相关论文: Generalized Birth-Death Process on Finite Lattice

Markov chains have long been used for generating random variates from spatial point processes. Broadly speaking, these chains fall into two categories: Metropolis-Hastings type chains running in discrete time and spatial birth-death chains…

We uncover a finite-time dynamical phase transition in the thermal relaxation of a mean-field magnetic model. The phase transition manifests itself as a cusp singularity in the probability distribution of the magnetisation that forms at a…

We find Gaussian cutoff profiles for the total variation distance to stationarity of a random walk on a multiplex network: a finite number of directed configuration models sharing a vertex set, each with its own bounded degree distribution…

Quantum percolation describes the problem of a quantum particle moving through a disordered system. While certain similarities to classical percolation exist, the quantum case has additional complexity due to the possibility of Anderson…

Stochastic models that incorporate birth, death and immigration (also called birth-death and innovation models) are ubiquitous and applicable to many research topics such as quantifying species sizes in ecological populations, describing…

Biomolecular folding, at least in simple systems, can be described as a two state transition in a free energy landscape with two deep wells separated by a high barrier. Transition paths are the short part of the trajectories that cross the…

We consider a random walk on a multidimensional integer lattice with random bounds on local times, conditioned on the event that it hits a high level before its death. We introduce an auxiliary "core" process that has a regenerative…

In this work, we study a protein synthesis degradation process by defining a general mathematical model. Using generating function technique we present a method that allows exact calculation of joint probability distribution of protein…

We present exact calculations of the partition function for the q-state Potts model for general q, temperature and magnetic field on strips of the square lattices of width $L_{y}=2$ and arbitrary length $L_x = m $ with periodic longitudinal…

Quantum walks are standard tools for searching graphs for marked vertices, and they often yield quadratic speedups over a classical random walk's hitting time. In some exceptional cases, however, the system only evolves by sign flips,…

This article studies the quasi-stationary behaviour of multidimensional birth and death processes, modeling the interaction between several species, absorbed when one of the coordinates hits 0. We study models where the absorption rate is…

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

We provide necessary and sufficient conditions for explosion and implosion of birth-and-death (non-Markov) continuous-time random walks. In other words, we obtain conditions for $\infty$ to be accessible and for it to be an entrance point.…

We study gradient descent (GD) with a constant stepsize for $\ell_2$-regularized logistic regression with linearly separable data. Classical theory suggests small stepsizes to ensure monotonic reduction of the optimization objective,…

We consider Poisson's equation for quasi-birth-and-death processes (QBDs) and we exploit the special transition structure of QBDs to obtain its solutions in two different forms. One is based on a decomposition through first passage times to…

We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…

We construct a stochastic model showing the relationship between noise, gradient flows and rate-independent systems. The model consists of a one-dimensional birth-death process on a lattice, with rates derived from Kramers' law as an…

Given a birth-death process on $\mathbb {N}$ with semigroup $(P_t)_{t\geq0}$ and a discrete gradient ${\partial}_u$ depending on a positive weight $u$, we establish intertwining relations of the form ${\partial}_uP_t=Q_t\,{\partial}_u$,…

It is generally believed that a generic system can be reversibly transformed from one state into another by sufficiently slow change of parameters. A standard argument favoring this assertion is based on a possibility to expand the energy…

This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…