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Related papers: Markov processes on partitions

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We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton--Watson tree. The particles move independently according to a Markov process and when a branching event occurs, the offspring…

Probability · Mathematics 2012-02-20 Vincent Bansaye , Jean-François Delmas , Laurence Marsalle , Viet Chi Tran

We construct a family of self-similar Markov martingales with given marginal distributions. This construction uses the self-similarity and Markov property of a reference process to produce a family of Markov processes that possess the same…

Statistics Theory · Mathematics 2015-06-05 Jie Yen Fan , Kais Hamza , Fima Klebaner

In this thesis, we investigate the asymptotics of random partitions chosen according to probability measures coming from the representation theory of the symmetric groups $S_n$ and of the finite Chevalley groups $GL(n,F_q)$ and…

Representation Theory · Mathematics 2010-12-21 Pierre-Loïc Méliot

We consider a random process with discrete time formed by singular values of products of truncations of Haar distributed unitary matrices. We show that this process can be understood as a scaling limit of the Schur process, which gives…

Mathematical Physics · Physics 2020-07-24 Alexei Borodin , Vadim Gorin , Eugene Strahov

Semi-Markov processes represent a well known and widely used class of random processes in classical probability theory. Here, we develop an extension of this type of non-Markovian dynamics to the quantum regime. This extension is…

Quantum Physics · Physics 2009-04-30 Heinz-Peter Breuer , Bassano Vacchini

We define a Markov process on the partitions of $[n]=\{1,\ldots,n\}$ by drawing a sample in $[n]$ at each time of a Poisson process, by merging blocks that contain one of these points and by leaving all other blocks unchanged. This…

Probability · Mathematics 2018-09-03 Sophie Lemaire

Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…

Probability · Mathematics 2015-03-19 Alexei Borodin , Ivan Corwin

We prove existence of boundary limits of ratios of positive harmonic functions for a wide class of Markov processes with jumps and irregular domains, in the context of general metric measure spaces. As a corollary, we prove uniqueness of…

Probability · Mathematics 2015-09-21 Tomasz Juszczyszyn , Mateusz Kwaśnicki

Recent characterisations of self-organising systems depend upon the presence of a Markov blanket: a statistical boundary that mediates the interactions between what is inside of and outside of a system. We leverage this idea to provide an…

Neurons and Cognition · Quantitative Biology 2020-06-05 Ines Hipolito , Maxwell Ramstead , Laura Convertino , Anjali Bhat , Karl Friston , Thomas Parr

We present an explicit construction of a Markovian random growth process on integer partitions such that given it visits some level $n$, it passes through any partition $\lambda$ of $n$ with equal probabilities. The construction has…

Probability · Mathematics 2024-10-01 Yuri Yakubovich

The nonlinear Markov processes are the measure-valued dynamical systems which preserve positivity. They can be represented as the law of large numbers limits of general Markov models of interacting particles. In physics, the kinetic…

Chemical Physics · Physics 2015-09-28 A. N. Gorban , V. N. Kolokoltsov

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…

Probability · Mathematics 2015-03-03 H. Daduna , R. Szekli

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

An infinite system of point particles placed in $\mathds{R}^d$ is studied. The particles are of two types; they perform random walks in the course of which those of distinct types repel each other. The interaction of this kind induces an…

Probability · Mathematics 2022-07-18 Yuri Kozitsky , Michael Röckner

Let $\mu$ = ($\mu$t)t$\in$R be any 1-parameter family of probability measures on R. Its quantile process (Gt)t$\in$R : ]0, 1[ $\rightarrow$ RR, given by Gt($\alpha$) = inf{x $\in$ R : $\mu$t(]--$\infty$, x]) > $\alpha$}, is not Markov in…

Probability · Mathematics 2018-04-30 Charles Boubel , Nicolas Juillet

Continuous-time Markov chains describing interacting processes exhibit a state space that grows exponentially in the number of processes. This state-space explosion renders the computation or storage of the time-marginal distribution, which…

Numerical Analysis · Mathematics 2020-06-16 Peter Georg , Lars Grasedyck , Maren Klever , Rudolf Schill , Rainer Spang , Tilo Wettig

We introduce discrete time Markov chains that preserve uniform measures on boxed plane partitions. Elementary Markov steps change the size of the box from (a x b x c) to ((a-1) x (b+1) x c) or ((a+1) x (b-1) x c). Algorithmic realization of…

Combinatorics · Mathematics 2011-08-19 Alexei Borodin , Vadim Gorin

We give a short overview of recent results on a specific class of Markov process: the Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these processes and give some general results. On more specific cases…

Statistics Theory · Mathematics 2013-09-25 Romain Azaïs , Jean-Baptiste Bardet , Alexandre Genadot , Nathalie Krell , Pierre-André Zitt

By making full use of heat kernel estimates, we establish the integral tests on the zero-one laws of upper and lower bounds for the sample path ranges of symmetric Markov processes. In particular, these results concerning on upper rate…

Probability · Mathematics 2015-09-01 Yuichi Shiozawa , Jian Wang

We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…

Statistical Mechanics · Physics 2015-10-30 N. Crampe , K. Mallick , E. Ragoucy , M. Vanicat