Found 100 Documents (Results 1–100)
Sufficient conditions for regularity, positive recurrence, and absorption in level-dependent QBD processes and related block-structured Markov chains. (English) Zbl 1529.60054
MSC:
60J28
Null recurrence and transience for a binomial catastrophe model in random environment. (English) Zbl 1539.60081
Keeping random walks safe from extinction and overpopulation in the presence of life-taking disasters. (English) Zbl 1498.92162
Transmission dynamics of a high dimensional rabies epidemic model in a Markovian random environment. (English) Zbl 1495.34069
Spread out random walks on homogeneous spaces. (English) Zbl 1483.37007
Reviewer: Thomas B. Ward (Newcastle)
The dynamics of stochastic mono-molecular reaction systems in stochastic environments. (English) Zbl 1469.60354
Recurrence and moment of first return time for the discrete-time random walks on trees. (Chinese. English summary) Zbl 1463.60068
Recurrence of multidimensional persistent random walks. Fourier and series criteria. (English) Zbl 1466.60089
Quantum Markov chains: recurrence, Schur functions and splitting rules. (English) Zbl 1435.81106
Reviewer: Adam Skalski (Warszawa)
On the study of circuit chains associated with a random walk with jumps in fixed, random environments: criteria of recurrence and transience. (English) Zbl 1458.60084
Rassias, Themistocles M. (ed.) et al., Mathematical analysis and applications. Cham: Springer. Springer Optim. Appl. 154, 185-203 (2019).
Reviewer: Alex V. Kolnogorov (Novgorod)
Topological and metric recurrence for general Markov chains. (English) Zbl 1418.37010
Reviewer: Thomas B. Ward (Leeds)
On the ergodicity of first-order threshold autoregressive moving-average processes. (English) Zbl 1419.62222
A note on Foster-Lyapunov drift condition for recurrence of Markov chains on general state spaces. (English) Zbl 1428.60101
MSC:
60J05
Some network conditions for positive recurrence of stochastically modeled reaction networks. (English) Zbl 1429.60061
Large excursions and conditioned laws for recursive sequences generated by random matrices. (English) Zbl 1430.60073
Non-homogeneous random walks on a half strip with generalized Lamperti drifts. (English) Zbl 1371.60076
A zero-one law for recurrence and transience of frog processes. (English) Zbl 1372.60047
Reviewer: N. G. Gamkrelidze (Moskva)
On planar random walks in environments invariant by horizontal translations. (English) Zbl 1359.60060
Permanence and ergodicity of stochastic Gilpin-Ayala population model with regime switching. (English) Zbl 1354.60076
Stability of random admissible-set scheduling in spatially continuous wireless systems. (English) Zbl 1339.60104
Recurrent equation for characteristic functions of solutions of linear difference equations with random coefficients. (Ukrainian. English summary) Zbl 1324.39024
Evaluating default priors with a generalization of Eaton’s Markov chain. (English. French summary) Zbl 1298.62016
Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach. (English) Zbl 1305.60069
Computational algorithms for moments of accumulated Markov and semi-Markov rewards. (English) Zbl 1422.91772
On the recurrence set of planar Markov random walks. (English) Zbl 1317.60053
Reviewer: Tae Il Jeon (Taejon)
Asymptotic fitness distribution in the Bak-Sneppen model of biological evolution with four species. (English) Zbl 1250.82015
Moments of recurrence times for Markov chains. (English) Zbl 1231.60063
MSC:
60J10
A new proof of convergence of MCMC via the ergodic theorem. (English) Zbl 1232.65015
Reviewer: J. Kaupužs (Riga)
The period and recurrence for Markov chains in random environments. (Chinese. English summary) Zbl 1212.60178
Asymptotically homogeneous iterated random functions with applications to the HARCH process. (English) Zbl 1193.60092
Reviewer: R. E. Maiboroda (Kyïv)
Alternative approaches for the transient analysis of Markov chains with catastrophes. (English) Zbl 1420.60099
On inverses of tridiagonal matrices arising from Markov chain-random walk. I. (English) Zbl 1175.60038
Reviewer: Heinrich Hering (Rockenberg)
Non-parametric Bayesian inference for integrals with respect to an unknown finite measure. (English) Zbl 1164.62036
Reviewer: R. E. Maiboroda (Kyïv)
The necklace process. (English) Zbl 1213.60027
Recurrence of a single side birth-death chain of order 2 in random environment. (Chinese. English summary) Zbl 1174.60449
Recurrent Markov chains in bi-infinite random environments. (Chinese. English summary) Zbl 1141.60359
When is Eaton’s Markov chain irreducible? (English) Zbl 1131.60066
MSC:
60J05
Transience for Markov chains in double infinite random environments. (Chinese. English summary) Zbl 1141.60072
Reviewer: Feng-Yu Wang (Beijing)
Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains. (English) Zbl 1121.60076
On positive Harris recurrence for a class of Markov chains. (English) Zbl 1099.60046
Reviewer: Ion Cuculescu (Bucureşti)
MSC:
60J05
Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter. (English) Zbl 1049.60068
MSC:
60J27
Birth-death processes with disaster and instantaneous resurrection. (English) Zbl 1049.60066
Reviewer: Klaus Fleischmann (Berlin)
Renewal theory for functionals of a Markov chain with compact state space. (English) Zbl 1048.60065
Reviewer: Anatoliy Swishchuk (Calgary)
Bindweeds or random walks in random environments on multiplexed trees and their asympotics. (English) Zbl 1034.60091
Branderier, Cyril (ed.) et al., Discrete random walks, DRW’03. Proceedings of the conference, Paris, France, September 1–5, 2003. Paris: Maison de l’Informatique et des Mathématiques Discrètes (MIMD). Discrete Math. Theor. Comput. Sci., Proc. AC, 205-216, electronic only (2003).
