Related papers: Poisson representations for tree-indexed Markov ch…
We study continuous processes indexed by a special family of graphs. Processes indexed by vertices of graphs are known as probabilistic graphical models. Burdzy and Pal in their paper proposed a continuous version of graphical models --…
Recent work has proven the existence of extreme inbreeding in a European ancestry sample taken from the contemporary UK population \cite{nature_01}. This result brings our attention again to a math problem related to inbreeding family trees…
The work concerns the nonlinear filtering problem for a class of multiscale McKean-Vlasov stochastic systems. First of all, by a Poisson equation we prove that the solution of the slow part for a multiscale system weakly converges to the…
We introduce and study a family of Markov processes on partitions. The processes preserve the so-called z-measures on partitions previously studied in connection with harmonic analysis on the infinite symmetric group. We show that the…
We consider stochastic reaction networks modeled by continuous-time Markov chains. Such reaction networks often contain many reactions, potentially occurring at different time scales, and have unknown parameters (kinetic rates, total…
Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…
An analogue of the classical Mecke formula for Poisson point processes is proved for the class of space-time STIT tessellation processes. From this key identity the Markov property of a class of associated random processes is derived. This…
Marked point process data arise when events occur in a space with event-level marks. We study clustering of replicated marked Poisson point processes and introduce Dirichlet process mixtures of marked Poisson point processes, a Bayesian…
This is a review of current research in Markov chains as toric statistical models. Its content is mixture of background information, results from the relevant recent literature, new results, and work in progress.
The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching…
A poset is Esakia representable when it is isomorphic to the prime spectrum of a Heyting algebra. Notably, every Esakia representable poset is also the spectrum of a commutative ring with unit. The problem of describing the Esakia…
We study the size properties of a general model of fractal sets that are based on a tree-indexed family of random compacts and a tree-indexed Markov chain. These fractals may be regarded as a generalization of those resulting from the…
Many complex systems exhibit interactions that depend not only on pairwise connections, but also group structures and memory effects. To capture such effects, we develop a unified tensor framework for modeling higher-order Markov chains…
Random spanning trees are among the most prominent determinantal point processes. We give four examples of random spanning trees on ladder-like graphs whose rungs form stationary renewal processes or regenerative processes of order two,…
We consider the almost semi-continuous processes defined on a finite Markov chain. The representation of the moment generating functions for the absolute maximum after achievement positive level and for the recovery time are obtained.…
Let us consider a pair signal-observation ((xn,yn),n 0) where the unobserved signal (xn) is a Markov chain and the observed component is such that, given the whole sequence (xn), the random variables (yn) are independent and the conditional…
A stochastic representation for the solutions of the Poisson-Vlasov equation, with several charged species, is obtained. The representation involves both an exponential and a branching process and it provides an intuitive characterization…
We propose an infinitesimal dispersion index for Markov counting processes. We show that, under standard moment existence conditions, a process is infinitesimally (over-) equi-dispersed if, and only if, it is simple (compound), i.e. it…
Neural computations arising from myriads of interactions between spiking neurons can be modeled as network dynamics with punctuate interactions. However, most relevant dynamics do not allow for computational tractability. To circumvent this…
We present examples of queuing networks that never come to equilibrium. That is achieved by constructing Non-linear Markov Processes, which are non-ergodic, and possess eternal transience property.