1:=\Gamma_1(\rho)$, $\rho_2:=\Gamma_1(\rho_1)$, ..., where $\Gamma_i$ are CPTP maps and $\rho$ is the initial state, the the state of the system is either oscillatory or convergent to a…
We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity,…
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
We consider a generalization of the Ruelle theorem for the case of continuous time problems. We present a result which we believe is important for future use in problems in Mathematical Physics related to $C^*$-Algebras We consider a finite…
In this paper, we establish a version of the central limit theorem for Markov-Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the…
This paper presents an on-the-fly uniformization technique for the analysis of time-inhomogeneous Markov population models. This technique is applicable to models with infinite state spaces and unbounded rates, which are, for instance,…
We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary…
The infinite discrete stable Boltzmann maps are "heavy-tailed" generalisations of the well-known Uniform Infinite Planar Quadrangulation. Very efficient tools to study these objects are Markovian step-by-step explorations of the lattice…
This paper studies the long-term behaviour of a continuous time Markov chain formed by two non-negative integer valued components that evolve subject to a competitive interaction. In the absence of interaction the Markov chain is just a…
For a stochastically monotone Markov chain taking values in a Polish space, we present a number of conditions for existence and for uniqueness of its stationary regime, as well as for closeness of its transient trajectories. In particular,…
A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…
We present a systematic way to analyze and model systems having many characteristic time-scales. The method we propose is employed for a test-case of a meandering jet model manifesting chaotic tracer dispersion with long time-correlations.…
We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…
We consider a finite population processor-sharing (PS) queue, with Markovian arrivals and an exponential server. Such a queue can model an interactive computer system consisting of a bank of terminals in series with a central processing…