Related papers: A multiple coupon collection process and its Marko…
We study in this paper a generalized coupon collector problem, which consists in determining the distribution and the moments of the time needed to collect a given number of distinct coupons that are drawn from a set of coupons with an…
The Coupon Collector Problem (CCP) is a well-known combinatorial problem that seeks to estimate the number of random draws required to complete a collection of $n$ distinct coupon types. Various generalizations of this problem have been…
The paper introduces a modified version of the classical Coupon Collector's Problem entailing exchanges and cooperation between multiple players. Results of the development show that, within a proper Markov framework, the complexity of the…
We introduce a novel time-homogeneous Markov embedding of a class of time inhomogeneous Markov chains widely used in the context of Monte Carlo sampling algorithms which allows us to answer one of the most basic, yet hard, question about…
Characterizing whether a Markov process of discrete random variables has an homogeneous continuous-time realization is a hard problem. In practice, this problem reduces to deciding when a given Markov matrix can be written as the…
The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…
The embedding problem of Markov matrices in Markov semigroups is a classic problem that regained a lot of impetus and activities through recent needs in phylogeny and population genetics. Here, we give an account for dimensions $d\leqslant…
We generalize the well-known Coupon Collector Problem (CCP) in combinatorics. Our problem is to find the minimum and expected number of draws, with replacement, required to recover $n$ distinctly labeled coupons, with each draw consisting…
In this paper, we outline a model of graph (or network) dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The…
Many problems in sequential decision making and stochastic control often have natural multiscale structure: sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure,…
Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with…
In this note, we introduce a distributed twist on the classic coupon collector problem: a set of $m$ collectors wish to each obtain a set of $n$ coupons; for this, they can each sample coupons uniformly at random, but can also meet in…
The article explores the asymptotic behavior of the expected number of drawings in the Coupon Collector's Problem with group-drawing under the uniform distribution. In this variant, each draw consists of a package of $s$ distinct coupons…
We consider a generalisation of the classical coupon collector problem. We define a super-coupon to be any $s$-subset of a universe of $n$ coupons. In each round, a random $r$-subset from the universe is drawn and all its $s$-subsets are…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…
We present and explore a general method for deriving a Lie-Markov model from a finite semigroup. If the degree of the semigroup is $k$, the resulting model is a continuous-time Markov chain on $k$ states and, as a consequence of the product…
In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…
The classical embeddability problem asks whether a given stochastic matrix $T$, describing transition probabilities of a $d$-level system, can arise from the underlying homogeneous continuous-time Markov process. Here, we investigate the…
We study the properties of a subclass of stochastic processes called discrete time nonlinear Markov chains with an aggregator, which naturally appear in various topics such as strategic queueing systems, inventory dynamics, opinion…