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

We introduce a continuous time-reversal operation which connects the time-forward and time-reversed trajectories in the steady state of an irreversible Markovian dynamics via a continuous family of stochastic dynamics. This continuous…

In this article, we set up the continuous maximal regularity theory for a class of linear differential operators on manifolds with singularities. These operators exhibit degenerate or singular behaviors while approaching the singular ends.…

We first study probabilistic dynamical systems from logical perspective. To this purpose, we introduce the finitary dynamic probability logic} ($\mathsf{DPL}$), as well as its infinitary extension $\mathsf{DPL}_{\omega_1}\!$. Both these…

We propose a correspondence between loop operators in a family of four dimensional N=2 gauge theories on S^4 -- including Wilson, 't Hooft and dyonic operators -- and Liouville theory loop operators on a Riemann surface. This extends the…

Let $X$, $Y$, and $Z$ be Banach spaces, and let $\alpha$ be a tensor norm. Let a bounded linear operator $S\in\mathcal{L}(Z,\mathcal{L}(X,Y))$ be given. We obtain (necessary and/or sufficient) conditions for the existence of an operator…

We provide a sufficient condition for a linear differential operator with constant coefficients $P(D)$ to be surjective on $C^\infty(X)$ and $\mathscr{D}'(X)$, respectively, where $X\subseteq\mathbb{R}^d$ is open. Moreover, for certain…

Let $\mu$ = ($\mu$t)t$\in$R be any 1-parameter family of probability measures on R. Its quantile process (Gt)t$\in$R : ]0, 1[ $\rightarrow$ RR, given by Gt($\alpha$) = inf{x $\in$ R : $\mu$t(]--$\infty$, x]) > $\alpha$}, is not Markov in…

In this paper we consider a random potential derived from the Brownian motion. We obtain upper and lower bounds for the expected value of the main eigenvalue of the associated Ruelle operator and for its quenched topological pressure. We…

We consider iterated function systems (finite or countable), together with linear and continuous operators on Hilbert spaces, which enable us to construct Markov-type operators. Under suitable conditions, these Markov-type operators have…

Let ${\mathfrak A}$ be a $C^*$-algebra, $T$ be a locally compact Hausdorff space equipped with a probability measure $P$ and let $(A_t)_{t\in T}$ be a continuous field of operators in ${\mathfrak A}$ such that the function $t \mapsto A_t$…

We consider the problem of estimating the transition rate matrix of a continuous-time Markov chain from a finite-duration realisation of this process. We approach this problem in an imprecise probabilistic framework, using a set of prior…

The subject of this work are random Schroedinger operators on regular rooted tree graphs $\T$ with stochastically homogeneous disorder. The operators are of the form $H_\lambda(\omega) = T + U + \lambda V(\omega)$ acting in $\ell^2(\T)$,…

Consider a stochastic process $\{X(t)\}$ on a finite state space $ {\sf X}=\{1,\dots, d\}$. It is conditionally Markov, given a real-valued `input process' $\{\zeta(t)\}$. This is assumed to be small, which is modeled through the scaling,…

The Law of the Iterated Logarithm for some Markov operators, which converge exponentially to the invariant measure, is established. The operators correspond to iterated function systems which, for example, may be used to generalize the cell…

We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process…

We introduce $(\varepsilon, \delta)$-bisimulation, a novel type of approximate probabilistic bisimulation for continuous-time Markov chains. In contrast to related notions, $(\varepsilon, \delta)$-bisimulation allows the use of different…

One of the most remarkable features of known nonstationary solutions to the incompressible Euler equations is the phenomenon known as the Taylor hypothesis, which predicts that coarse scale averages of the velocity carry the fine scale…

We establish a criterion for the Liouville property for Schr\"odinger operators via the conservativeness of time changed processes. Using this criterion, we obtain necessary and sufficient conditions for the Liouville property for some…

Starting from a Markov chain with a finite alphabet, we consider the chain obtained when all but one symbol are undistinguishable for the practitioner. We study necessary and sufficient conditions for this chain to have continuous…

Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…