相关论文: An Overshoot Approach to Recurrence and Transience…

In this paper, a simple transient Markov process with an absorbing point is used to investigate the qualitative behavior of a large scale storage network of non reliable file servers where files can be duplicated. When the size of the…

We consider the piecewise-deterministic Markov process obtained by randomly switching between the flows generated by a finite set of smooth vector fields on a compact set. We obtain H\"ormander-type conditions on the vector fields…

Let $r: S\times S\to \bb R_+$ be the jump rates of an irreducible random walk on a finite set $S$, reversible with respect to some probability measure $m$. For $\alpha >1$, let $g: \bb N\to \bb R_+$ be given by $g(0)=0$, $g(1)=1$, $g(k) =…

We present a general method to derive the metastable behavior of weakly mixing Markov chains. This approach is based on properties of the resolvent equations and can be applied to metastable dynamics which do not satisfy the mixing…

We prove a transient fluctuation theorem for the currents for continuous-time Markov jump processes with stationary rates, generalizing an asymptotic result by Andrieux and Gaspard [J. Stat. Phys. 127, 107 (2007)] to finite times. The…

A simple model of the new notion of "Markov up" processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions.

We derive some key extremal features for $k$th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The chains are studied given that there is an exceedance of a…

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…

Given a non-negative Jacobi matrix describing higher order recurrence relations for multiple orthogonal polynomials of type~II and corresponding linear forms of type I, a general strategy for constructing a pair of stochastic matrices, dual…

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…

We prove the existence of a phase transition for a stochastic model of interacting neurons. The spiking activity of each neuron is represented by a point process having rate $1 $ whenever its membrane potential is larger than a threshold…

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…

We study Markov chains formed by squared singular values of products of truncated orthogonal, unitary, symplectic matrices (corresponding to the Dyson index $\beta = 1,2,4$ respectively) where time corresponds to the number of terms in the…

The study of discrete-time stochastic processes on the half-line with mean drift at $x$ given by $\mu_1 (x) \to 0$ as $x \to \infty$ is known as Lamperti's problem. We give sharp almost-sure bounds for processes of this type in the case…

Conditions sufficient for the transience of the process have been established for the Markov diffusion model with switching and two modes, transient and ergodic, with intensities bounded away from zero. This paper shows limitations on the…

In this paper we study the long term evolution of a continuous time Markov chain formed by two interacting birth-and-death processes. The interaction between the processes is modelled by transition rates which are functions with suitable…

Consider a spectrally positive Stable($1+\alpha$) process whose jumps we interpret as lifetimes of individuals. We mark the jumps by continuous excursions assigning "sizes" varying during the lifetime. As for Crump-Mode-Jagers processes…

Let $\xi_1$, $\xi_2,\ldots$ be i.i.d. random variables of zero mean and finite variance and $\eta_1$, $\eta_2,\ldots$ positive i.i.d. random variables whose distribution belongs to the domain of attraction of an $\alpha$-stable…

We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…

We prove two propositions with conditions that a system, which is described by a transient Markov chain, will display local stability. Examples of such systems include partly overloaded Jackson networks, partly overloaded polling systems,…