Related papers: Nonequilibrium steady-state dynamics of Markov pro…
We introduce a Markov Chain Monte Carlo algorithm which samples from the space of spanning trees of complete graphs using local rewiring operations only. The probability distribution of graphs of this kind is shown to depend on the…
We obtain a perfect sampling characterization of weak ergodicity for backward products of finite stochastic matrices, and equivalently, simultaneous tail triviality of the corresponding nonhomogeneous Markov chains. Applying these ideas to…
We introduce a prototype model in an attempt to capture some aspects of market dynamics simulating a trading mechanism. The model description starts with a discrete-space, continuous-time Markov process describing arrival and movement of…
It is known that exact traveling wave solutions exist for families of (n+1)-states stochastic one-dimensional non-equilibrium lattice models with open boundaries provided that some constraints on the reaction rates are fulfilled. These…
In many applications, for example when computing statistics of fast subsystems in a multiscale setting, we wish to find the stationary distributions of systems of continuous time Markov chains. Here we present a class of models that appears…
We study networked control of non-linear systems where system states and tentative plant input sequences are transmitted over unreliable communication channels. The sequences are calculated recursively by using a pre-designed nominally…
Recently, a class of stochastic processes known as piecewise deterministic Markov processes has been used to define continuous-time Markov chain Monte Carlo algorithms with a number of attractive properties, including compatibility with…
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…
The methodology named LIFE (Linear-in-Flux-Expressions) was developed with the purpose of simulating and analyzing large metabolic systems. With LIFE, the number of model parameters is reduced by accounting for correlations among the…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…
We study a general mass transport model on an arbitrary graph consisting of $L$ nodes each carrying a continuous mass. The graph also has a set of directed links between pairs of nodes through which a stochastic portion of mass, chosen from…
Confined active particles constitute simple, yet realistic, examples of systems that converge into a non-equilibrium steady state. We investigate a run-and-tumble particle in one spatial dimension, trapped by an external potential, with a…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
We present a data-driven approach to efficiently approximate nonlinear transient dynamics in solid-state systems. Our proposed machine-learning model combines a dimensionality reduction stage with a nonlinear vector autoregression scheme.…
We address the problem of community detection in networks by introducing a general definition of Markov stability, based on the difference between the probability fluxes of a Markov chain on the network at different time scales. The…
Most epidemic processes on networks can be modelled by a compartmental model, that specifies the spread of a disease in a population. The corresponding compartmental graph describes how the viral state of the nodes (individuals) changes…
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…
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.…
The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…