Markoff-Ketten bei sich füllenden Löchern im Zustandsraum
Given a substochastic kernel from a measurable space into itself one considers for a pair of finite measures on the following sequences:
Markov chain comparison.
Markov chain small-world model with asymmetric transition probabilities.
Markov chains as Evans-Hudson diffusions in Fock space
Markov Chains, Riesz Transforms and Lipschitz Maps.
Mean-variance optimality for semi-Markov decision processes under first passage criteria
This paper deals with a first passage mean-variance problem for semi-Markov decision processes in Borel spaces. The goal is to minimize the variance of a total discounted reward up to the system's first entry to some target set, where the optimization is over a class of policies with a prescribed expected first passage reward. The reward rates are assumed to be possibly unbounded, while the discount factor may vary with states of the system and controls. We first develop some suitable conditions...
Merging of states of Markov chains with infinite probability rates
Mixed parametrization for curved exponential models in homogeneous Markov processes with a finite state space.
Mixing time bounds via the spectral profile.
Molecular motors and stochastic networks
Molecular motors are nano- or colloidal machines that keep the living cell in a highly ordered, stationary state far from equilibrium. This self-organized order is sustained by the energy transduction of the motors, which couple exergonic or 'downhill' processes to endergonic or 'uphill' processes. A particularly interesting case is provided by the chemomechanical coupling of cytoskeletal motors which use the chemical energy released during ATP hydrolysis in order to generate mechanical forces and...
Monotonicity and comparison results for nonnegative dynamic systems. Part II: Continuous-time case
This second Part II, which follows a first Part I for the discrete-time case (see [DijkSl1]), deals with monotonicity and comparison results, as generalization of the pure stochastic case, for stochastic dynamic systems with arbitrary nonnegative generators in the continuous-time case. In contrast with the discrete-time case the generalization is no longer straightforward. A discrete-time transformation will therefore be developed first. Next, results from Part I can be adopted. The conditions,...
Monotonicity and comparison results for nonnegative dynamic systems. Part I: Discrete-time case
In two subsequent parts, Part I and II, monotonicity and comparison results will be studied, as generalization of the pure stochastic case, for arbitrary dynamic systems governed by nonnegative matrices. Part I covers the discrete-time and Part II the continuous-time case. The research has initially been motivated by a reliability application contained in Part II. In the present Part I it is shown that monotonicity and comparison results, as known for Markov chains, do carry over rather smoothly...