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A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…

Many problems in computing, service, and manufacturing systems can be modeled via infinite repeating Markov chains with an infinite number of levels and a finite number of phases. Many such chains are quasi-birth-death processes (QBDs) with…

The paper studies the higher-order absolute differences taken from progressive terms of time-homogenous binary Markov chains. Two theorems presented are the limiting theorems for these differences, when their order $k$ converges to…

We prove that under certain general conditions on the birth and death rates the Lebesgue-Poisson measure is a maximal irreducibility measure for the spatial birth-and-death process.

We study the parking process on the random recursive tree. We first prove that although the random recursive tree has a non-degenerate Benjamini--Schramm limit, the phase transition for the parking process appears at density $0$. We then…

Earlier work by Diaconis and Saloff-Coste gives a spectral criterion for a maximum separation cutoff to occur for birth and death chains. Ding, Lubetzky and Peres gave a related criterion for a maximum total variation cutoff to occur in the…

In this paper, a baseline model termed as random birth-and-death network model (RBDN) is considered, in which at each time step, a new node is added into the network with probability p (0<p <1) connect it with m old nodes uniformly, or an…

We study the class structure of finite-alphabet Markov chains with arbitrary memory length. To capture the structural constraints induced by prohibited transitions, we introduce the skeleton of a higher-order transition kernel, defined as a…

A general explicit upper bound is obtained for the proportion $P(n,m)$ of elements of order dividing $m$, where $n-1 \le m \le cn$ for some constant $c$, in the finite symmetric group $S_n$. This is used to find lower bounds for the…

The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…

Let $(\Omega,\mathcal{F}, \mathbb{P})$ be a probability space and $E$ be a finite set. Assume that $X=(X_n)$ is an irreducible and aperiodic Markov chain, defined on $(\Omega,\mathcal{F}, \mathbb{P})$, with values in $E$ and with transition…

This paper investigates stochastic finite matrices and the corresponding finite Markov chains constructed using recurrence matrices for general families of orthogonal polynomials and multiple orthogonal polynomials. The paper explores the…

Spatial birth-and-death processes with a finite number of particles are obtained as unique solutions to certain stochastic equations. Conditions are given for existence and uniqueness of such solutions, as well as for continuous dependence…

Suppose that $(X_t)_{t \ge 0}$ is a one-dimensional Brownian motion with negative drift $-\mu$. It is possible to make sense of conditioning this process to be in the state $0$ at an independent exponential random time and if we kill the…

This paper studies the quasi-stationary distributions for a single death process (or downwardly skip-free process) with killing defined on the non-negative integers, corresponding to a non-conservative transition rate matrix. The set…

A permutation is defined to be cycle-up-down if it is a product of cycles that, when written starting with their smallest element, have an up-down pattern. We prove bijectively and analytically that these permutations are enumerated by the…

We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…

We describe an exact test of the null hypothesis that a Markov chain is nth order versus the alternate hypothesis that it is $(n+1)$-th order. The procedure does not rely on asymptotic properties, but instead builds up the test statistic…

We analyse extreme event statistics of experimentally realized Markov chains with various drifts. Our Markov chains are individual trajectories of a single atom diffusing in a one dimensional periodic potential. Based on more than 500…

We consider a bilateral birth-death process characterized by a constant transition rate $\lambda$ from even states and a possibly different transition rate $\mu$ from odd states. We determine the probability generating functions of the even…