Related papers: A Markovian Perspective on the Classical Occupancy…
Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…
Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…
We analyze properties of apportionment functions in context of the problem of allocating seats in the European Parliament. Necessary and sufficient conditions for apportionment functions are investigated. Some exemplary families of…
Answers to the question how a classical world emerges from underlying quantum physics are revisited, connected and extended as follows. First, three distinct concepts are compared: decoherence in open quantum systems, consistent/decoherent…
We study a density-dependent Markov jump process describing a population where each individual is characterized by a type, and reproduces at rates depending both on its type and on the population type distribution. We are interested in the…
Simple random coverage models, well studied in Euclidean space, can also be defined on a general compact metric space. By analogy with the geometric models, and with the discrete coupon collector's problem and with cover times for finite…
Potential theory is a central tool to understand and analyse Markov processes. In this article, we develop its probabilistic counterpart for branching Markov chains. Specifically, we examine versions of quasi-processes or interlacements…
We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…
The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…
In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…
A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…
For a class of integral operators with kernels metric functions on manifold we find some necessary and sufficient conditions to have finite rank. The problem we pose has a stochastic nature and boils down to the following alternative…
First we survey generating function methods for obtaining useful probability estimates about random matrices in the finite classical groups. Then we describe a probabilistic picture of conjugacy classes which is coherent and beautiful.…
In this paper we consider two related stochastic models. The first one is a branching system consisting of particles moving according to a Markov family in R^d and undergoing subcritical branching with a constant rate of V>0. New particles…
Since the advent of quantum mechanics, classical probability interpretations have faced significant challenges. A notable issue arises with the emergence of negative probabilities when attempting to define the joint probability of…
We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…
The main purpose of this paper is to consider the multiple birth properties for multi-type Markov branching processes. We first construct a new multi-dimensional Markov process based on the multi-type Markov branching process, which can…
This paper collects facts about the number of occupied boxes in the classical balls-in-boxes occupancy scheme with infinitely many positive frequencies: equivalently, about the number of species represented in samples from populations with…
In classical stochastic theory, the joint probability distributions of a stochastic process obey by definition the Kolmogorov consistency conditions. Interpreting such a process as a sequence of physical measurements with probabilistic…
The estimation of absorption time distributions of Markov jump processes is an important task in various branches of statistics and applied probability. While the time-homogeneous case is classic, the time-inhomogeneous case has recently…