This paper shows that Danckwerts’ law for mean residence time in a vessel with continuous and steady throughflow holds for a stochastic model based on a Markov chain for the particle spatial position, under a set of three very general conditions on the transfer probabilities. These are natural conditions and represent mass balance conditions on the transfer between spatial regions in the proces...

We introduce two models for random trees with multiple states motivated by studies of trait dependence in the evolution of species. Our discrete time model, the multiple state ERM tree, is a generalization of Markov propagation models on a random tree generated by a binary search or 'equal rates Markov' mechanism. Our continuous time model, the multiple state Yule tree, is a generalization of t...

We consider polygonal Markov fields originally introduced by Arak and Surgailis [2]. Our attention is focused on fields with nodes of order two, which can be regarded as continuum ensembles of non-intersecting contours in the plane, sharing a number of features with the two-dimensional Ising model. We introduce non-homogeneous version of polygonal fields in anisotropic enviroment. For these fie...

In this paper, we are interested in the time derivative of the Wasserstein distance between the marginals of two Markov processes. As recalled in the introduction, the Kantorovich duality leads to a natural candidate for this derivative. Up to the sign, it is the sum of the integrals with respect to each of the two marginals of the corresponding generator applied to the corresponding Kantorovic...

We introduce two models for multi-type random trees motivated by studies of trait dependence in the evolution of species. Our discrete time model, the multi-type ERM tree, is a generalization of Markov propagation models on a random tree generated by a binary search or ‘equal rates Markov’ mechanism. Our continuous time model, the multi-type Yule tree with mutations, is a multi-type generalizat...

A variety of problems in computing, service, and manufacturing systems can be modeled via infinite repeating Markov chains with an infinite number of levels and a finite number of phases. Many such chains are quasi-birth-death processes with transitions that are skip-free in level, in that one can only transition between consecutive levels, and unidirectional in phase, in that one can only tran...

In this paper, we describe a link between Markovian binary trees (MBT) and tree-like quasi-birth-anddeath processes (TLQBD) by associating a specific TLQBD to each MBT. The algorithms to compute the matrices Gk in the TLQBD then correspond to the algorithms calculating the extinction probability vector of the MBT. This parallelism leads to a new quadratic algorithm, based on the Newton iteratio...

We extend the Etaqa approach, initially proposed for the efficient numerical solution of a class of quasi-birth–death processes, to a more complex class of M/G/1-type Markov processes where arbitrary forward transitions are allowed but backward transitions must be to a single state to the previous level. The new technique reduces the exact solution of this class of M/G/1-type models to that of ...

The purpose of this study is to investigate the impact of exchange rate misalignment on inflation persistence. For this purpose, Vector Auto Regression method and Markov Switching model is used for quarterly data during 1989:4 -2014:3. The results show that, the impact of liquidity growth and exchange rate misalignment on inflation persistence is positive. On the other hand, GDP growth has a ne...