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We introduce and analyze a new class of monotone stochastic recursions in a regenerative environment which is essentially broader than that of Markov chains. We prove stability theorems and apply our results {to three canonical models in…

Probability · Mathematics 2022-02-22 Sergey Foss , Vsevolod Shneer , Jonathan P. Thomas , Tim Worrall

We consider a model of a discrete time "interacting particle system" on the integer line where infinitely many changes are allowed at each instance of time. We describe the model using chameleons of two different colours, {\it viz}., red…

Probability · Mathematics 2009-07-23 Antar Bandyopadhyay , Rahul Roy , Anish Sarkar

Starting from an n-by-n matrix of zeros, choose uniformly random zero entries and change them to ones, one-at-a-time, until the matrix becomes invertible. We show that with probability tending to one as n tends to infinity, this occurs at…

Probability · Mathematics 2018-08-09 Louigi Addario-Berry , Laura Eslava

Graham, Knuth and Patashnik in their book Concrete Mathematics called for development of a general theory of the solutions of recurrences defined by $$\left|{ n\atop k}\right|=(\alpha n+\beta k+\gamma)\left|{n-1\atop k}\right|+(\alpha'…

Probability · Mathematics 2025-02-20 Pawel Hitczenko

Take $G$ a locally compact second-countable group, and $H$ a subgroup of $G$. Choose $\mu$ a probability measure on $G$, such that the group spanned by its support is dense in $G$, and consider the Markov chain on the homogeneous space…

Dynamical Systems · Mathematics 2016-07-20 Caroline Bruère

In this paper, we consider certain linear-fractional branching processes with immigration in varying environments. For $n\ge0,$ let $Z_n$ counts the number of individuals of the $n$-th generation, which excludes the immigrant which enters…

Probability · Mathematics 2024-11-27 Baozhi Li , Hongyan Sun , Hua-Ming Wang

Based on a simple object, an i.i.d. sequence of positive integer-valued random variables, $\{a_n\}_{n\in \mathbb{Z}}$, we introduce and study two random structures and their connections. First, a population dynamics, in which each…

Probability · Mathematics 2018-03-23 François Baccelli , Antonio Sodre

We study the frog model on $\mathbb{Z}$ with particle-wise random geometric lifetimes: each particle has a survival parameter $\pi\in(0,1)$ sampled i.i.d., whose density near $1$ satisfies $f_\pi(u)\sim (1-u)^{\beta-1}L\big((1-u)^{-1}\big)$…

Probability · Mathematics 2025-12-12 Gustavo O. Carvalho , Fábio P. Machado , J. Hermenegildo R. González

We consider uniform random permutations of length $n$ conditioned to have no cycle longer than $n^\beta$ with $0<\beta<1$, in the limit of large $n$. Since in unconstrained uniform random permutations most of the indices are in cycles of…

Probability · Mathematics 2018-12-21 Volker Betz , Helge Schäfer , Dirk Zeindler

We investigate a quadratic dynamical system known as nonlinear recombinations. This system models the evolution of a probability measure over the Boolean cube, converging to the stationary state obtained as the product of the initial…

Probability · Mathematics 2024-10-07 Pietro Caputo , Cyril Labbé , Hubert Lacoin

The number of recurrent events before a terminating event is often of interest. For instance, death terminates an individual's process of rehospitalizations and the number of rehospitalizations is an important indicator of economic cost. We…

Methodology · Statistics 2021-12-30 Willem van den Boom , Maria De Iorio , Marta Tallarita

For a class of irreducible Markov chains with an infinitely countable set of states, we establish a new verifiable necessary and sufficient condition for recurrence and transience. We show that if one of the basic assumptions is not…

Probability · Mathematics 2024-10-08 Vyacheslav M. Abramov

The Rademacher random walk associated with a deterministic sequence $(a_n)_{n \geq 1}$ is the walk which starts at zero and, at step $i$, independently steps either up or down by $a_i$ with equal probability. We continue the study begun by…

Probability · Mathematics 2025-12-22 Satyaki Bhattacharya , Edward Crane , Tom Johnston

Conditions for positive and polynomial recurrence have been proposed for a class of reliability models of two elements with transitions from working state to failure and back. As a consequence, uniqueness of stationary distribution of the…

Probability · Mathematics 2020-05-29 Alexander Veretennikov

We consider real sequences $(f_n)$ that satisfy a linear recurrence with constant coefficients. We show that the density of the positivity set of such a sequence always exists. In the special case where the sequence has no positive…

Combinatorics · Mathematics 2007-05-23 Jason P. Bell , Stefan Gerhold

We characterize recurrence and transience of nonnegative multivariate autoregressive processes of order one with random contractive coefficient matrix, of subcritical multitype Galton-Watson branching processes in random environment with…

Probability · Mathematics 2016-10-18 Martin P. W. Zerner

We consider the diffusion approximation of branching processes in random environment (BPREs). This diffusion approximation is similar to and mathematically more tractable than BPREs. We obtain the exact asymptotic behavior of the survival…

Probability · Mathematics 2013-10-02 Christian Böinghoff , Martin Hutzenthaler

In this paper we consider two branching processes living in a joint random environment. Assuming that both processes are critical we address the following question: What is the probability that both populations survive up to a large time…

Probability · Mathematics 2025-02-27 Nikita Elizarov , Vitali Wachtel

Ecosystems often undergo abrupt regime shifts in response to gradual external changes. These shifts are theoretically understood as a regime switch between alternative stable states of the ecosystem dynamical response to smooth changes in…

Populations and Evolution · Quantitative Biology 2015-02-18 Jose A. Capitan , Jose A. Cuesta

This paper is a step towards a systematic theory of the transitivity (clustering) phenomenon in random networks. A static framework is used, with adjacency matrix playing the role of the dynamical variable. Hence, our model is a matrix…

Condensed Matter · Physics 2009-11-10 Z. Burda , J. Jurkiewicz , A. Krzywicki
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