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We introduce the concept of a Markov influence system (MIS) and analyze its dynamics. An MIS models a random walk in a graph whose edges and transition probabilities change endogenously as a function of the current distribution. This…
We consider the Markov random flight $\bold X(t), \; t>0,$ in the three-dimensional Euclidean space $\Bbb R^3$ with constant finite speed $c>0$ and the uniform choice of the initial and each new direction at random time instants that form a…
We consider continuous-time Markov chain on a finite state space X. We assume X can be clustered into several subsets such that the intra-transition rates within these subsets are of order $\mathcal{O}(\frac{1}{\epsilon})$ comparing to the…
Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…
This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. A corresponding random dynamical system is formulated in a two-step procedure, at…
We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the…
In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and…
Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…
The PASEP (Partially Asymmetric Simple Exclusion Process) is a probabilistic model of moving particles, which is of great interest in combinatorics, since it appeared that its partition function counts some tableaux. These tableaux have…
We study an open-chain totally asymmetric exclusion process (TASEP) with stochastic gates present at the two boundaries. The gating dynamics has been modeled keeping the physical system of ion-channel gating in mind. These gates can…
We consider an interacting particle system, which generalizes the classical totally asymmetric simple exclusion process (TASEP), in that each site can contain up to a fixed finite number of particles, and the particle movement is governed…
Consider the following Markov chain on permutations of length $n$. At each time step we choose a random position. If the letter at that position is smaller than the letter immediately to the left (cyclically) then these letters swap…
Causal reversibility blends reversibility and causality for concurrent systems. It indicates that an action can be undone provided that all of its consequences have been undone already, thus making it possible to bring the system back to a…
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…
We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…
Molecular simulations can provide microscopic insight into the physical and chemical driving forces of complex molecular processes. Despite continued advancement of simulation methodology, model errors may lead to inconsistencies between…
We study Markov exclusion process for a particle system with a local interaction in the integer strip. This process models the exchange of velocities and particle-hole exchange of the liquid molecules. It is shown that the mean velocity…
Transition probability estimation plays a critical role in multi-state modeling, especially in clinical research. This paper investigates the application of semi-Markov and Markov renewal frameworks to the EBMT dataset, focusing on six…
Interpreting partial information collected from systems subject to noise is a key problem across scientific disciplines. Theoretical frameworks often focus on the dynamics of variables that result from coarse-graining the internal states of…
We consider the motion of a randomly accelerated particle in one dimension under stochastic resetting mechanism. Denoting the position and velocity by $x$ and $v$ respectively, we consider two different resetting protocols - (i) complete…