Related papers: A Ruelle Operator for continuous time Markov Chain…
We study the class of selfless C*-probability spaces introduced by Robert. It is known that a selfless tracial algebra has strict comparison and a unique trace. We prove that for separable tracial C*-algebras, selflessness is equivalent to…
The nonrelativistic Schroedinger equation for motion of a structureless particle in four-dimensional space-time entails a well-known expression for the conserved four-vector field of local probability density and current that are associated…
Let $L$ be a linear, closed, densely defined in a Hilbert space operator, not necessarily selfadjoint. Consider the corresponding wave equations &(1) \quad \ddot{w}+ Lw=0, \quad w(0)=0,\quad \dot{w}(0)=f, \quad \dot{w}=\frac{dw}{dt}, \quad…
This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…
The Maxwell operator in a 3D cylinder is considered. The coefficients are assumed to be scalar functions depending on the longitudinal variable only. Such operator is represented as a sum of countable set of matrix differential operators of…
Let g : $\Omega$ = [0, 1] d $\rightarrow$ R denote a Lipschitz function that can be evaluated at each point, but at the price of a heavy computational time. Let X stand for a random variable with values in $\Omega$ such that one is able to…
This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…
We consider Markov chains that obey the following general non-linear state space model: $\Phi_{k+1} = F(\Phi_k, \alpha(\Phi_k, U_{k+1}))$ where the function $F$ is $C^1$ while $\alpha$ is typically discontinuous and $\{U_k: k \in…
For $C^2$ weak mixing Axiom A flow $\phi_t: M \longrightarrow M$ on a Riemannian manifold $M$ and a basic set $\Lambda$ for $\phi_t$ we consider the Ruelle transfer operator $L_{f - s \tau + z g}$, where $f$ and $g$ are real-valued H\"older…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
In this paper we study the additive functionals of Markov chains via conditioning with respect to both past and future of the chain. We shall point out new sufficient projective conditions, which assure that the variance of partial sums of…
On the space $L^{2}(\mathbb{R})$ the Sturm-Liouville operator $L$ with certain behavior of the potential at infinity is considered. It is proved that $L$ is uniquely determined by its scattering data. The recovery of $L$ is reduced to the…
This note is a synthesis of my reflexions on some questions that have emerged during the MATRIX event "Recent Trends on Nonlinear PDEs of Elliptic and Parabolic Type" concerning the qualitative properties of solutions to some non local…
For a discrete-time Markov chain $\{X(t)\}$ evolving on $\Re^\ell$ with transition kernel $P$, natural, general conditions are developed under which the following are established: 1. The transition kernel $P$ has a purely discrete spectrum,…
We consider generic i.e., forming an everywhere dense massive subset classes of Markov operators in the space $L^2(X,\mu)$ with a finite continuous measure. Since there is a canonical correspondence that associates with each Markov operator…
In operator algebra, the linearization trick is a technique that reduces the study of a non-commutative polynomial evaluated at elements of an algebra A to the study of a polynomial of degree one, evaluated on the enlarged algebra A x M r…
We present a finite-order system of recurrence relations for a permanent of circulant matrices containing a band of k any-value diagonals on top of a uniform matrix (for k = 1, 2, and 3) as well as the method for deriving such recurrence…
Recently the Ruelle-Perron-Fr\"obenius theorem was proved for H\"older potentials defined on the symbolic space $\Omega=M^{\mathbb{N}}$, where (the alphabet) $M$ is any compact metric space. In this paper, we extend this theorem to the…
We consider the problem of modelling restricted interactions between continuously-observed time series as given by a known static graph (or network) structure. For this purpose, we define a parametric multivariate Graph Ornstein-Uhlenbeck…
The interpretation of quantum mechanics due to Lande' is applied to the connection between wave mechanics and matrix mechanics. The connection between the differential eigenvalue equation and the matrix eigenvalue equation for an operator…