相关论文: Bridges with random length: Gamma case
It is an elementary fact that the action by holomorphic automorphisms on C^n is infinitely transitive, i.e., m-transitive for any m in N. The same holds on any Stein manifold with the holomorphic density property X. We study a parametrized…
There has been much recent interest in random graphs sampled uniformly from the n-vertex graphs in a suitable structured class, such as the class of all planar graphs. Here we consider a general 'bridge-addable' class of graphs - if a graph…
This is a survey paper about reciprocal processes. The bridges of a Markov process are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal…
We continue to study the squared Frobenius norm of a submatrix of a $n \times n$ random unitary matrix. When the choice of the submatrix is deterministic and its size is $[ns] \times [nt]$, we proved in a previous paper that, after…
For a random walk killed at leaving a cone we suggest two new constructions of a positive harmonic function. These constructions allow one to remove a quite strong extendability assumption, which has been imposed in our previous paper…
Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…
The aim of this survey is twofold. First we show how the Markov tower construction is applicable for obtaining finer stochastic properties, like a local limit theorem of probability theory. Here the fundamental method is the study of the…
A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…
We present a method to sample Markov-chain trajectories constrained to both the initial and final conditions, which we term Markov bridges. The trajectories are conditioned to end in a specific state at a given time. We derive the master…
Let $\{X_j\}$ be independent, identically distributed random variables. It is well known that the functional CUSUM statistic and its randomly permuted version both converge weakly to a Brownian bridge if second moments exist. Surprisingly,…
Starting from a Markov chain with a finite alphabet, we consider the chain obtained when all but one symbol are undistinguishable for the practitioner. We study necessary and sufficient conditions for this chain to have continuous…
This paper presents a study of the properties of the Ornstein-Uhlenbeck bridge, specifically, we derive its Karhunen-Lo\`eve expansion for any value of the initial variance and mean-reversion parameter (or mean-repulsion if negative). We…
Bridges form dynamically in granular media as a result of spatiotemporal inhomogeneities. We classify bridges as linear and complex, and analyse their geometrical characteristics. In particular, we find that the length distribution of…
The main message in this paper is that there are surprisingly many different Brownian bridges, some of them - familiar, some of them - less familiar. Many of these Brownian bridges are very close to Brownian motions. Somewhat loosely…
We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…
We consider a thin and narrow rectangular plate where the two short edges are hinged whereas the two long edges are free. This plate aims to represent the deck of a bridge, either a footbridge or a suspension bridge. We study a nonlocal…
Networks coming from protein-protein interactions, transcriptional regulation, signaling, or metabolism may appear to have "unusual" properties. To quantify this, it is appropriate to randomize the network and test the hypothesis that the…
Spectral decomposition of the covariance operator is one of the main building blocks in the theory and applications of Gaussian processes. Unfortunately it is notoriously hard to derive in a closed form. In this paper we consider the…
The aim of this note is to construct a probability measure on the space of trajectories in a continuous time Markov chain having a finite state diagram, or more generally which admits a global bound on its degree and rates. Our approach is…
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…