Random walks in an independent environment on the line. (Chinese. English summary) Zbl 1037.60088
MSC:
60K37
On some properties of transition operators. (English) Zbl 1031.60069
Reviewer: Anatoly N.Kochubei (Kyïv)
Recurrence and invariant measure of Markov chains in double-infinite random environments. (English) Zbl 1007.60103
Reviewer: Mihai Gradinaru (Nancy)
\(\infty\)-generalized Fibonacci sequences and Markov chains. (English) Zbl 0986.11008
Reviewer: Lothar Heinrich (Augsburg)
Uniformization for \(\lambda\)-positive Markov chain. (English) Zbl 0899.60066
Reviewer: E.Kazarovitsky (Kyïv)
On distributionally regenerative Markov chains. (English) Zbl 0948.60065
Reviewer: František Matúš (Praha)
Tails of passage-times and an application to stochastic processes with boundary reflection in wedges. (English) Zbl 0889.60045
Characterization of convergence rates for the approximation of the stationary distribution of infinite monotone stochastic matrices. (English) Zbl 0867.60041
Markov chains and discrete potential theory. (Catene di Markov e teoria del potenziale nel discreto.) (Italian) Zbl 0938.60001
Quaderni dell’Unione Matematica Italiana. 41. Bologna: Pitagora Editrice. 165 p. (1996).
Reviewer: J.Franchi (Paris)
Limit distributions of simulated annealing Markov chains. (English) Zbl 0854.60067
Reviewer: N.S.Bratijchuk (Kiev)
Tail events of simulated annealing Markov chains. (English) Zbl 0843.60059
Reviewer: L.Lakatos (Budapest)
Uniform moderate deviations for Markov processes. (Chinese. English summary) Zbl 0830.60060
Tail events of some nonhomogeneous Markov chains. (English) Zbl 0826.60055
Reviewer: E.Kazarovitsky (Kiev)
On Cowan and Mecke’s Markov chain. (English) Zbl 0805.60060
Reviewer: E.Kazarovitsky (Kiev)
A Poincaré-Bendixson theorem for a class of stochastic differential equations. (Un théorème de Poincaré-Bendixson pour une classe d’équations différentielles stochastiques.) (French) Zbl 0803.60052
Reviewer: M.Benaïm (Berkeley)
Convergence in distribution of the one-dimensional Kohonen algorithms when the stimuli are not uniform. (English) Zbl 0792.60066
Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments. (English) Zbl 0773.60076
Reviewer: M.Kohlmann (St.Augustin)
The type problem for random walks on trees. (English) Zbl 0725.60073
MSC:
60G50
The Markov chain properties of blood type genetics. (Chinese. English summary) Zbl 0703.92012
Some studies of denumerable Markov chains and a queueing model. (English) Zbl 0709.60074
Reviewer: A.Pakes
Théorèmes de convergence presque sure pour une classe d’algorithmes stochastiques à pas decroissant. (French) Zbl 0588.62153
On the boundedness, recurrence and stability of solutions of an Itô equation perturbed by a Markov chain. (English) Zbl 0623.60073
Reviewer: C.A.Braumann
Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\). (English) Zbl 0592.62009
Reviewer: B.-H.Lindqvist
On a class of linear models. (English) Zbl 0733.60076
Markov chains with constraints upon the jumps. I. (Russian) Zbl 0578.60066
Analytical methods in reliability theory, Collect. sci. Works, Kiev 1985, 61-65 (1985).
Reviewer: S.He
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