14 citations · 47 across the 15 of their papers we have counts for
10 papers · 1 filter
Polynomial Decay in Absorbing Continuous-Time Markov Chains
Phil Pollett
Let be the transition function of an absorbing continuous-time Markov chain on a countable state space. We study asymptotic relations of the form …
A note on the state occupancy distribution for Markov chains
Phil Pollett
In a recent paper, Shah [arXiv:2502.03073] derived an explicit expression for the distribution of occupancy times for a two-state Markov chain, using a method based on enumerating…
Quasi-stationary distributions for queueing and other models
Phil. Pollett
This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for -null recurrent and -transient Markov chains in continuous…
Normal approximations for discrete-time occupancy processes
Liam Hodgkinson, Ross McVinish, Philip K. Pollett
We study normal approximations for a class of discrete-time occupancy processes, namely, Markov chains with transition kernels of product Bernoulli form. This class encompasses num…
Limiting the spread of disease through altered migration patterns
R. McVinish, P. K. Pollett, A. Shausan
We consider a model for an epidemic in a population that occupies geographically distinct locations. The disease is spread within subpopulations by contacts between infective and s…
Hawkes Processes
Patrick J. Laub, Thomas Taimre, Philip K. Pollett
Hawkes processes are a particularly interesting class of stochastic process that have been applied in diverse areas, from earthquake modelling to financial analysis. They are point…