D Fasino, F Tudisco - SIAM Journal on Mathematics of Data Science, 2020 - SIAM
The use of higher-order stochastic processes such as nonlinear Markov chains or vertex- reinforced random walks is significantly growing in recent years as they are much better at …
J Bierkens, K Kamatani, GO Roberts - The Annals of Applied …, 2022 - projecteuclid.org
Piecewise deterministic Markov processes are an important new tool in the design of Markov chain Monte Carlo algorithms. Two examples of fundamental importance are the bouncy …
J Engländer, S Volkov - Electronic Journal of Probability, 2022 - projecteuclid.org
Abstract Recently, in [11], the “coin-turning walk” was introduced on Z. It is a non-Markovian process where the steps form a (possibly) time-inhomogeneous Markov chain. In this article …
Let S be the random walk obtained from “coin turning” with some sequence {p_n\}_n≥2, as introduced in 8. In this paper we investigate the scaling limits of S in the spirit of the classical …
We connect the empirical or 'occupation'laws of certain discrete space time-inhomogeneous Markov chains, related to simulated annealing, to a novel class of 'stick-breaking'processes …
In a general stochastic multistate promoter model of dynamic messenger ribonucleic acid (mRNA)/protein interactions, we identify the stationary joint distribution of the promoter state …
The chapter is based on [17] with János Engländer and Stanislav Volkov, in which we study the scaling limit of the coin-turning walk. This random walk describes the sum of sequence of …
We study the connections among three types of objects: Residual Allocation Models (RAMs), a generalized class of stick-breaking processes which include Dirichlet processes, and the …