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We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…

Representation Theory · Mathematics 2020-06-11 Arvind Ayyer , Pooja Singla

We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…

Probability · Mathematics 2010-06-15 Charles Bordenave , Pietro Caputo , Djalil Chafai

We prove the existence of limiting distributions for a large class of Markov chains on a general state space in a random environment. We assume suitable versions of the standard drift and minorization conditions. In particular, the system…

Probability · Mathematics 2020-12-04 Attila Lovas , Miklós Rásonyi

We derive a Poisson random field model for population site polymorphisms differences within and between two species that share a relatively recent common ancestor. The model can be either equilibrium or time inhomogeneous. We first consider…

Probability · Mathematics 2010-11-09 Amei Amei , Stanley Sawyer

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

In this paper we study multiagent models with time-varying type change. Assume that there exist a closed system of $N$ agents classified into $r$ types according to their states of an internal system; each agent changes its type by an…

Probability · Mathematics 2007-05-23 Biao Wu

In many empirical studies of a large two-sided matching market (such as in a college admissions problem), the researcher performs statistical inference under the assumption that they observe a random sample from a large matching market. In…

Econometrics · Economics 2024-04-02 Jacob Schwartz , Kyungchul Song

This paper formulates a notion of high-dimensional random dynamical systems that couple to another system, like an embedding environment, in such a way that each system engages in controlled exchange with the other system. Using the…

Mathematical Physics · Physics 2022-08-16 Dalton A R Sakthivadivel

Linear combinations of independent random variables have been extensively studied in the literature. However, most of the work is based on some specific distribution assumptions. In this paper, a companion of (J. Appl. Probab. 48 (2011)…

Statistics Theory · Mathematics 2013-12-11 Xiaoqing Pan , Maochao Xu , Taizhong Hu

In this paper, we show that the methods of mathematical statistical physics can be successfully applied to random fields in finite volumes. As a result, we obtain simple necessary and sufficient conditions for the existence and uniqueness…

Probability · Mathematics 2022-11-23 Linda A. Khachatryan , Boris S. Nahapetian

A system of two cubic reaction-diffusion equations for two independent gene frequencies arising in population dynamics is studied. Depending on values of coefficients, all possible Lie and $Q$-conditional (nonclassical) symmetries are…

Exactly Solvable and Integrable Systems · Physics 2026-03-27 Philip Broadbridge , Roman Cherniha , Vasyl' Davydovych , Ian Marquette

A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…

Probability · Mathematics 2024-01-30 Miguel González , Carmen Minuesa , Manuel Mota , Inés del Puerto , Alfonso Ramos

In this work we model the dynamics of a population that evolves as a continuous time branching process with a trait structure and ecological interactions in form of mutations and competition between individuals. We generalize existing…

Probability · Mathematics 2020-10-19 Gabriel Berzunza , Anja Sturm , Anita Winter

The successive discrete structures generated by a sequential algorithm from random input constitute a Markov chain that may exhibit long term dependence on its first few input values. Using examples from random graph theory and search…

Probability · Mathematics 2023-06-22 Rudolf Grübel

We demonstrate the extension of unpredictable motions in coupled autonomous systems with skew product structure in the case that generalized synchronization takes place. Sufficient conditions for the existence of unpredictable motions in…

Chaotic Dynamics · Physics 2022-02-08 Fatma Tokmak Fen , Mehmet Onur Fen , Marat Akhmet

We revisit a model proposed by Freedman etal in \cite{freedman} which describes the dynamics of a population diffusing in a patchy environment. From their work it is known that positive steady states exist for this model, but not whether…

Dynamical Systems · Mathematics 2025-05-08 Patrick de Leenheer , Jane Shaw MacDonald , Swati Patel

We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…

Statistics Theory · Mathematics 2015-08-10 Walter Dempsey , Peter McCullagh

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

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

Statistical Mechanics · Physics 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

We propose a dynamic model of dependence structure between financial institutions within a financial system and we construct measures for dependence and financial instability. Employing Markov structures of joint credit migrations, our…

Mathematical Finance · Quantitative Finance 2018-09-11 Yu-Sin Chang