scholarly journals Markov Processes with Restart

2013 ◽  
Vol 50 (4) ◽  
pp. 960-968 ◽  
Author(s):  
Konstantin Avrachenkov ◽  
Alexey Piunovskiy ◽  
Yi Zhang

We consider a general homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such processes comes from modeling human and animal mobility patterns, restart processes in communication protocols, and from application of restarting random walks in information retrieval. We provide a connection between the transition probability functions of the original Markov process and the modified process with restarts. We give closed-form expressions for the invariant probability measure of the modified process. When the process evolves on the Euclidean space, there is also a closed-form expression for the moments of the modified process. We show that the modified process is always positive Harris recurrent and exponentially ergodic with the index equal to (or greater than) the rate of restarts. Finally, we illustrate the general results by the standard and geometric Brownian motions.

2013 ◽  
Vol 50 (04) ◽  
pp. 960-968 ◽  
Author(s):  
Konstantin Avrachenkov ◽  
Alexey Piunovskiy ◽  
Yi Zhang

We consider a general homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such processes comes from modeling human and animal mobility patterns, restart processes in communication protocols, and from application of restarting random walks in information retrieval. We provide a connection between the transition probability functions of the original Markov process and the modified process with restarts. We give closed-form expressions for the invariant probability measure of the modified process. When the process evolves on the Euclidean space, there is also a closed-form expression for the moments of the modified process. We show that the modified process is always positive Harris recurrent and exponentially ergodic with the index equal to (or greater than) the rate of restarts. Finally, we illustrate the general results by the standard and geometric Brownian motions.


IEEE Access ◽  
2021 ◽  
pp. 1-1
Author(s):  
Yassine Zouaoui ◽  
Larbi Talbi ◽  
Khelifa Hettak ◽  
Naresh K. Darimireddy

2021 ◽  
Vol 48 (3) ◽  
pp. 91-96
Author(s):  
Shigeo Shioda

The consensus achieved in the consensus-forming algorithm is not generally a constant but rather a random variable, even if the initial opinions are the same. In the present paper, we investigate the statistical properties of the consensus in a broadcasting-based consensus-forming algorithm. We focus on two extreme cases: consensus forming by two agents and consensus forming by an infinite number of agents. In the two-agent case, we derive several properties of the distribution function of the consensus. In the infinite-numberof- agents case, we show that if the initial opinions follow a stable distribution, then the consensus also follows a stable distribution. In addition, we derive a closed-form expression of the probability density function of the consensus when the initial opinions follow a Gaussian distribution, a Cauchy distribution, or a L´evy distribution.


2021 ◽  
Vol 2021 (6) ◽  
Author(s):  
Vivek Kumar Singh ◽  
Rama Mishra ◽  
P. Ramadevi

Abstract Weaving knots W(p, n) of type (p, n) denote an infinite family of hyperbolic knots which have not been addressed by the knot theorists as yet. Unlike the well known (p, n) torus knots, we do not have a closed-form expression for HOMFLY-PT and the colored HOMFLY-PT for W(p, n). In this paper, we confine to a hybrid generalization of W(3, n) which we denote as $$ {\hat{W}}_3 $$ W ̂ 3 (m, n) and obtain closed form expression for HOMFLY-PT using the Reshitikhin and Turaev method involving $$ \mathrm{\mathcal{R}} $$ ℛ -matrices. Further, we also compute [r]-colored HOMFLY-PT for W(3, n). Surprisingly, we observe that trace of the product of two dimensional $$ \hat{\mathrm{\mathcal{R}}} $$ ℛ ̂ -matrices can be written in terms of infinite family of Laurent polynomials $$ {\mathcal{V}}_{n,t}\left[q\right] $$ V n , t q whose absolute coefficients has interesting relation to the Fibonacci numbers $$ {\mathrm{\mathcal{F}}}_n $$ ℱ n . We also computed reformulated invariants and the BPS integers in the context of topological strings. From our analysis, we propose that certain refined BPS integers for weaving knot W(3, n) can be explicitly derived from the coefficients of Chebyshev polynomials of first kind.


Author(s):  
M.J. Cañavate-Sánchez ◽  
A. Segneri ◽  
S. Godi ◽  
A. Georgiadis ◽  
S. Kosmopoulos ◽  
...  

2004 ◽  
Vol 40 (19) ◽  
pp. 1192 ◽  
Author(s):  
J. Pérez ◽  
J. Ibáñez ◽  
L. Vielva ◽  
I. Santamaría

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