Related papers: On subhamonicity for symmetric Markov processes
In this paper we give general criteria on tightness and weak convergence of discrete Markov chains to symmetric jump processes on metric measure spaces under mild conditions. As an application, we investigate discrete approximation for a…
We study a 2-parametric family of probability measures on an infinite-dimensional simplex (the Thoma simplex). These measures originate in harmonic analysis on the infinite symmetric group (S.Kerov, G.Olshanski and A.Vershik, Comptes Rendus…
In this paper we develop the Perron method for solving the Dirichlet problem for the analog of the p-Laplacian, i.e. for p-harmonic functions, with Mazurkiewicz boundary values. The setting considered here is that of metric spaces, where…
Markov chain approximations of symmetric jump processes are investigated. Tightness results and a central limit theorem are established. Moreover, given the generator of a symmetric jump process with state space $\mathbbm{R}^d$ the…
We consider a countably generated and uniformly closed algebra of bounded functions. We assume that there is a lower semicontinuous, with respect to the supremum norm, quadratic form and that normal contractions operate in a certain sense.…
We investigate an extended version of Hilbert space of analytic functions called Hilbert space of complex-valued harmonic functions. It is found that functions in Hilbert space of complex-valued harmonic functions exhibit many properties…
The Perron method for solving the Dirichlet problem for $p$-harmonic functions is extended to unbounded open sets in the setting of a complete metric space with a doubling measure supporting a $p$-Poincar\'e inequality, $1<p<\infty$. The…
The main purpose of this paper is to develop some methods to investigate equivalent norms and Hardy-Littlewood type Theorems on Lipschitz type spaces of analytic functions and complex-valued harmonic functions. Initially, some…
We introduce a new distance, a Lipschitz-Prokhorov distance $d_{LP}$, on the set $\mathcal {PM}$ of isomorphism classes of pairs $(X, P)$ where $X$ is a compact metric space and $P$ is the law of a continuous stochastic process on $X$. We…
The Macdonald symmetric functions are used to define measures on the set of all partitions of all integers. Probabilistic algorithms are given for growing partitions according to these measures. The case of Hall-Littlewood polynomials is…
We give a local characterization of the class of functions having positive distributional derivative with respect to $\bar{z}$ that are almost everywhere equal to one of finitely many analytic functions and satisfy some mild non-degeneracy…
We develop a pseudo-metric analogue of bisimulation for generalized semi-Markov processes. The kernel of this pseudo-metric corresponds to bisimulation; thus we have extended bisimulation for continuous-time probabilistic processes to a…
We develop an idempotent version of probabilistic potential theory. The goal is to describe the set of max-plus harmonic functions, which give the stationary solutions of deterministic optimal control problems with additive reward. The…
In this article, we prove an extension of the mean value theorem and a comparison theorem for subharmonic functions. These theorems are used to answer the question whether we can conclude that two subharmonic functions which agree almost…
In this article, we investigate sequences of discontinuous martingales on submanifolds of higher-dimensional Euclidean space. Those sequences naturally arise when we deal with a sequence of harmonic maps with respect to non-local Dirichlet…
Under continuity and recurrence assumptions, we prove that the iteration of successive partial symmetrizations that form a time-homogeneous Markov process, converges to a symmetrization. We cover several settings, including the…
We study the problem of approximating plurisubharmonic functions on a bounded domain $\Omega$ by continuous plurisubharmonic functions defined on neighborhoods of $\bar\Omega$. It turns out that this problem can be linked to the problem of…
We consider a class of jump processes in euclidean space which are associated to a certain non-local symmetric Dirichlet form. We prove a lower bound on the occupation times of sets, and that a support theorem holds for these processes.
We present metrics for measuring state similarity in Markov decision processes (MDPs) with infinitely many states, including MDPs with continuous state spaces. Such metrics provide a stable quantitative analogue of the notion of…
We consider a locally uniformly strictly elliptic second order partial differential operator in $\mathbb{R}^d$, $d\ge 2$, with low regularity assumptions on its coefficients, as well as an associated Hunt process and semigroup. The Hunt…