Related papers: A Ruelle Operator for continuous time Markov Chain…

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…

In this paper we study the double transpose of the $L^1(X,\mathscr{B}(X),\nu)$-extensions of the Ruelle transfer operator $\mathscr{L}_{f}$ associated to a general real continuous potential $f\in C(X)$, where $X=E^{\mathbb{N}}$, the…

Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions. The conditions imposed on the transition…

Let $X = \{1,-1\}^\mathbb{N}$ be the symbolic space endowed with the product order. A Borel probability measure $\mu$ over $X$ is said to satisfy the FKG inequality if for any pair of continuous increasing functions $f$ and $g$ we have…

We study the solutions of the inverse problem \[ g(z)=\int f(y) P_T(z,dy) \] for a given $g$, where $(P_t(\cdot,\cdot))_{t \geq 0}$ is the transition function of a given Markov process, $X$, and $T$ is a fixed deterministic time, which is…

We prove that if we are given a generator of a cadlag Markov process and an open domain $G$ in the state space, on which the generator has the local property expressed in a suitable way on a class $\mathcal{C}$ of test functions that is…

Ruelle's transfer operator plays an important role in understanding thermodynamic and probabilistic properties of dynamical systems. In this work, we develop a method of finding eigenfunctions of transfer operators based on comparing Gibbs…

We are concerned with some extensions of the classical Liouville theorem for bounded harmonic functions to solutions of more general equations. We deal with entire solutions of periodic and almost periodic parabolic equations including the…

We consider the problem of defining conditional objects (a|b), which would allow one to regard the conditional probability Pr(a|b) as a probability of a well-defined event rather than as a shorthand for Pr(ab)/Pr(b). The next issue is to…

Let $\{X_n\}$ be a stationary and ergodic time series taking values from a finite or countably infinite set ${\cal X}$. Assume that the distribution of the process is otherwise unknown. We propose a sequence of stopping times $\lambda_n$…

We give a comprehensive treatment of Sturm-Liouville operators with measure-valued coefficients including, a full discussion of self-adjoint extensions and boundary conditions, resolvents, and Weyl-Titchmarsh theory. We avoid previous…

The relation between continuous functions and random vectors is revealed in the paper that the main meaning is described as, for any given continuous function, there must be a sequence of probability spaces and a sequence of random vectors…

Quantum chaotic systems exhibit certain universal statistical properties that closely resemble predictions from random matrix theory (RMT). With respect to observables, it has recently been conjectured that, when truncated to a sufficiently…

Let $ N \in \mathbb{N} $, $ N \geq 2 $, be given. Motivated by wavelet analysis, we consider a class of normal representations of the $ C^* $-algebra $ \mathfrak{A}_{N} $ on two unitary generators $ U $, $ V $ subject to the relation \[…

Eigenvalues in the essential spectrum of a weighted Sturm-Liouville operator are studied under the assumption that the weight function has one turning point. An abstract approach to the problem is given via a functional model for indefinite…

The matrix Sturm-Liouville operator on a finite interval with the boundary conditions in the general self-adjoint form and with the singular potential from the class $W_2^{-1}$ is studied. This operator generalizes Sturm-Liouville operators…

Drawing on some recent results that provide the formalism necessary to definite stationarity for infinite random graphs, this paper initiates the study of statistical and learning questions pertaining to these objects. Specifically, a…