相关论文: Shy couplings
Consider time-homogeneous discrete-time Markov chains $X$, $Y$, and $Z$ on countable state spaces, considered as stochastic processes with specified initial distributions. Suppose for maps $f$ and $g$ that $(f(X_t))_{t \ge 0}$ and…
Spider walks are systems of interacting particles. The particles move independently as long as their movement do not violate some given rules describing the relative position of the particles; moves that violate the rules are not realized.…
When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of…
We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…
The well-known reflection coupling gives a maximal coupling of two one-dimensional Brownian motions with different starting points. Nevertheless, the reflection coupling does not generalize to more than two Brownian motions. In this paper,…
A family of stochastic processes has quasi-cycle oscillations if the oscillations are sustained by noise. For such a family we define a Kuramoto-type coupling of both phase and amplitude processes. We find that synchronization, as measured…
This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. A corresponding random dynamical system is formulated in a two-step procedure, at…
In the recent article D\"oring et al. [4] the authors conditioned a stable process with two-sided jumps to avoid an interval. As usual the strategy was to find an invariant function for the process killed on entering the interval and to…
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…
We propose Markov two-components processes (M2CP) as a probabilistic model of asynchronous systems based on the trace semantics for concurrency. Considering an asynchronous system distributed over two sites, we introduce concepts and tools…
In this article we extend the coupling method from classical probability theory to quantum Markov chains on atomic von Neumann algebras. In particular, we establish a coupling inequality, which allow us to estimate convergence rates by…
Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…
Totally asymmetric simple exclusion processes, consisting of two coupled parallel lattice chains with particles interacting with hard-core exclusion and moving along the channels and between them, are considered. In the limit of strong…
In this paper we discuss weak convergence of continuous-time Markov chains to a non-symmetric pure jump process. We approach this problem using Dirichlet forms as well as semimartingales. As an application, we discuss how to approximate a…
The work treats systems combining slow and fast motions depending on each other where fast motions are perturbations of families of either dynamical systems or Markov processes with freezed slow variable. In the first case we consider…
A hidden Markov process is a well known concept in information theory and is used for a vast range of applications such as speech recognition and error correction. We bridge between two disciplines, experimental physics and advanced…
Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…
A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be…
Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…
We consider the down/up crossing property of weighted Markov branching processes. The joint probability distribution of multi crossing numbers of such processes are obtained. In particular, for Markov branching processes, the probability…