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Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…

Machine Learning · Computer Science 2021-06-25 Francesca Cairoli , Ginevra Carbone , Luca Bortolussi

We consider Markov Decision Processes (MDPs) in which every stationary policy induces the same graph structure for the underlying Markov chain and further, the graph has the following property: if we replace each recurrent class by a node,…

Machine Learning · Computer Science 2021-03-10 Joseph Lubars , Anna Winnicki , Michael Livesay , R. Srikant

In a recent paper, the authors studied the distribution properties of a class of exchangeable processes, called measure-valued P\'{o}lya sequences (MVPS), which arise as the observation process in a generalized urn sampling scheme. Here we…

Probability · Mathematics 2025-08-13 Hristo Sariev , Mladen Savov

Directed Acylic Graphs (DAGs) are emerging as an attractive alternative to traditional blockchain architectures for distributed ledger technology (DLT). In particular DAG ledgers with stochastic attachment mechanisms potentially offer many…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-13 Pietro Ferraro , Christopher King , Robert Shorten

We prove a Gaussian process approximation for the sequence of random compositions of a two-color randomly reinforced urn for both the cases with the equal and unequal reinforcement means. By using the Gaussian approximation, the law of the…

Probability · Mathematics 2020-05-08 Li-Xin Zhang

We describe a microcanonical approach for polymer models that combines atmospheric methods with urn theory. We show that Large Deviation Properties of urn models can provide quite deep mathematical insight by analyzing the Random Walk Range…

Statistical Mechanics · Physics 2025-07-09 Simone Franchini , Riccardo Balzan

We consider a generalized two-color Polya urn (black and withe balls) first introduced by Hill, Lane, Sudderth where the urn composition evolves as follows: let $\pi:\left[0,1\right]\rightarrow\left[0,1\right]$, and denote by $x_{n}$ the…

Probability · Mathematics 2025-07-09 Simone Franchini

We study random string-duplication systems, which we call P\'olya string models. These are motivated by DNA storage in living organisms, and certain random mutation processes that affect their genome. Unlike previous works that study the…

Information Theory · Computer Science 2018-08-21 Ohad Elishco , Farzad Farnoud , Moshe Schwartz , Jehoshua Bruck

This paper considers the problem of randomized influence maximization over a Markovian graph process: given a fixed set of nodes whose connectivity graph is evolving as a Markov chain, estimate the probability distribution (over this fixed…

Social and Information Networks · Computer Science 2017-11-10 Buddhika Nettasinghe , Vikram Krishnamurthy

We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…

Functional Analysis · Mathematics 2022-03-24 Neal Hermer , D. Russell Luke , Anja Sturm

The purpose of this work is to establish a central limit theorem that can be applied to a particular form of Markov chains, including the number of descents in a random permutation of $\mathfrak{S}_n$, two-type generalized P{\'o}lya urns,…

Probability · Mathematics 2021-06-09 Olivier Garet

We consider the time dependent probability distribution of a coarse grained observable Y whose evolution is governed by a discrete time map. If the map is mixing, the time dependent one-step transition probabilities converge in the long…

Statistical Mechanics · Physics 2009-10-31 Brian R. La Cour , William C. Schieve

A theory of symbolic dynamic systems with long-range correlations based on the consideration of the binary N-step Markov chains developed earlier in Phys. Rev. Lett. 90, 110601 (2003) is generalized to the biased case (non equal numbers of…

Data Analysis, Statistics and Probability · Physics 2015-06-26 Z. A. Mayzelis , S. S. Apostolov , S. S. Mel'nyk , O. V. Usatenko , V. A. Yampol'skii

Complex systems may often be characterized by their hierarchical dynamics. In this paper do we present a method and an operational algorithm that automatically infer this property in a broad range of systems; discrete stochastic processes.…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Olof Görnerup , Martin Nilsson Jacobi

Consider a graph $G=(V,E)$ and an initial random coloring where each vertex $v \in V$ is blue with probability $P_b$ and red otherwise, independently from all other vertices. In each round, all vertices simultaneously switch their color to…

Data Structures and Algorithms · Computer Science 2017-11-21 Bernd Gärtner , Ahad N. Zehmakan

The wide availability of biological data at the genome-scale and across multiple variables has resulted in statistical questions regarding the enrichment or depletion of the number of discrete objects (e.g. genes) identified in individual…

Probability · Mathematics 2014-04-21 Alex T. Kalinka

Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…

Machine Learning · Computer Science 2020-07-27 Abhishek Gupta , Hao Chen , Jianzong Pi , Gaurav Tendolkar

We consider a randomized urn model with objects of finitely many colors. The replacement matrices are random, and are conditionally independent of the color chosen given the past. Further, the conditional expectations of the replacement…

Probability · Mathematics 2022-10-18 Ujan Gangopadhyay , Krishanu Maulik

In observational studies, when a total causal effect of interest is not identified, the set of all possible effects can be reported instead. This typically occurs when the underlying causal DAG is only known up to a Markov equivalence…

Statistics Theory · Mathematics 2021-03-04 F. Richard Guo , Emilija Perković

We consider the simple random walk (or P\'olya walk) on the one-dimensional lattice subject to stochastic resetting to the origin with probability $r$ at each time step. The focus is on the joint statistics of the numbers…

Probability · Mathematics 2024-01-04 Claude Godrèche , Jean-Marc Luck