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A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…

Statistical Mechanics · Physics 2023-03-30 Florian Angeletti , Hugo Touchette

The paper works out the canonical probability distribution of the occupancy numbers of a bosonic system and shows that canonical typicality applies to the canonical density operator of the occupancy numbers. The result is that, if, as it is…

Statistical Mechanics · Physics 2025-12-02 Arnaldo Spalvieri

We consider the discrete-time migration-recombination equation, a deterministic, nonlinear dynamical system that describes the evolution of the genetic type distribution of a population evolving under migration and recombination in a law of…

Probability · Mathematics 2021-03-30 Frederic Alberti , Ellen Baake , Ian Letter , Servet Martinez

We study a Markov birth-and-death process on a space of locally finite configurations, which describes an ecological model with a density dependent fecundity regulation mechanism. We establish existence and uniqueness of this process and…

We study normal approximations for a class of discrete-time occupancy processes, namely, Markov chains with transition kernels of product Bernoulli form. This class encompasses numerous models which appear in the complex networks…

Probability · Mathematics 2018-11-13 Liam Hodgkinson , Ross McVinish , Philip K. Pollett

Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…

Machine Learning · Computer Science 2021-06-25 Francesca Cairoli , Ginevra Carbone , Luca Bortolussi

We consider a Markov chain of point processes such that each state is a super position of an independent cluster process with the previous state as its centre process together with some independent noise process. The model extends earlier…

Probability · Mathematics 2019-01-24 Jesper Møller , Andreas D. Christoffersen

For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…

Probability · Mathematics 2017-02-01 Chiara Franceschini , Cristian Giardinà

The analysis of many problems of interest associated with Markov chains, e.g. stationary distributions, moments of first passage time distributions and moments of occupation time random variables, involves the solution of a system of linear…

Probability · Mathematics 2012-08-29 Jeffrey J. Hunter

For both continuous-time and discrete-time Markov Chains, we provide criteria for inverse problems of classical types of ergodicity: (ordinary) erogodicity, algebraic ergodicity, exponential ergodicity and strong ergodicity. Our criteria…

Probability · Mathematics 2024-05-06 Zhi-Feng Wei

We develop a theory of classical complexity. We study the relations between classical complexity and entropy, and conjecture that in an isolated system, classical absolute complexity always tends to grow, until it reaches its maximum. We…

High Energy Physics - Theory · Physics 2019-02-28 Zhou Shangnan

We studied how to obtain a distribution for the number of ancestors in species of sexual reproduction. Present models concentrate on the estimation of distributions repetitions of ancestors in genealogical trees. It has been shown that is…

Biological Physics · Physics 2019-09-12 M. Caruso , C. Jarne

The goal of this work is to formally abstract a Markov process evolving in discrete time over a general state space as a finite-state Markov chain, with the objective of precisely approximating its state probability distribution in time,…

Logic in Computer Science · Computer Science 2017-01-11 Sadegh Esmaeil Zadeh Soudjani , Alessandro Abate

In this paper, we abstract a kind of stochastic processes from evolving processes of growing networks, this process is called growing network Markov chains. Thus the existence and the formulas of degree distribution are transformed to the…

Mathematical Physics · Physics 2015-05-13 Zhenting Hou , Xiangxing Kong , Dinghua Shi , Guanrong Chen , Qinggui Zhao

An occupancy problem with an infinite number of bins and a random probability vector for the locations of the balls is considered. The respective sizes of bins are related to the split times of a Yule process. The asymptotic behavior of the…

Probability · Mathematics 2009-08-22 Philippe Robert , Florian Simatos

We apply Doeblin's ergodicity coefficient as a computational tool to approximate the occupancy distribution of a set of states in a homogeneous but possibly non-stationary finite Markov chain. Our approximation is based on new properties…

Probability · Mathematics 2010-03-16 Stephen Chestnut , Manuel Lladser

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle…

Populations and Evolution · Quantitative Biology 2012-10-11 Forrest W. Crawford , Marc A. Suchard

This work focuses on time-inhomogeneous Markov chains with two time scales. Our motivations stem from applications in reliability and dependability, queueing networks, financial engineering and manufacturing systems, where two-time-scale…

Probability · Mathematics 2007-05-23 George Yin , Hanqin Zhang

Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the…

Probability · Mathematics 2022-04-22 Viktor Bezborodov , Luca Di Persio

We propose the consistent statistical approach to consider a wide class of classical open systems whose states are specified by a set of positive integers(occupation numbers).Such systems are often encountered in physics, chemistry,…

Quantum Physics · Physics 2011-07-05 E. D. Vol