activity
20102019
most citedStrong Stationary Duality for Möbius monotone Markov chains: examples

2 citations · 5 across the 6 of their papers we have counts for

collaborators

6 papers

math.PR2019★ 1 cited

Some remarks on associated random fields, random measures and point processes

Guenter Last, Ryszard Szekli, D. Yogeshwaran

In this paper, we first show that for a countable family of random elements taking values in a partially ordered Polish space (POP), association (both positive and negative) of all…

math.PR2015★ 1 cited

Correlation formulas for Markovian network processes in a random environment

H. Daduna, R. Szekli

We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the…

math.PR2014★ 2 cited

Strong Stationary Duality for Möbius monotone Markov chains: examples

Pawel Lorek, Ryszard Szekli

We construct strong stationary dual chains for Ising model on a circle, non-symmetric random walk on square lattice and a random walk on hypercube. The strong stationary dual chain…

math.PR2011★ 1 cited

Strong Stationary Duality for Möbius Monotone Markov Chains: Unreliable Networks

Pawel Lorek, Ryszard Szekli

For Markov chains with a partially ordered finite state space we show strong stationary duality under the condition of Möbius monotonicity of the chain. We show relations of Möbius…

math.PR2011

Computable bounds on the spectral gap for unreliable Jackson networks

Pawel Lorek, Ryszard Szekli

The goal of this paper is to identify exponential convergence rates and to find computable bounds for them for Markov processes representing unreliable Jackson networks. First we u…

math.PR2010

Comparisons and asymptotics for empty space hazard functions of germ-grain models

Guenter Last, Ryszard Szekli

We study stochastic properties of the empty space for stationary germ-grain models in , in particular we deal with the inner radius of the empty space with respect to a gener…