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Large deviations and full Edgeworth expansions for finite Markov chains with applications to the analysis of genomic sequences

Pierre Pudlo (2010)

ESAIM: Probability and Statistics

To establish lists of words with unexpected frequencies in long sequences, for instance in a molecular biology context, one needs to quantify the exceptionality of families of word frequencies in random sequences. To this aim, we study large deviation probabilities of multidimensional word counts for Markov and hidden Markov models. More specifically, we compute local Edgeworth expansions of arbitrary degrees for multivariate partial sums of lattice valued functionals of finite Markov...

Loop-free Markov chains as determinantal point processes

Alexei Borodin (2008)

Annales de l'I.H.P. Probabilités et statistiques

We show that any loop-free Markov chain on a discrete space can be viewed as a determinantal point process. As an application, we prove central limit theorems for the number of particles in a window for renewal processes and Markov renewal processes with Bernoulli noise.

Markov chain comparison.

Dyer, Martin, Goldberg, Leslie Ann, Jerrum, Mark, Martin, Russell (2006)

Probability Surveys [electronic only]

Markov chains approximation of jump–diffusion stochastic master equations

Clément Pellegrini (2010)

Annales de l'I.H.P. Probabilités et statistiques

Quantum trajectories are solutions of stochastic differential equations obtained when describing the random phenomena associated to quantum continuous measurement of open quantum system. These equations, also called Belavkin equations or Stochastic Master equations, are usually of two different types: diffusive and of Poisson-type. In this article, we consider more advanced models in which jump–diffusion equations appear. These equations are obtained as a continuous time limit of martingale problems...

Mathematical model of mixing in Rumen

Wiesław Szlenk (1996)

Applicationes Mathematicae

A mathematical model of mixing food in rumen is presented. The model is based on the idea of the Baker Transformation, but exhibits some different phenomena: the transformation does not mix points at all in some parts of the phase space (and under some conditions mixes them strongly in other parts), as observed in ruminant animals.

Meeting time of independent random walks in random environment

Christophe Gallesco (2013)

ESAIM: Probability and Statistics

We consider, in the continuous time version, γ independent random walks on Z+ in random environment in Sinai’s regime. Let Tγ be the first meeting time of one pair of the γ random walks starting at different positions. We first show that the tail of the quenched distribution of Tγ, after a suitable rescaling, converges in probability, to some functional of the Brownian motion. Then we compute the law of this functional. Eventually, we obtain results about the moments of this meeting time. Being...

Currently displaying 141 – 160 of 363