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We consider a non-conserving zero-range process with hopping rate proportional to the number of particles at each site. Particles are added to the system with a site-dependent creation rate, and removed from the system with a uniform…

Statistical Mechanics · Physics 2019-09-04 Pascal Grange

The paper is devoted to the study of the asymptotic behaviour of Moran process in random environment, say random selection. In finite population, the Moran process may be degenerate in finite time, thus we will study its limiting process in…

Probability · Mathematics 2019-11-05 Arnaud Guillin , Arnaud Personne , Edouard Strickler

In this work, we study a natural nonparametric estimator of the transition probability matrices of a finite controlled Markov chain. We consider an offline setting with a fixed dataset, collected using a so-called logging policy. We develop…

Machine Learning · Statistics 2026-03-17 Imon Banerjee , Harsha Honnappa , Vinayak Rao

Invariance principles are obtained for a Markov process on a half-line with continuous paths on the interior. The domains of attraction of the two different types of self-similar processes are investigated. Our approach is to establish…

Probability · Mathematics 2008-11-14 Kouji Yano

In this article, a stochastic individual-based model describing Darwinian evolution of asexual, phenotypic trait-structured population, is studied. We consider a large population with constant population size characterised by a resampling…

Probability · Mathematics 2024-07-09 Nicolas Champagnat , Vincent Hass

Evolution of the reduced density matrix for a subsystem is studied to determine deviations from its Markov character for a system consisting of a closed chain of $N$ oscillators with one of them serving as a subsystem. The dependence on $N$…

Quantum Physics · Physics 2021-02-04 M. A. Braun

Under constant selection, each trait has a fixed fitness, and small mutation rates allow populations to efficiently exploit the optimal trait. Therefore it is reasonable to expect mutation rates will evolve downwards. However, we find this…

Populations and Evolution · Quantitative Biology 2022-08-23 Brian Mintz , Feng Fu

For a family of random intermittent dynamical systems with a superattracting fixed point we prove that a phase transition occurs between the existence of an absolutely continuous invariant probability measure and infinite measure depending…

Dynamical Systems · Mathematics 2023-05-31 Charlene Kalle , Benthen Zeegers

We study a density-dependent Markov jump process describing a population where each individual is characterized by a type, and reproduces at rates depending both on its type and on the population type distribution. We are interested in the…

Probability · Mathematics 2026-02-26 Madeleine Kubasch

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

Optimization and Control · Mathematics 2013-08-12 Péter Koltai , Alexander Volf

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…

Statistics Theory · Mathematics 2016-01-07 Nick Whiteley , Anthony Lee

This paper studies the long-term behaviour of a continuous time Markov chain formed by two non-negative integer valued components that evolve subject to a competitive interaction. In the absence of interaction the Markov chain is just a…

Probability · Mathematics 2019-10-02 Vadim Shcherbakov , Stanislav Volkov

We study a non-reversible random walk advected by the symmetric simple exclusion process, so that the walk has a local drift of opposite sign when sitting atop an occupied or an empty site. We prove that the back-tracking probability of the…

Probability · Mathematics 2024-09-04 Guillaume Conchon--Kerjan , Daniel Kious , Pierre-François Rodriguez

We investigate a continuous time, probability measure-valued dynamical system that describes the process of mutation-selection balance in a context where the population is infinite, there may be infinitely many loci, and there are weak…

Populations and Evolution · Quantitative Biology 2011-09-20 Steven N. Evans , David Steinsaltz , Kenneth W. Wachter

We study the problem of learning the transition matrices of a set of Markov chains from a single stream of observations on each chain. We assume that the Markov chains are ergodic but otherwise unknown. The learner can sample Markov chains…

Machine Learning · Computer Science 2019-11-14 Mohammad Sadegh Talebi , Odalric-Ambrym Maillard

Inspired by coarea formula in geometric measure theory, an occupation time formula for continuous semimartingales in $\mathbb{R}^{N}$ is proven. The occupation measure of a semimartingale, for $N\geq2$, is singular with respect to Lebesgue…

Probability · Mathematics 2013-12-12 Andrea Bevilacqua , Franco Flandoli

In this paper, we consider a Markov decision process (MDP) with a Borel state space $\textbf{X}\cup\{\Delta\}$, where $\Delta$ is an absorbing state (cemetery), and a Borel action space $\textbf{A}$. We consider the space of finite…

Optimization and Control · Mathematics 2023-07-07 Alexey Piunovskiy , Yi Zhang

We study a general setting of neutral evolution in which the population is of finite, constant size and can have spatial structure. Mutation leads to different genetic types ("traits"), which can be discrete or continuous. Under minimal…

Populations and Evolution · Quantitative Biology 2018-11-02 Alex McAvoy , Ben Adlam , Benjamin Allen , Martin A. Nowak

The Markov evolution of states of a continuum migration model is studied. The model describes an infinite system of entities placed in $\mathds{R}^d$ in which the constituents appear (immigrate) with rate $b(x)$ and disappear, also due to…

Dynamical Systems · Mathematics 2016-07-21 Yuri Kondratiev , Yuri Kozitsky

Convergence rate analyses of random walk Metropolis-Hastings Markov chains on general state spaces have largely focused on establishing sufficient conditions for geometric ergodicity or on analysis of mixing times. Geometric ergodicity is a…

Statistics Theory · Mathematics 2023-07-24 Riddhiman Bhattacharya , Galin L. Jones