相关论文: Occupation laws for some time-nonhomogeneous Marko…

In this paper we propose a model for open Markov chains that can be interpreted as a system of non-interacting particles evolving according to the rules of a Markov chain. The number of particles in the system is not constant, because we…

We study normal approximations for a class of discrete-time occupancy processes, namely, Markov chains with transition kernels of product Bernoulli form. This class encompasses numerous models which appear in the complex networks…

We study the asymptotic behaviour of Markov chains $(X_n,\eta_n)$ on $\mathbb{Z}_+ \times S$, where $\mathbb{Z}_+$ is the non-negative integers and $S$ is a finite set. Neither coordinate is assumed to be Markov. We assume a moments bound…

Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…

We develop an Onsager-Machlup-type theory for nonequilibrium semi-Markov processes. Our main result is an exact large time asymptotics for the joint probability of the occupation times and the currents in the system, establishing some…

We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…

We consider a finite state discrete time process X. Without loss of generality the finite state space can be identified with the set of unit vectors {e1, e2, . . . , eN} with ei = (0, . . . , 0, 1, 0, . . . , 0)0 2 RN. For a Markov chain…

In this work, we consider a finite-state inhomogeneous-time Markov chain whose probabilities of transition from one state to another tend to decrease over time. This can be seen as a cooling of the dynamics of an underlying Markov chain. We…

We introduce a non-equilibrium discrete-time random walk model on multiplex networks, in which at each time step the walker first undergoes a random jump between neighboring nodes in the same layer, and then tries to hop from one node to…

This study of occupation time densities for continuous-time Markov processes was inspired by the work of E.Nir et al (2006) in the field of Single Molecule FRET spectroscopy. There, a single molecule fluctuates between two or more states,…

We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…

We apply Doeblin's ergodicity coefficient as a computational tool to approximate the occupancy distribution of a set of states in a homogeneous but possibly non-stationary finite Markov chain. Our approximation is based on new properties…

We prove an analog of the classical Zero-One Law for both homogeneous and nonhomogeneous Markov chains (MC). Its almost precise formulation is simple: given any event $A$ from the tail $\sigma$-algebra of MC $(Z_n)$, for large $n$, with…

The consistency of the Aalen--Johansen-derived estimator of state occupation probabilities in non-Markov multi-state settings is studied and established via a new route. This new route is based on interval functions and relies on a close…

We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…

Many economic models feature monotone Markov dynamics on state spaces that may be noncompact. Establishing existence, uniqueness, and stability of stationary distributions in such settings has required a patchwork of sufficient conditions,…

Nonlinear Markov chains with finite state space have been introduced in Kolokoltsov (2010). The characteristic property of these processes is that the transition probabilities do not only depend on the state, but also on the distribution of…

In the paper, we study a new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains based on the Markov-Dobrushin condition. This result generalizes the convergence estimates for any positive number of transition…

Consider a system of $K$ particles moving on the vertex set of a finite connected graph with at most one particle per vertex. If there is one, the particle at $x$ chooses one of the $\hbox{deg} (x)$ neighbors of its location uniformly at…

We study the convergence rate to stationarity for a class of exchangeable partition-valued Markov chains called cut-and-paste chains. The law governing the transitions of a cut-and-paste chain are determined by products of i.i.d. stochastic…