Related papers: On subhamonicity for symmetric Markov processes

This paper considers the asymptotic properties of the recursive maximum likelihood estimation in hidden Markov models. The paper is focused on the asymptotic behavior of the log-likelihood function and on the point-convergence and…

We prove the equivalence between geometric and analytic definitions of quasiconformality for a homeomorphism $f\colon X\rightarrow Y$ between arbitrary locally finite separable metric measure spaces, assuming no metric hypotheses on either…

An analysis of symmetric function theory is given from the perspective of the underlying Hopf and bi-algebraic structures. These are presented explicitly in terms of standard symmetric function operations. Particular attention is focussed…

We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…

We develop Markov categories as a framework for synthetic probability and statistics, following work of Golubtsov as well as Cho and Jacobs. This means that we treat the following concepts in purely abstract categorical terms: conditioning…

We introduce the concept of parity symmetry in restricted spatial domains -- local parity -- and explore its impact on the stationary transport properties of generic, one-dimensional aperiodic potentials of compact support. It is shown…

The purpose of this note is to extend Dynkin's isomorphim involving functionals of the occupation field of a symmetric Markov processes and of the associated Gaussian field to a suitable class of non symmetric Markov processes.

We provide a fine classification of bisimilarities between states of possibly different labelled Markov processes (LMP). We show that a bisimilarity relation proposed by Panangaden that uses direct sums coincides with "event bisimilarity"…

In this paper we prove the equivalence between some known notions of solutions to the eikonal equation and more general analogs of the Hamilton-Jacobi equations in complete and rectifiably connected metric spaces. The notions considered are…

We introduce a maximal inequality for a local empirical process under strongly mixing data. Local empirical processes are defined as the (local) averages $\frac{1}{nh}\sum_{i=1}^n \mathbf{1}\{x - h \leq X_i \leq x+h\}f(Z_i)$, where $f$…

We construct loop soups for general Markov processes without transition densities and show that the associated permanental process is equal in distribution to the loop soup local time. This is used to establish isomorphism theorems…

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

We construct harmonic functions in the quarter plane for discrete Laplace operators. In particular, the functions are conditioned to vanish on the boundary and the Laplacians admit coefficients associated with transition probabilities of…

We propose a monotone, and consistent numerical scheme for the approximation of the Dirichlet problem for the normalized Infinity Laplacian, which could be related to the family of so--called two--scale methods. We show that this method is…

We study two notions of Dirichlet problem associated with BV energy minimizers (also called functions of least gradient) in bounded domains in metric measure spaces whose measure is doubling and supports a $(1,1)$-Poincar\'e inequality.…

The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…

We prove generalizations of the first and second Ray-Knight theorems, for a large class of non-symmetric strong Markov processes. These results link the local times of the Markov process with the squares of associated Gaussian processes.…

We study a category of probability spaces and measure-preserving Markov kernels up to almost sure equality. This category contains, among its isomorphisms, mod-zero isomorphisms of probability spaces. It also gives an isomorphism between…

An analytical approximation for the eigenvalues of $\mathcal{PT}$ symmetric Hamiltonian $\mathsf{H} = -d^{2}/dx^{2} - (\mathrm{i}x)^{\epsilon+2}$, $\epsilon > -1$ is developed via simple basis sets of harmonic-oscillator wave functions with…

In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…