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We consider the problem of finding the transition rates of a continuous-time homogeneous Markov chain under the empirical condition that the state changes at most once during a time interval of unit length. It is proven that this…

概率论 · 数学 2023-06-01 Philippe Carette , Marie-Anne Guerry

We consider perturbations of interval maps with indifferent fixed points, which we refer to as wobbly interval intermittent maps, for which stable laws for general H\"older observables fail. We obtain limit laws for such maps and H\"older…

动力系统 · 数学 2020-11-24 Douglas Coates , Mark Holland , Dalia Terhesiu

Under the conditions of superfluid-Mott-insulator criticality in two dimensions, the trapping centers--i.e., local potential wells and bumps--are generically characterized by an integer charge corresponding to the number of trapped…

量子气体 · 物理学 2016-12-21 Yuan Huang , Kun Chen , Youjin Deng , Boris Svistunov

Estimating the transition dynamics of controlled Markov chains is crucial in fields such as time series analysis, reinforcement learning, and system exploration. Traditional non-parametric density estimation methods often assume independent…

统计理论 · 数学 2025-05-21 Imon Banerjee , Vinayak Rao , Harsha Honnappa

We study the limit behaviour of a generally non-linear ordinary differential equation whose solution is a superadditive generalisation of a stochastic matrix, and provide necessary and sufficient conditions for this solution to be ergodic,…

概率论 · 数学 2016-09-21 Jasper De Bock

We are interested in the asymptotic behavior of Markov chains on the set of positive integers for which, loosely speaking, large jumps are rare and occur at a rate that behaves like a negative power of the current state, and such that small…

概率论 · 数学 2018-02-19 Jean Bertoin , Igor Kortchemski

We consider an indecomposable Galton-Watson branching process with countably infinitely many types. Assuming that the process is critical and allowing for infinite variance of the offspring sizes of some (or all) types of particles we…

概率论 · 数学 2020-03-02 V. A. Topchii , V. A. Vatutin , E. E. Dyakonova

In this paper we consider $q$-state potential on general infinite trees with a nearest-neighbor $p$-adic interactions given by a stochastic matrix. {We show the uniqueness of the associated Markov chain ({\em splitting Gibbs measures})…

数学物理 · 物理学 2019-07-08 A. Le Ny , L. Liao , U. A. Rozikov

In the paper, we study a new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains based on the Markov-Dobrushin condition. This result generalizes the convergence estimates for any positive number of transition…

概率论 · 数学 2021-10-22 Aleksandr A. Shchegolev

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

最优化与控制 · 数学 2012-05-18 Serdar Yüksel , Sean P. Meyn

When modelling metapopulation dynamics, the influence of a single patch on the metapopulation depends on the number of individuals in the patch. Since there is usually no obvious natural upper limit on the number of individuals in a patch,…

概率论 · 数学 2012-01-27 A. D. Barbour , M. J. Luczak

A branching process in a Markovian environment consists of an irreducible Markov chain on a set of "environments" together with an offspring distribution for each environment. At each time step the chain transitions to a new random…

概率论 · 数学 2021-06-22 Lila Greco , Lionel Levine

The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…

概率论 · 数学 2025-06-02 I. Bitter , V. Konakov

We consider a branching random walk with immigration in a random environment, where the environment is a stationary and ergodic sequence indexed by time. We focus on the asymptotic properties of the sequence of measures $(Z_n)$ that count…

概率论 · 数学 2021-02-23 Mengxue Li , Chuanmao Huang , Xiaoqiang Wang

Many applications in networked control require intermittent access of a controller to a system, as in event-triggered systems or information constrained control applications. Motivated by such applications and extending previous work on…

概率论 · 数学 2015-04-30 Ramiro Zurkowski , Serdar Yüksel , Tamás Linder

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it…

概率论 · 数学 2014-05-20 Christian Böinghoff

Based on discrete observations $X_0,X_{\Delta},\dots, X_{n\Delta}$ for $\Delta=n^{-\gamma}$ with $\gamma\in [0,1)$ of the null-recurrent dynamic $dX_t = \sigma(X_t)dW_t$ with a Brownian motion $W$ and $\sigma(x)=\alpha\mathbb{1}\{x<\rho\} +…

统计理论 · 数学 2026-04-29 Johannes Brutsche , Sebastian Hahn , Angelika Rohde

A continuously measured quantum system with multiple jump channels gives rise to a stochastic process described by random jump times and random emitted symbols, representing each jump channel. While much is known about the waiting time…

量子物理 · 物理学 2023-06-21 Gabriel T. Landi

Nascent quantum computers motivate the exploration of quantum many-body systems in nontraditional scenarios. For example, it has become natural to explore the dynamics of systems evolving under both unitary evolution and measurement. Such…

统计力学 · 物理学 2024-03-15 Nicholas O'Dea , Alan Morningstar , Sarang Gopalakrishnan , Vedika Khemani