Related papers: On Markov--up processes and their recurrence prope…
We prove several results concerning classifications, based on successive observations $(X_1,..., X_n)$ of an unknown stationary and ergodic process, for membership in a given class of processes, such as the class of all finite order Markov…
In this study, a new extension of the Markov Renewal theory is introduced by allowing time to evolve in multiple dimensions. The resulting chains are referred to as multi-time Markov Renewal chains and since this extension is new, the state…
New relations between ergodic rate, L_p convergence rates, and asymptotic behavior of tail probabilities for hitting times of a time homogeneous Markov process are established. For L_p convergence rates and related spectral and functional…
Some basic notions and results in Topological Dynamics are extended to continuous groupoid actions in topological spaces. We focus mainly on recurrence properties. Besides results that are analogous to the classical case of group actions,…
The last decade has witnessed a number of important and exciting developments that had been achieved for improving recurrence plot based data analysis and to widen its application potential. We will give a brief overview about important and…
In this review-type paper written at the occasion of the Oberwolfach workshop {\em One-sided vs. Two-sided stochastic processes} (february 22-29, 2020), we discuss and compare Markov properties and generalisations thereof in more…
The explicit criteria for several types of ergodicity of one-dimensional diffusions or birth-death processes have been found out recently in a surprisingly short period. One of the criteria is for exponential ergodicity of birth-death…
We study ergodic properties of compositions of holomorphic endomorphisms of the complex projective space chosen independently at random according to some probability distribution. Along the way, we construct positive closed currents which…
In this paper the stability and the perturbation bounds of Markov operators acting on abstract state spaces are investigated. Here, an abstract state space is an ordered Banach space where the norm has an additivity property on the cone of…
Iteration of randomly chosen quadratic maps defines a Markov process: X_{n+1}=\epsilon_{n+1}X_n(1-X_n), where \epsilon_n are i.i.d. with values in the parameter space [0,4] of quadratic maps F_{\theta}(x)=\theta x(1-x). Its study is of…
In queuing theory and related problems, it is very important to know the numerical characteristics of an investigated system - both in stationary and non-stationary modes. In some cases, such characteristics can be calculated, but this is…
This paper is concerned with an extended Galton-Watson process so as to allow individuals to live and reproduce for more than one unit time. We assume that each individual can live $k$ seasons (time-units) with probability $h_k$, and…
We derive sufficient conditions for subgeometric f-ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to a petite set. We then formulate a criterion for polynomial…
This paper gathers together different conditions which are all equivalent to geometric ergodicity of time-homogeneous Markov chains on general state spaces. A total of 34 different conditions are presented (27 for general chains plus 7 just…
Multi-agent systems can be successfully described by kinetic models, which allow one to explore the large scale aggregate trends resulting from elementary microscopic interactions. The latter may be formalised as collision-like rules, in…
We investigate ergodic properties of generalized Ornstein--Uhlenbeck processes. In particular, we provide sufficient conditions for ergodicity, and for subexponential and exponential convergence to the invariant probability measure. We use…
This paper is concerned with the concept of linear repetitivity in the theory of tilings. We prove a general uniform subadditive ergodic theorem for linearly repetitive tilings. This theorem unifies and extends various known (sub)additive…
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
We consider processes which are functions of finite-state Markov chains. It is well known that such processes are rarely Markov. However, such processes are often regular in the following sense: the distant past values of the process have…
We classify the rare events of structured, memoryful stochastic processes and use this to analyze sequential and parallel generators for these events. Given a stochastic process, we introduce a method to construct a new process whose…