Related papers: K-processes, scaling limit and aging for the REM-l…
We develop criteria for recurrence and transience of one-dimensional Markov processes which have jumps and oscillate between $+\infty$ and $-\infty$. The conditions are based on a Markov chain which only consists of jumps (overshoots) of…
The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…
We construct quadratic stochastic processes (QSP) (also known as Markov processes of cubic matrices) in continuous and discrete times. These are dynamical systems given by (a fixed type, called $\sigma$) stochastic cubic matrices satisfying…
We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…
Examples of stochastic processes whose state space representations involve functions of an integral type structure $$I_{t}^{(a,b)}:=\int_{0}^{t}b(Y_{s})e^{-\int_{s}^{t}a(Y_{r})dr}ds, \quad t\ge 0$$ are studied under an ergodic…
Our aim is twofold: First, we rigorously analyse the generators of quantum-dynamical semigroups of thermodynamic processes. We characterise a wide class of GKSL-generators for quantum maps within thermal operations and argue that every…
This paper studies: (i) the long time behaviour of the empirical distribution of age and normalised position of an age dependent critical branching Markov process conditioned on non-extinction; and (ii) the super-process limit of a sequence…
Facilitated or kinetically constrained spin models (KCSM) are a class of interacting particle systems reversible w.r.t. to a simple product measure. Each dynamical variable (spin) is re-sampled from its equilibrium distribution only if the…
Reaction-diffusion systems with reversible reactions generically display power-law relaxation towards chemical equilibrium. In this work we investigate through numerical simulations aging processes that characterize the non-equilibrium…
The paper presents new asymptotic recurrent algorithms of phase space reduction for regularly and singularly perturbed semi-Markov processes. These algorithms give effective conditions of weak convergence for distributions and convergence…
We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…
Markov decision processes are a ubiquitous formalism for modelling systems with non-deterministic and probabilistic behavior. Verification of these models is subject to the famous state space explosion problem. We alleviate this problem by…
We consider a class of pure jump Markov processes in $\rr^d$ whose jump kernels are comparable to those of symmetric stable processes. We prove a support theorem, a lower bound on the occupation times of sets, and show that we can…
The Bak--Sneppen model is a simple stochastic model of evolution that exhibits self-organized criticality and for which few analytical results have been established. In the original Bak-Sneppen model and many subsequent variants,…
In this paper we present elementary computations for some Markov modulated counting processes, also called counting processes with regime switching. Regime switching has become an increasingly popular concept in many branches of science. In…
This brief paper presents simple simulation-based algorithms for obtaining an approximately optimal policy in a given finite set in large finite constrained Markov decision processes. The algorithms are adapted from playing strategies for…
We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…
Motivated by studies of typical properties of quantum states in statistical mechanics, we introduce phase-random states, an ensemble of pure states with fixed amplitudes and uniformly distributed phases in a fixed basis. We first show that…
We construct a new equilibrium dynamics of infinite particle systems in a Riemannian manifold $X$. This dynamics is an analog of the Kawasaki dynamics of lattice spin systems. The Kawasaki dynamics now is a process where interacting…
For continuous-time ergodic Markov processes, the Kemeny time $\tau_*$ is the characteristic time needed to converge towards the steady state $P_*(x)$ : in real-space, the Kemeny time $\tau_*$ corresponds to the average of the…