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This paper develops a new class of conditional Markov jump processes with regime switching and paths dependence. The key novel feature of the developed process lies on its ability to switch the transition rate as it moves from one state to…

Methodology · Statistics 2021-07-16 Budhi Surya

We study Markov population processes on large graphs, with the local state transition rates of a single vertex being linear function of its neighborhood. A simple way to approximate such processes is by a system of ODEs called the…

Probability · Mathematics 2021-08-30 Dániel Keliger

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…

Multiagent Systems · Computer Science 2019-03-28 Bernard Chazelle

The problem of graphical model selection is to correctly estimate the graph structure of a Markov random field given samples from the underlying distribution. We analyze the information-theoretic limitations of the problem of graph…

Information Theory · Computer Science 2009-05-19 Narayana Santhanam , Martin J. Wainwright

Cells produce RNA and proteins via molecular templating networks. We show that information transmission in such networks is bounded by functions of a simple thermodynamic property of the network, regardless of complexity. Surprisingly,…

Biological Physics · Physics 2025-06-10 Benjamin Qureshi , Jenny M. Poulton , Thomas E. Ouldridge

In [20], the authors addressed the question of the averaging of a slow-fast Piecewise Deterministic Markov Process (PDMP) in infinite dimension. In the present paper, we carry on and complete this work by the mathematical analysis of the…

Probability · Mathematics 2012-11-09 A. Genadot , M. Thieullen

We consider a random model for directed graphs whereby an arc is placed from one vertex to another with a prescribed probability which may vary from arc to arc. Using perturbation bounds as well as Chernoff inequalities, we show that the…

Probability · Mathematics 2013-09-20 Franklin H. J. Kenter

We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…

Statistics Theory · Mathematics 2015-08-10 Walter Dempsey , Peter McCullagh

The entropy production is commonly interpreted as measuring the distance from equilibrium. However, this explanation lacks a rigorous description due to the absence of a natural equilibrium measure. The present analysis formalizes this…

Statistical Mechanics · Physics 2025-10-23 David Andrieux

Small nonequilibrium systems in contact with a heat bath can be analyzed with the framework of stochastic thermodynamics. In such systems, fluctuations, which are not negligible, follow universal relations such as the fluctuation theorem.…

Statistical Mechanics · Physics 2018-10-29 Andre C Barato , Raphael Chetrite , Alessandra Faggionato , Davide Gabrielli

Information-theory based variational principles have proven effective at providing scalable uncertainty quantification (i.e. robustness) bounds for quantities of interest in the presence of nonparametric model-form uncertainty. In this…

Probability · Mathematics 2020-06-11 Jeremiah Birrell , Luc Rey-Bellet

We consider an equilibrium birth and death type process for a particle system in infinite volume, the latter is described by the space of all locally finite point configurations on $\R^d$. These Glauber type dynamics are Markov processes…

Mathematical Physics · Physics 2011-03-29 Yuri Kondratiev , Tobias Kuna , Nataliya Ohlerich

We investigate the cutoff phenomenon for Markov processes under information divergences such as $f$-divergences and R\'enyi divergences. We classify most common divergences into four types, namely $L^2$-type, $\mathrm{TV}$-type,…

Probability · Mathematics 2025-01-23 Youjia Wang , Michael C. H. Choi

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Following a recent method introduced by C. Hainzl, J.P. Solovej and the second author of this article, we prove the existence of the thermodynamic limit for a system made of quantum electrons, and classical nuclei whose positions and…

Mathematical Physics · Physics 2012-07-11 Xavier Blanc , Mathieu Lewin

We study optimal solutions to an abstract optimization problem for measures, which is a generalization of classical variational problems in information theory and statistical physics. In the classical problems, information and relative…

Optimization and Control · Mathematics 2021-11-23 Roman V. Belavkin

Consider that $u_0$ nodes are aware of some piece of data $d_0$. This note derives the expected time required for the data $d_0$ to be disseminated through-out a network of $n$ nodes, when communication between nodes evolves according to a…

Probability · Mathematics 2020-05-08 Kevin Topley

It has been established under very general conditions that the ergodic properties of Markov processes are inherited by their conditional distributions given partial information. While the existing theory provides a rather complete picture…

Probability · Mathematics 2015-02-04 Patrick Rebeschini , Ramon van Handel

We derive the exchange-driven growth (EDG) equations as the mean-field limit of interacting particle systems on the complete graph. Extending previous work, we consider symmetric exchange kernels $c(k, l) = c(l, k)$ satisfying super-linear…

Probability · Mathematics 2025-09-25 Angeliki Koutsimpela

The thermodynamic formalism allows one to access the chaotic properties of equilibrium and out-of-equilibrium systems, by deriving those from a dynamical partition function. The definition that has been given for this partition function…

Statistical Mechanics · Physics 2011-11-29 Vivien Lecomte , Cécile Appert-Rolland , Frédéric van Wijland