相关论文: Combinatorial considerations on the invariant meas…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…
This paper introduces several new classes of mathematical structures that have close connections with physics and with the theory of dynamical systems. The most general of these structures, called indivisible stochastic processes,…
We study the properties of a subclass of stochastic processes called discrete time nonlinear Markov chains with an aggregator, which naturally appear in various topics such as strategic queueing systems, inventory dynamics, opinion…
We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…
Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
The purpose of this article is to show how the isotropy subgroup of leaf permutations on binary trees can be used to systematically identify tree-informative invariants relevant to models of phylogenetic evolution. In the quartet case, we…
A $\lambda$-invariant measure of a sub-Markov chain is a left eigenvector of its transition matrix of eigenvalue $\lambda$. In this article, we give an explicit integral representation of the $\lambda$-invariant measures of subcritical…
Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…
The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…
We study Markov tree-shifts given by $k$ transition matrices, one for each of its $k$ directions. We provide a method to characterize the complexity function for these tree-shifts, used to calculate the tree entropies defined by Ban and…
We study dynamical systems acting on the path space of a stationary (non-simple) Bratteli diagram. For such systems we explicitly describe all ergodic probability measures invariant with respect to the tail equivalence relation (or the…
A comparison theorem for state-dependent regime-switching diffusion processes is established, which enables us to control pathwisely the evolution of the state-dependent switching component simply by Markov chains. Moreover, a sharp…
This paper addresses the problem of checking invariant properties for a large class of symbolic transition systems, defined by a combination of SMT theories and quantifiers. State variables can be functions from an uninterpreted sort…
In this paper, we prove Strassen's strong invariance principle for a vector-valued additive functionals of a Markov chain via the martingale argument and the theory of fractional coboundaries. The hypothesis is a moment bound on the…
We define a Markov process on the set of countable graphs with spins. Transitions are local substitutions in the graph. It is proved that the scaling macrodimension is an invariant of such dynamics.
In this paper, we consider general Markov chains (MC), specified by the transition probability (kernel) $ P (x, E) $, finitely additive in the second argument. Such MC are studied within the framework of the functional operator treatment.…
Due to \v{C}encov's theorem, there exists a unique family of invariant symmetric $(0,2)$-tensor fields on the space of positive probability measures on a set of $n$-points indexed by $n\in \mathbb{N}$ under Markov embeddings. We deform…
The output of a discrete Markov source is to be encoded instantaneously by a variable-rate encoder and decoded by a finite-state decoder. Our performance measure is a linear combination of the distortion and the instantaneous rate.…