Related papers: A note on Wiener-Hopf factorization for Markov Add…
We show that representations of the Thompson group $F$ in the automorphisms of a noncommutative probability space yield a large class of bilateral stationary noncommutative Markov processes. As a partial converse, bilateral stationary…
We introduce multi-kangaroo Markov processes and provide a general procedure for evaluating a certain type of stochastic functionals. We calculate analytically the large deviation properties. Applications include zero-crossing statistics…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
We develop the approach of Faddeev, Reshetikhin, Takhtajan [1] and of Majid [2] that enables one to associate a quasitriangular Hopf algebra to every regular invertible constant solution of the quantum Yang-Baxter equations. We show that…
In [2] a new factorization for infinite Hessenberg banded matrices was introduced. In this note we prove that this kind of factorization can also be used for finite matrices. In addition, a new method for solving banded linear systems is…
Let $(G_n)_{n\geqslant 0}$ be a linear recurrence sequence defining a numeration system and satisfying mild structural hypotheses. For real-valued G-additive functions (additive in the greedy G-digits), we establish an…
In this paper, we establish a version of the central limit theorem for Markov-Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the…
The Aldous-Hoover Theorem concerns an infinite matrix of random variables whose distribution is invariant under finite permutations of rows and columns. It states that, up to equality in distribution, each random variable in the matrix can…
In this paper, we are concerned with centered Markov Additive Processes $\{(X_t,Y_t)\}_{t\in\T}$ where the driving Markov process $\{X_t\}_{t\in\T}$ has a finite state space. Under suitable conditions, we provide a local limit theorem for…
We find a generalization of the restricted PBW basis for pointed Hopf algebras over abelian groups constructed by Kharchenko. We obtain a factorization of the Hilbert series for a wide class of graded Hopf algebras. These factors are…
Markov categories are the central framework for categorical probability theory. Many important concepts from probability theory can be formalized in terms of Markov categories. In particular, conditional probability distributions and Bayes'…
We introduce Hopf categories enriched over braided monoidal categories. The notion is linked to several recently developed notions in Hopf algebra theory, such as Hopf group (co)algebras, weak Hopf algebras and duoidal categories. We…
We establish a new integral equation for the probability density of the exponential functional of a L\'evy process and provide a three-term (Wiener-Hopf type) factorisation of its law. We explain how these results complement the techniques…
This paper provides a general and abstract approach to approximate ergodic regimes of Markov and Feller processes. More precisely, we show that the recursive algorithm presented in Lamberton & Pages (2002) and based on simulation algorithms…
We develop a general theory for Markov chains whose transition probabilities are the coefficients of descent operators on combinatorial Hopf algebras. These model the breaking-then-recombining of combinational objects. Examples include the…
We obtain the double factorization of braided bialgebras or braided Hopf algebras, give relation among integrals and semisimplicity of braided Hopf algebra and its factors.
An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a broader category of random systems. The corresponding…
We study discretizations of polynomial processes using finite state Markov processes satisfying suitable moment matching conditions. The states of these Markov processes together with their transition probabilities can be interpreted as…
Matryoshka dolls, the traditional Russian nesting figurines, are known world-wide for each doll's encapsulation of a sequence of smaller dolls. In this paper, we identify a large class of Markov process whose moments are easy to compute by…
The embedding problem of Markov transition matrices into continuous-time Markov semigroups is a classic problem that regained a lot of impetus and activities in recent years. We consider it here for the following generalisation of the…