相关论文: Joint Hitting-Time Densities for Finite State Mark…

An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…

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…

In this paper we study a particular class of Piecewise deterministic Markov processes (PDMP's) which are semi-stochastic catastrophe versions of deterministic population growth models. In between successive jumps the process follows a flow…

We prove that under certain mild assumptions, the entropy rate of a hidden Markov chain, observed when passing a finite-state stationary Markov chain through a discrete-time continuous-output channel, is jointly analytic as a function of…

In this paper we study the existence of Green measures for Markov processes with a nonlocal jump generator. The jump generator has no second moment and satisfies a suitable condition on its Fourier transform. We also study the same problem…

The perceived randomness in the time evolution of "chaotic" dynamical systems can be characterized by universal probabilistic limit laws, which do not depend on the fine features of the individual system. One important example is the…

Let $\{\xi(k), k \in \mathbb{Z} \}$ be a stationary sequence of random variables and let $\{S_n, n \in \mathbb{N}_+ \}$ be a transient random walk in the domain of attraction of a stable law. In the previous work \cite{Nicolas_Ahmad}, under…

For a system in contact with several reservoirs $r$ at different inverse-temperatures $\beta_r$, we describe how the Markov jump dynamics with the generalized detailed balance condition can be analyzed via a statistical physics approach of…

Consider a system of coalescing random walks where each individual performs random walk over a finite graph G, or (more generally) evolves according to some reversible Markov chain generator Q. Let C be the first time at which all walkers…

For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…

This paper studies a continuous-time joint sampling-and-preemption problem, incorporating sampling and preemption penalties under general service-time distributions. We formulate the system as an impulse-controlled piecewise-deterministic…

Consider a compact metric space $S$ and a pair $(j,k)$ with $k \ge 2$ and $1 \le j \le k$. For any probability distribution $\theta \in P(S)$, define a Markov chain on $S$ by: from state $s$, take $k$ i.i.d. ($\theta$) samples, and jump to…

Consider a Markov chain with finite state space and suppose you wish to change time replacing the integer step index $n$ with a random counting process $N(t)$. What happens to the mixing time of the Markov chain? We present a partial reply…

The convergence, convergence rate and expected hitting time play fundamental roles in the analysis of randomised search heuristics. This paper presents a unified Markov chain approach to studying them. Using the approach, the sufficient and…

The density of states of a self-adjoint operator generalizes the eigenvalue distribution of a Hermitian matrix. We prove convergence of the density of states for a tight-binding model with a slowly-varying periodic potential to the density…

We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…

A wide class of ``counting'' problems have been studied in Computer Science. Three typical examples are the estimation of - (i) the permanent of an $n\times n$ 0-1 matrix, (ii) the partition function of certain $n-$ particle Statistical…

We study quantum Markov chains on graphs, described by completely positive maps, following the model due to S. Gudder (J. Math. Phys. 49, 072105, 2008) and which includes the dynamics given by open quantum random walks as defined by S.…

We consider a fractional counting process with jumps of amplitude $1,2,\ldots,k$, with $k\in \mathbb{N}$, whose probabilities satisfy a suitable system of fractional difference-differential equations. We obtain the moment generating…

We develop a systematic matrix-analytic approach, based on intertwinings of Markov semigroups, for proving theorems about hitting-time distributions for finite-state Markov chains -- an approach that (sometimes) deepens understanding of the…