Related papers: Null recurrence and transience for a binomial cata…
We prove a conjecture by Bertoin that the multi-dimensional elephant random walk on $\mathbb{Z}^d$($d\geq 3$) is transient and the expected number of zeros is finite. We also provide some estimates on the rate of escape. In dimensions $d=…
Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…
The neutron population in a prototype model of nuclear reactor can be described in terms of a collection of particles confined in a box and undergoing three key random mechanisms: diffusion, reproduction due to fissions, and death due to…
We consider a spectrally-negative Markov additive process as a model of a risk process in random environment. Following recent interest in alternative ruin concepts, we assume that ruin occurs when an independent Poissonian observer sees…
The paper suggests a frequency criterion of error-free recoverability of a missing value for sequences, i.e. discrete time processes, in a pathwise setting without probabilistic assumptions. The paper establishes error-free recoverability…
Let $\{\xi_i\}_{i \geq 1}$ be a sequence of i.i.d.\ positive random variables. Starting from the usual square lattice replace each horizontal edge that links a site in $i$-th vertical column to another in the $(i+1)$-th vertical column by…
We present a new perfect simulation algorithm for stationary chains having unbounded variable length memory. This is the class of infnite memory chains for which the family of transition probabilities is represented by a probabilistic…
Let $X$, $B$ and $Y$ be three Dirichlet, Bernoulli and beta independent random variables such that $X\sim \mathcal{D}(a_0,...,a_d),$ such that $\Pr(B=(0,...,0,1,0,...,0))=a_i/a$ with $a=\sum_{i=0}^da_i$ and such that $Y\sim \beta(1,a).$ We…
We provide sufficient conditions for the validity of a dichotomy, i.e. zero-one law, between recurrence and transience of general frog models. In particular, the results cover frog models with i.i.d. numbers of frogs per site where the frog…
In this paper we study the long term evolution of a continuous time Markov chain formed by two interacting birth-and-death processes. The interaction between the processes is modelled by transition rates which are functions with suitable…
Realistic modeling of ecological population dynamics requires spatially explicit descriptions that can take into account spatial heterogeneity as well as long-distance dispersal. Here, we present Monte Carlo simulations and numerical…
We introduce an individual-based model of a complex ecological community with random interactions. The model contains a large number of species, each with a finite population of individuals, subject to discrete reproduction and death…
Motivated by modeling the dynamics of a population living in a flowing medium where the environmental factors are random in space, we have studied an asymmetric variant of the one-dimensional contact process, where the quenched random…
We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…
Consider a random $n\times n$ zero-one matrix with "density" $p$, sampled according to one of the following two models: either every entry is independently taken to be one with probability $p$ (the "Bernoulli" model), or each row is…
We introduce the concept of a deterministic walk in a deterministic environment on a countable state space (DWDE). For the deterministic walk in a fixed environment we establish properties analogous to those found in Markov chain theory,…
There are many natural, physical, and biological systems that exhibit multiple time scales. For example, the dynamics of a population of ticks can be described in continuous time during their individual life cycle yet discrete time is used…
We consider a time-homogeneous Markov chain $X_n$, $n\ge0$, valued in ${\bf R}$. Suppose that this chain is transient, that is, $X_n$ generates a $\sigma$-finite renewal measure. We prove the key renewal theorem under condition that this…
A family of discrete non-autonomous SIRVS models with general incidence is obtained from a continuous family of models by applying Mickens non-standard discretization method. Conditions for the permanence and extinction of the disease and…
We establish a phase transition known as the "all-or-nothing" phenomenon for noiseless discrete channels. This class of models includes the Bernoulli group testing model and the planted Gaussian perceptron model. Previously, the existence…