Related papers: Interrelation between precisions on integrated cur…
We consider the maximum entropy Markov chain inference approach to characterize the collective statistics of neuronal spike trains, focusing on the statistical properties of the inferred model. We review large deviations techniques useful…
We introduce a unified operator-theoretic framework for analyzing mixing times of finite-state ergodic Markov chains that applies to both reversible and non-reversible dynamics. The central object in our analysis is the projected transition…
This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…
We define the probability structure of a continuous-time time-homogeneous Markov jump process, on a finite graph, that represents the continuous-time counterpart of the so-called Ruelle-Bowen discrete-time random walk. It constitutes the…
We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…
Time estimation is a fundamental task that underpins precision measurement, global navigation systems, financial markets, and the organisation of everyday life. Many biological processes also depend on time estimation by nanoscale clocks,…
We derive fluctuation-response inequalities for Markov jump processes that link the fluctuations of general observables to the response to perturbations in the transition rates within a unified framework. These inequalities are derived…
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
The time reversal of a completely-positive, nonequilibrium discrete-time quantum Markov evolution is derived via a suitable adjointness relation. Space-time harmonic processes are introduced for the forward and reverse-time transition…
For many Markov chains of practical interest, the invariant distribution is extremely sensitive to perturbations of some entries of the transition matrix, but insensitive to others; we give an example of such a chain, motivated by a problem…
Up to now, the nonparametric analysis of multidimensional continuous-time Markov processes has focussed strongly on specific model choices, mostly related to symmetry of the semigroup. While this approach allows to study the performance of…
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…
Questions are posed regarding the influence that the column sums of the transition probabilities of a stochastic matrix (with row sums all one) have on the stationary distribution, the mean first passage times and the Kemeny constant of the…
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…
Given noisy, partial observations of a time-homogeneous, finite-statespace Markov chain, conceptually simple, direct statistical inference is available, in theory, via its rate matrix, or infinitesimal generator, $\mathsf{Q}$, since $\exp…
The estimation of absorption time distributions of Markov jump processes is an important task in various branches of statistics and applied probability. While the time-homogeneous case is classic, the time-inhomogeneous case has recently…
There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…
For continuous-time Markov chains and open unimolecular chemical reaction networks, we prove that any two stationary currents are linearly related upon perturbations of a single edge's transition rates, arbitrarily far from equilibrium. We…
We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…
The precision of currents in Markov networks is bounded by dissipation via the so-called thermodynamic uncertainty relation (TUR). In our work, we demonstrate a similar inequality that bounds the precision of the static current response to…