Related papers: Null recurrence and transience for a binomial cata…
Many researchers have investigated first hitting times as models for survival data. First hitting times arise naturally in many types of stochastic processes, ranging from Wiener processes to Markov chains. In a survival context, the state…
Recurrent neural networks (RNNs) are complex dynamical systems, capable of ongoing activity without any driving input. The long-term behavior of free-running RNNs, described by periodic, chaotic and fixed point attractors, is controlled by…
Nearly linear recurrences are a generalisation of linear recurrences and are instances of linear time-invariant systems in control theory and linear constraint loops in program analysis. In this paper we formulate the Positivity Problem for…
Extreme events are a major concern in statistical modeling. Ran\-dom missing data can constitute a problem when modeling such rare events. Imputation is crucial in these situations and therefore models that describe different imputation…
In this paper, we study a finite population undergoing discrete, nonoverlapping generations, that is structured into $D$ demes, each containing $N$ individuals of two possible types, $A$ and $B$, whose viability coefficients, $s_A$ and…
We study how the order of N independent random walks in one dimension evolves with time. Our focus is statistical properties of the inversion number m, defined as the number of pairs that are out of sort with respect to the initial…
We study the distributions of the random Dirichlet series with parameters $(s, \beta)$ defined by $$ S=\sum_{n=1}^{\infty}\frac{I_n}{n^s}, $$ where $(I_n)$ is a sequence of independent Bernoulli random variables, $I_n$ taking value $1$ with…
This paper provides full classification of dynamics for continuous time Markov chains (CTMCs) on the non-negative integers with polynomial transition rate functions. Such stochastic processes are abundant in applications, in particular in…
Let $G$ be a real connected algebraic semi-simple Lie group, and $H$ an algebraic subgroup of $G$. Let $\mu$ be a probability measure on $G$, with finite exponential moment, whose support spans a Zariski-dense subsemigroup of $G$. Let…
The ordinary contact process is used to model the spread of a disease in a population. In this model, each infected individual waits an exponentially distributed time with parameter 1 before becoming healthy. In this paper, we introduce and…
By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…
For continuous-time Markov chains we prove that, depending on the notion of effective affinity $F$, the probability of an edge current to ever become negative is either $1$ if $F< 0$ else $\sim \exp - F$. The result generalizes a ``noria''…
Distinguishing between continuous and first-order phase transitions is a major challenge in random discrete systems. We study the topic for events with recursive structure on Galton-Watson trees. For example, let $\mathcal{T}_1$ be the…
In this paper we study a particular class of Piecewise deterministic Markov processes (PDMP's) which are semi-stochastic catastrophe versions of deterministic population growth models. In between successive jumps the process follows a flow…
One dimensional excited random walk has been extensively studied for bounded, i.i.d. cookie environments. In this case, many important properties of the walk including transience or recurrence, positivity or non-positivity of the speed, and…
An asymmetric exclusion process comprising positive particles, negative particles and vacancies is introduced. The model is defined on a ring and the dynamics does not conserve the number of particles. We solve the steady state exactly and…
We consider a pure death process $(Z(t), t\ge0)$ with death rates $\lambda_n$ satisfying the condition $\sum_{n=2}^\infty \lambda_n^{-1}<\infty$ of coming from infinity, $Z(0)=\infty$, down to an absorbing state $n=1$. We establish limit…
We propose autoregressive Bayesian semi-parametric models for waiting times between recurrent events. The aim is two-fold: inference on the effect of possibly time-varying covariates on the gap times and clustering of individuals based on…
For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. For the subcritical regime a kind of phase transition…
In the companion paper of this set (Capitan and Cuesta, 2010) we have developed a full analytical treatment of the model of species assembly introduced in Capitan et al. (2009). This model is based on the construction of an assembly graph…