Related papers: Parametric estimation and LAN property of the birt…
We present an investigation of stochastic evolution in which a family of evolution equations in $L^1$ are driven by continuous-time Markov processes. These are examples of so-called piecewise deterministic Markov processes (PDMP's) on the…
General birth-and-death as well as hopping stochastic dynamics of infinite particle systems in the continuum are considered. We derive corresponding evolution equations for correlation functions and generating functionals. General…
We consider transformations between attractor basins of binary cylindrical cellular automata resulting from mutations. A t-point mutation of a state consists in toggling t sites in that state. Results of such mutations are described by a…
It is shown that the combinatorics of commutation relations is well suited for analyzing the convergence rate of certain Markov chains. Examples studied include random walk on irreducible representations, a local random walk on partitions…
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…
Many systems across the sciences evolve through a combination of multiplicative growth and diffusive transport. In the presence of disorder, these systems tend to form localized structures which alternate between long periods of relative…
We provide a probabilistic approach to modeling the movements of subjects through multiple stages, with "stays" or survival at each stage for a random length of time, and ending at a desired final stage. We use conditional Markov chains…
We consider a continuous-time symmetric branching random walk on multidimensional lattices with immigration and infinite number of initial particles. We assume that at every lattice point a process of birth and death of particles is…
We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time-homogeneous Markov chain.…
We study a spatial birth-and-death process on the phase space of locally finite configurations $\Gamma^+ \times \Gamma^-$ over $\mathbb{R}^d$. Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck…
Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…
Herein, the Hidden Markov Model is expanded to allow for Markov chain observations. In particular, the observations are assumed to be a Markov chain whose one step transition probabilities depend upon the hidden Markov chain. An…
The development of statistical approaches for the joint modelling of the temporal changes of imaging, biochemical, and clinical biomarkers is of paramount importance for improving the understanding of neurodegenerative disorders, and for…
We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…
Ergodic properties and asymptotic stationarity are investigated in this paper for the pseudo-covariance matrix (PCM) of a recursive state estimator which is robust against parametric uncertainties and is based on plant output measurements…
We observe a length-$n$ sample generated by an unknown,stationary ergodic Markov process (\emph{model}) over a finite alphabet $\mathcal{A}$. Given any string $\bf{w}$ of symbols from $\mathcal{A}$ we want estimates of the conditional…
Hidden semi-Markov models generalise hidden Markov models by explicitly modelling the time spent in a given state, the so-called dwell time, using some distribution defined on the natural numbers. While the (shifted) Poisson and negative…
Stochastic models that incorporate birth, death and immigration (also called birth-death and innovation models) are ubiquitous and applicable to many research topics such as quantifying species sizes in ecological populations, describing…
In this note we consider a Markov chain formed by a finite system of interacting birth-and-death processes on a finite state space. We study an asymptotic behaviour of the Markov chain as its state space becomes large. In particular, we…
We consider a stochastic spatial point process with births and deaths on $\mathbb{R}^d$, with the hard-core property that at any time the balls of radius half of any two points do not overlap. We give explicit construction of the process.…