中文
相关论文

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

200 篇论文

Let X and Y be time-homogeneous Markov processes with common state space E, and assume that the transition kernels of X and Y admit densities with respect to suitable reference measures. We show that if there is a time t>0 such that, for…

概率论 · 数学 2007-05-23 P. J. Fitzsimmons

Let $(\xi_n)_{n=0}^\infty$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\ldots,b\}$. In this paper, we will study the generalized entropy ergodic theorem with almost-everywhere and…

概率论 · 数学 2015-01-19 Zhongzhi Wang , Weiguo Yang

We study the problem of non-asymptotic deviations between a reference measure and its empirical version, in the 1-Wasserstein metric, under the standing assumption that the measure satisfies a transport-entropy inequality. We extend some…

概率论 · 数学 2011-05-27 Emmanuel Boissard

We examine two analytical characterisation of the metastable behavior of a Markov chain. The first one expressed in terms of its transition probabilities, and the second one in terms of its large deviations rate functional. Consider a…

概率论 · 数学 2022-07-07 L. Bertini , D. Gabrielli , C. Landim

We consider continuous-time Markov chain on a finite state space X. We assume X can be clustered into several subsets such that the intra-transition rates within these subsets are of order $\mathcal{O}(\frac{1}{\epsilon})$ comparing to the…

概率论 · 数学 2016-01-28 Wei Zhang

Let X be a locally finite, connected graph without vertices of degree 1. Non-backtracking random walk moves at each step with equal probability to one of the "forward" neighbours of the actual state, i.e., it does not go back along the…

概率论 · 数学 2012-12-05 Ronald Ortner , Wolfgang Woess

We solve the problem of asymptotic behaviour of the renewal measure (Green function) generated by a transient Lamperti's Markov chain $X_n$ in $\mathbf R$, that is, when the drift of the chain tends to zero at infinity. Under this setting,…

概率论 · 数学 2023-09-06 Denis Denisov , Dmitry Korshunov , Vitali Wachtel

We introduce and study time-inhomogeneous quantum Markov chains with parameter $\zeta \ge 0$ and decoherence parameter $0 \leq p \leq 1$ on finite spaces and their large scale equilibrium properties. Here $\zeta$ resembles the inverse…

量子物理 · 物理学 2020-12-11 Chia-Han Chou , Wei-Shih Yang

A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…

概率论 · 数学 2017-08-31 Xinwei Bai , Jasper Goseling

This paper concerns discrete-time occupancy processes on a finite graph. Our results can be formulated in two theorems, which are stated for vertex processes, but also applied to edge process (e.g., dynamic random graphs). The first theorem…

概率论 · 数学 2024-10-10 Davide Sclosa , Michel Mandjes , Christian Bick

A sequence of real numbers (x_n) is Benford if the significands, i.e. the fraction parts in the floating-point representation of (x_n) are distributed logarithmically. Similarly, a discrete-time irreducible and aperiodic finite-state Markov…

概率论 · 数学 2010-03-05 Bahar Kaynar , Arno Berger , Theodore P. Hill , Ad Ridder

Renewal process is a point process where an inter-event time between successive renewals is an independent and identically distributed random variable. Alternating renewal process is a dichotomous process and a slight generalization of the…

统计力学 · 物理学 2023-06-02 Takuma Akimoto

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…

概率论 · 数学 2017-10-27 Peter G. Doyle , Jean Steiner

A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…

统计力学 · 物理学 2023-03-30 Florian Angeletti , Hugo Touchette

We establish a functional limit theorem for the joint-law of occupations near and away from indifferent fixed points of interval maps, and of waits for the occupations away from these points, in the sense of strong distributional…

概率论 · 数学 2019-05-07 Toru Sera

The occupation time of an age-dependent branching particle system in $\Rd$ is considered, where the initial population is a Poisson random field and the particles are subject to symmetric $\alpha$-stable migration, critical binary branching…

概率论 · 数学 2009-03-12 José Alfredo López-Mimbela , Antonio Murillo Salas

We study the asymptotic behavior of continuous-time, time-inhomogeneous Markovian quantum dynamics in a stationary random environment. Under mild faithfulness and eventually positivity-improving assumptions, the normalized evolution…

量子物理 · 物理学 2025-09-12 Lubashan Pathirana , Jeffrey Schenker

In this work, we consider an inhomogeneous (discrete time) Markov chain and are interested in its long time behavior. We provide sufficient conditions to ensure that some of its asymptotic properties can be related to the ones of a…

概率论 · 数学 2017-11-09 Michel Benaïm , Florian Bouguet , Bertrand Cloez

The class of incoherent operations induces a pre-order on the set of quantum pure states, defined by the possibility of converting one state into the other by transformations within the class. We prove that if two $n$-dimensional pure…

量子物理 · 物理学 2021-07-02 Fabio Deelan Cunden , Paolo Facchi , Giuseppe Florio , Giovanni Gramegna

Consider $ m $ copies of an irreducible, aperiodic Markov chain $ Y $ taking values in a finite state space. The asymptotics as $ m $ tends to infinity, of the first time from which on the trajectories of the $ m $ copies differ, have been…

概率论 · 数学 2023-06-22 Silvia Businger