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We give qualitative and quantitative improvements to theorems which enable significance testing in Markov Chains, with a particular eye toward the goal of enabling strong, interpretable, and statistically rigorous claims of political…

Probability · Mathematics 2019-10-24 Maria Chikina , Alan Frieze , Jonathan Mattingly , Wesley Pegden

We characterize the reachability probabilities in stochastic directed graphs by means of reinforcement learning methods. In particular, we show that the dynamics of the transition probabilities in a stochastic digraph can be modeled via a…

Artificial Intelligence · Computer Science 2022-02-28 Corrado Possieri , Mattia Frasca , Alessandro Rizzo

We establish a connection between policy evaluation in Markov decision processes and PageRank in network analysis. For a fixed policy, we show that the value function of a discounted Markov decision process can be obtained, up to an…

Optimization and Control · Mathematics 2026-05-04 Konstantin Avrachenkov , Lorenzo Gregoris , Nelly Litvak

We study the persistence and extinction of species in a simple food chain that is modelled by a Lotka-Volterra system with environmental stochasticity. There exist sharp results for deterministic Lotka-Volterra systems in the literature but…

Probability · Mathematics 2018-06-04 Alexandru Hening , Dang H. Nguyen

We study simple diffusion where a particle stochastically resets to its initial position at a constant rate r. A finite resetting rate leads to a nonequilibrium stationary state with non-Gaussian fluctuations for the particle position. We…

Statistical Mechanics · Physics 2015-05-27 Martin R. Evans , Satya N. Majumdar

In evolutionary dynamics, a key measure of a mutant trait's success is the probability that it takes over the population given some initial mutant-appearance distribution. This "fixation probability" is difficult to compute in general, as…

Populations and Evolution · Quantitative Biology 2022-02-18 Alex McAvoy , Benjamin Allen

We study a variant of Hanski's incidence function model that allows habitat patch characteristics to vary over time following a Markov process. The widely studied case where patches are classified as either suitable or unsuitable is…

Probability · Mathematics 2016-09-15 R. McVinish , P. K. Pollett , Y. S. Chan

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…

Probability · Mathematics 2018-05-07 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

Death has long been overlooked in evolutionary algorithms. Recent research has shown that death (when applied properly) can benefit the overall fitness of a population and can outperform sub-sections of a population that are "immortal" when…

Neural and Evolutionary Computing · Computer Science 2021-09-29 Micah Burkhardt , Roman V. Yampolskiy

We study the spatial rock-paper-scissors model, where resource competitors' cyclic dominance impacts organisms' energy levels. Our model assumes that failed selection interactions can lead to energy loss, reducing the chances of success in…

Populations and Evolution · Quantitative Biology 2023-06-06 J. Menezes , E. Rangel

We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…

Optimization and Control · Mathematics 2023-11-01 D. Russell Luke

The influence of migration on the stochastic dynamics of subdivided populations is still an open issue in various evolutionary models. We develop here a self-consistent mean-field-like method in order to determine the effects of migration…

Statistical Mechanics · Physics 2014-04-10 Pierangelo Lombardo , Andrea Gambassi , Luca Dall'Asta

There is a well-established theory linking certain semi-Markov chains and continuous-time random walks to time-fractional equations and anomalous diffusion. In this work, we go beyond the semi-Markov framework by considering some…

Probability · Mathematics 2026-02-27 Lorenzo Facciaroni , Costantino Ricciuti , Enrico Scalas

Modeling the time evolution of discrete sets of items (e.g., genetic mutations) is a fundamental problem in many biomedical applications. We approach this problem through the lens of continuous-time Markov chains, and show that the…

Machine Learning · Computer Science 2021-07-08 Alkis Gotovos , Rebekka Burkholz , John Quackenbush , Stefanie Jegelka

Markov switching models are a popular family of models that introduces time-variation in the parameters in the form of their state- or regime-specific values. Importantly, this time-variation is governed by a discrete-valued latent…

Econometrics · Economics 2023-11-13 Yong Song , Tomasz Woźniak

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

Statistical Mechanics · Physics 2015-06-19 Denis Boyer , Citlali Solis-Salas

A branching random walk in presence of an absorbing wall moving at a constant velocity v undergoes a phase transition as v varies. The problem can be analyzed using the properties of the Fisher-Kolmogorov-Petrovsky-Piscounov (F-KPP)…

Statistical Mechanics · Physics 2007-07-23 B. Derrida , D. Simon

Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…

Probability · Mathematics 2016-09-07 Cheng-Der Fuh

In this review we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration…

Statistical Mechanics · Physics 2013-06-26 Alan J. Bray , Satya N. Majumdar , G. Schehr

Over the past century, nonlinear difference and differential equations have been used to understand conditions for species coexistence. However, these models fail to account for random fluctuations due to demographic and environmental…

Populations and Evolution · Quantitative Biology 2019-02-12 Sebastian J. Schreiber