Related papers: L^p estimates for Feynman-Kac propagators with tim…
We propose a new Bayesian Markov switching regression model for multidimensional arrays (tensors) of binary time series. We assume a zero-inflated logit regression with time-varying parameters and apply it to multilayer temporal networks.…
In this paper, the connections among $1$-loop Feynman integrands of a large variety of theories with massless external states are further investigated. The work includes two parts. First, we construct a new class of differential operators…
New relations between ergodic rate, L_p convergence rates, and asymptotic behavior of tail probabilities for hitting times of a time homogeneous Markov process are established. For L_p convergence rates and related spectral and functional…
It is known that the transition probabilities of a solution to a classical It\^o stochastic differential equation (SDE) satisfy in the weak sense the associated Kolmogorov equation. The Kolmogorov equation is a partial differential equation…
In this paper we provide an optimal estimate for the operator norm of time-frequency localization operators with Gaussian window $L_{F,\varphi} : L^2(\mathbb{R}^d) \rightarrow L^2(\mathbb{R}^d)$, under the assumption that $F \in…
We consider a time-average estimator $f_{k}$ of a functional of a Markov chain. Under a coupling assumption, we show that the expectation of $f_{k}$ has a limit $\mu$ as the number of time-steps goes to infinity. We describe a modification…
Dispersive and Strichartz estimates for solutions to general strictly hyperbolic partial differential equations with constant coefficients are considered. The global time decay estimates of $L^p-L^q$ norms of propagators are obtained, and…
In this article, we obtain hessian estimates for Kolmogorov-Fokker-Planck operators in non-divergence form in several Banach function spaces. Our approach relies on a representation formula and newly developed sparse domination techniques…
A time inhomogeneous generalized Mehler semigroup on a real separable Hilbert space ${\mathds{H}}$ is defined through $$ p_{s,t}f(x)=\int_{\mathds{H}} f(U(t,s)x+y)\,\mu_{t,s}(dy), \quad t\geq s, \ x\in{\mathds{H}} $$ for every bounded…
Continuous time Feynman-Kac measures on path spaces are central in applied probability, partial differential equation theory, as well as in quantum physics. This article presents a new duality formula between normalized Feynman-Kac…
Inferring the infinitesimal rates of continuous-time Markov chains (CTMCs) is a central challenge in many scientific domains. This task is hindered by three factors: quadratic growth in the number of rates as the CTMC state space expands,…
An unscented Kalman filter for matrix Lie groups is proposed where the time propagation of the state is formulated on the Lie algebra. This is done with the kinematic differential equation of the logarithm, where the inverse of the right…
We investigate the metastable behavior of reversible Markov chains on possibly countable infinite state spaces. Based on a new definition of metastable Markov processes, we compute precisely the mean transition time between metastable sets.…
In this paper, we establish $L_p$ estimates and solvability for time fractional divergence form parabolic equations in the whole space when leading coefficients are merely measurable in one spatial variable and locally have small mean…
We study Markov chains generated by iterated Lipschitz functions systems with possibly place dependent probabilities. Under general conditions, we prove uniqueness of the invariant probability measure for the associated Markov chain, by…
Cavity optomechanics and electromechanics form an established field of research investigating the interactions between electromagnetic fields and the motion of quantum mechanical resonators. In many applications, linearised form of the…
Recently, a new algorithm for the computation of covariant Lyapunov vectors and of corresponding local Lyapunov exponents has become available. Here we study the properties of these still unfamiliar quantities for a number of simple models,…
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the…
We present a new method for simulating Markovian jump processes with time-dependent transitions rates, which avoids the transformation of random numbers by inverting time integrals over the rates. It relies on constructing a sequence of…
Dynamics of a randomly-perturbed quantum system with 3/2-degrees of freedom is considered. We introduce a transfer operator being the quantum analogue of the specific Poincar\'e map. This map was proposed in (Makarov, Uleysky, J. Phys. A:…