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相关论文: Recurrence for branching Markov chains

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We establish recurrence and transience criteria for critical branching processes in random environment with immigration. These results are then applied to discuss recurrence and transience of a recurrent random walk in a random environment…

概率论 · 数学 2013-01-24 Elisabeth Bauernschubert

We present an algorithm that can efficiently compute a broad class of inferences for discrete-time imprecise Markov chains, a generalised type of Markov chains that allows one to take into account partially specified probabilities and other…

概率论 · 数学 2019-07-02 Natan T'Joens , Thomas Krak , Jasper De Bock , Gert de Cooman

We give an example of a transient reversible Markov chain that almost surely has only a finite number of cutpoints. We explain how this is relevant to a conjecture of Diaconis and Freedman and a question of Kaimanovich. We also answer…

概率论 · 数学 2008-05-19 Nicholas James , Russell Lyons , Yuval Peres

We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on countably infinite state spaces. Sharp conditions of…

概率论 · 数学 2014-07-15 Mikhail Menshikov , Dimitri Petritis

Consider a sequence of i.i.d. random variables $X_n$ where each random variable is refreshed independently according to a Poisson clock. At any fixed time $t$ the law of the sequence is the same as for the sequence at time 0 but at random…

概率论 · 数学 2009-12-07 Sebastian Müller

We consider random processes that are history-dependent, in the sense that the distribution of the next step of the process at any time depends upon the entire past history of the process. In general, therefore, the Markov property cannot…

概率论 · 数学 2019-11-19 Peter Clifford , David Stirzaker

For i.i.d. random vectors $(M_{1},Q_{1}),(M_{2},Q_{2}),\ldots$ such that $M>0$ a.s., $Q\geq 0$ a.s. and $\mathbb{P}(Q=0)<1$, the random difference equation $X_{n}=M_{n}X_{n-1}+Q_{n}$, $n=1,2,\ldots$, is studied in the critical case when the…

概率论 · 数学 2021-05-12 Gerold Alsmeyer , Alexander Iksanov

We derive the conditions for recurrence and transience for time-inhomogeneous birth-and-death processes considered as random walks with positively biased drifts. We establish a general result, from which the earlier known particular results…

概率论 · 数学 2023-05-11 Vyacheslav M. Abramov

We study positive recurrence and transience of a two-station network in which the behavior of the server in each station is governed by a Markov chain with a finite number of server states; this service process can represent various service…

概率论 · 数学 2013-08-29 Toshihisa Ozawa

We consider two types of discrete-time Markov chains where the state space is a graded poset and the transitions are taken along the covering relations in the poset. The first type of Markov chain goes only in one direction, either up or…

概率论 · 数学 2016-08-06 Kimmo Eriksson , Markus Jonsson , Jonas Sjöstrand

It has been known for nearly a decade that deterministically modeled reaction networks that are weakly reversible and consist of a single linkage class have trajectories that are bounded from both above and below by positive constants (so…

概率论 · 数学 2020-01-17 David F. Anderson , Daniele Cappelletti , Jinsu Kim

We study a particular class of trace-preserving completely positive maps, called PQ-channels, for which classical and quantum evolutions are isolated in a certain sense. By combining open quantum random walks with a notion of recurrence, we…

数学物理 · 物理学 2015-06-26 Carlos F. Lardizabal , Rafael R. Souza

This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…

概率论 · 数学 2022-02-14 Phil. Pollett

In this paper we study the dynamics of nonlinear random walks. While typical random walks on networks consist of standard Markov chains whose static transition probabilities dictate the flow of random walkers through the network, nonlinear…

斑图形成与孤子 · 物理学 2019-02-25 Per Sebastian Skardal , Sabina Adhikari

A stable-like Markov chain is a time-homogeneous Markov chain on the real line with the transition kernel $p(x,dy)=f_x(y-x)dy$, where the density functions $f_x(y)$, for large $|y|$, have a power-law decay with exponent $\alpha(x)+1$, where…

概率论 · 数学 2014-12-01 Nikola Sandrić

We study branching random walks in random i.i.d. environment in $\Z^d, d \geq 1$. For this model, the population size cannot decrease, and a natural definition of recurrence is introduced. We prove a dichotomy for recurrence/transience,…

概率论 · 数学 2007-05-23 Francis Comets , Serguei Popov

Given a branching random walk on a graph, we consider two kinds of truncations: by inhibiting the reproduction outside a subset of vertices and by allowing at most $m$ particles per site. We investigate the convergence of weak and strong…

概率论 · 数学 2011-01-25 Daniela Bertacchi , Fabio Zucca

Let $G$ be a real connected algebraic semi-simple Lie group, and $H$ an algebraic subgroup of $G$. Let $\mu$ be a probability measure on $G$, with finite exponential moment, whose support spans a Zariski-dense subsemigroup of $G$. Let…

动力系统 · 数学 2016-07-20 Caroline Bruère

Given a sequence $(M_{k}, Q_{k})_{k\ge 1}$ of independent, identically distributed ran\-dom vectors with nonnegative components, we consider the recursive Markov chain $(X_{n})_{n\ge 0}$, defined by the random difference equation…

概率论 · 数学 2018-01-30 Gerold Alsmeyer , Dariusz Buraczewski , Alexander Iksanov

In this paper, we present reversibility preserving operations on Markov chain transition matrices. Simple row and column operations allow us to create new reversible transition matrices and yield an easy method for checking a Markov chain…

概率论 · 数学 2018-06-28 Q. Jiang , M. Hlynka , P. H. Brill , C. H. Cheung