相关论文: Markovianity in space and time

Datasets involving sequences of different types of events without meaningful time stamps are prevalent in many applications, for instance when extracted from textual corpora. We propose a family of models for such event sequences -- summary…

In the investigation of limits of Markov chains, the presence of states which become instantaneous states in the limit may prevent the convergence of the chain in the Skorohod topology. We present in this article a weaker topology adapted…

We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\mathbb{Z}^d$. We assume that the transition probabilities of the walk depend not too strongly on the environment and…

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…

In this paper, we are interested in investigating the perturbation bounds for the stationary distributions for discrete-time or continuous-time Markov chains on a countable state space. For discrete-time Markov chains, two new norm-wise…

We show how to map the states of an ergodic Markov chain to Euclidean space so that the squared distance between states is the expected commuting time. We find a minimax characterization of commuting times, and from this we get monotonicity…

Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…

Recently we pointed out the so-called Local Time Scheme as a novel approach to quantum foundations that solves the preferred pointer-basis problem. In this paper we introduce and analyze in depth a rather non-standard dynamical map that is…

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant…

We exhibit the invariance of cycle affinities in finite state Markov processes under various natural probabilistic constructions, for instance under conditioning and under a new combinatorial construction that we call ``drag and drop''. We…

Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…

Substitution Markov chains have been introduced [7] as a new model to describe molecular evolution. In this note, we study the associated Martin boundaries from a probabilistic and topological viewpoint. An example is given that, although…

We argue that (1) our perception of time through change and (2) the gap between reality and our observation of it are at the heart of both quantum mechanics and the dynamical mechanism of physical systems. We suggest that the origin of…

We study the classical occupancy problem from the viewpoint of its embedding Markov chain. We derive new expressions for the probability mass function and (complementary) distribution function in generalized form. Furthermore, we derive a…

Population dynamics are often subject to random independent changes in the environment. For the two strategy stochastic replicator dynamic, we assume that stochastic changes in the environment replace the payoffs and variance. This is…

We define fully coupled forward-backward stochastic differential equations on spaces related to continuous time, finite state Markov Chains. Existence and uniqueness results of the fully coupled forward-backward stochastic differential…

A mechanism is proposed that allows to interpret the temporal evolution of a physical system as a result of the inability of an observer to record its whole state and a simple example is given. It is based on a review of the concepts of…

We study the limiting object of a sequence of Markov chains analogous to the limits of graphs, hypergraphs, and other objects which have been studied. Following a suggestion of Aldous, we assign to a sequence of finite Markov chains with…

In a Markov chain started at a state $x$, the hitting time $\tau(y)$ is the first time that the chain reaches another state $y$. We study the probability $\mathbf{P}_x(\tau(y) = t)$ that the first visit to $y$ occurs precisely at a given…