Related papers: Poisson representations for tree-indexed Markov ch…
We study (plane) tree-valued Markov chains $(T_n,n \geq 1)$ with uniform backward dynamics and show that they can be obtained by sampling from a real tree. As non--plane trees, every such Markov chain is represented by a weighted real tree.…
In this paper we prove the Poisson Hypothesis for the limiting behavior of the large queueing systems in some simple ("mean-field") cases. We show in particular that the corresponding dynamical systems, defined by the non-linear Markov…
In this paper, we consider the classical Ising model on the Cayley tree of order k and show the existence of the phase transition in the following sense: there exists two quantum Markov states which are not quasi-equivalent. It turns out…
We present an approach that can be useful when the network or system performance is described by a model that is not Markovian. Although most performance models are based on Markov chains or Markov processes, in some cases the Markov…
It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…
We study the accessibility percolation model on infinite trees. The model is defined by associating an absolute continuous random variable $X_v$ to each vertex $v$ of the tree. The main question to be considered is the existence or not of…
This article considers a model for alternative processes for securities prices and compares this model with actual return data of several securities. The distributions of returns that appear in the model can be Gaussian as well as…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…
For a class of excitatory spiking neuron models with delayed feedback fed with a Poisson stochastic process, it is proven that the stream of output interspike intervals cannot be presented as a Markov process of any order. Keywords: spiking…
We address the problem of the joint statistical inference of phylogenetic trees and multiple sequence alignments from unaligned molecular sequences. This problem is generally formulated in terms of string-valued evolutionary processes along…
Undirected graphical models, or Markov networks, are a popular class of statistical models, used in a wide variety of applications. Popular instances of this class include Gaussian graphical models and Ising models. In many settings,…
In this work we introduce a new and richer class of finite order Markov chain models and address the following model selection problem: find the Markov model with the minimal set of parameters (minimal Markov model) which is necessary to…
This article shows how coupled Markov chains that meet exactly after a random number of iterations can be used to generate unbiased estimators of the solutions of the Poisson equation. Through this connection, we re-derive known unbiased…
A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…
Given a sequence of i.i.d. random functions $\Psi_{n}:\mathbb{R}\to\mathbb{R}$, $n\in\mathbb{N}$, we consider the iterated function system and Markov chain which is recursively defined by $X_{0}^{x}:=x$ and…
The paper studies a class of critical Markov branching processes with infinite variance of the offspring distribution. The processes admit also an immigration component at the jump-points of a non-homogeneous Poisson process, assuming that…
We continue the analysis of nontrivial examples of quantum Markov processes. This is done by applying the construction of entangled Markov chains obtained from classical Markov chains with infinite state--space. The formula giving the joint…
We prove an apparently novel concentration of measure result for Markov tree processes. The bound we derive reduces to the known bounds for Markov processes when the tree is a chain, thus strictly generalizing the known Markov process…
In this paper, we investigate tree-indexed Markov chains (Gibbs measures) defined by a Hamiltonian that couples two Ising layers: hidden spins \(s(x) \in \{\pm 1\}\) and observed spins \(\sigma(x) \in \{\pm 1\}\) on a Cayley tree. The…
Statistical models that analyse (pairwise) relations between variables encompass assumptions about the underlying mechanism that generated the associations in the observed data. In the present paper we demonstrate that three Ising model…