Displaying similar documents to “Some Random Time Dilations of a Markov Process.”

Discrete random processes with memory: Models and applications

Tomáš Kouřim, Petr Volf (2020)

Applications of Mathematics

Similarity:

The contribution focuses on Bernoulli-like random walks, where the past events significantly affect the walk's future development. The main concern of the paper is therefore the formulation of models describing the dependence of transition probabilities on the process history. Such an impact can be incorporated explicitly and transition probabilities modulated using a few parameters reflecting the current state of the walk as well as the information about the past path. The behavior...

Quermass-interaction process with convex compact grains

Kateřina Helisová, Jakub Staněk (2016)

Applications of Mathematics

Similarity:

The paper concerns an extension of random disc Quermass-interaction process, i.e. the model of discs with mutual interactions, to the process of interacting objects of more general shapes. Based on the results for the random disc process and the process with polygonal grains, theoretical results for the generalized process are derived. Further, a simulation method, its advantages and the corresponding complications are described, and some examples are introduced. Finally, a short comparison...

Loop-free Markov chains as determinantal point processes

Alexei Borodin (2008)

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

Similarity:

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.