Related papers: Duality theory for Markov processes: Part 1
We give an elementary construction of a time-invertible Markov process which is discrete except at one instance. The process is one of the quadratic harnesses studied in our previous papers and can be regarded as a random joint of two…
We prove that the idempotent Markov operator generated by contractive max plus normalized iterated function system (IFS) is also a contractive map w.r.t. natural metrics on the space of idempotent measures. This gives alternative proofs of…
In this paper, we prove a new generalized Mikhlin multiplier theorem whose conditions are given with respect to fractional derivatives in integral forms with two different integration intervals. We also discuss the connection between…
Structures of commuting semigroups of isometries under certain additional assumptions like double commutativity or dual double commutativity are found.
Bloom-Gilman duality relates parton distributions to nucleon form factors and thus constrains the dynamics of exclusive processes. The quark electric charge dependence implies that exclusive scattering is incoherent on the quarks even at…
We obtain results on mixing for a large class of (not necessarily Markov) infinite measure semiflows and flows. Erickson proved, amongst other things, a strong renewal theorem in the corresponding i.i.d. setting. Using operator renewal…
In an earlier paper we introduced a notion of Markov automaton, together with parallel operations which permit the compositional description of Markov processes. We illustrated by showing how to describe a system of n dining philosophers,…
New proofs are given of the existence of the compensator (or dual predictable projection) of a locally integrable c\'adl\'ag adapted process of finite variation and of the existence of the quadratic variation process for a c\'adl\'ag local…
Commutative semirings with divisible additive semigroup are studied. We show that an additively divisible commutative semiring is idempotent, provided that it is finitely generated and torsion. In case that a one-generated additively…
An error in the proof of Lemma 2 (ii) in [I. Werner, Math. Proc. Camb. Phil. Soc. 140(2) 333-347 (2006)], which claims the absolute continuity of dynamically defined measures (DDM), is identified. This undermines the assertion of the…
This article characterizes topological duals of spaces of cadlag processes. We obtain extensions of functional analytic results of Dellacherie and Meyer that underlie many fundamental results in stochastic analysis. In particular, we obtain…
These are notes for a mini-course of 3 lectures given at the St. Petersburg School in Probability and Statistical Physics (June 2012). My aim was to explain, on the example of a particular model, how ideas from the representation theory of…
This is the second of two works concerning the Sobolev calculus on metric measure spaces and its applications. In this work, we focus on several approaches to vector calculus in the non-smooth setting of complete and separable metric spaces…
Solomonoff unified Occam's razor and Epicurus' principle of multiple explanations to one elegant, formal, universal theory of inductive inference, which initiated the field of algorithmic information theory. His central result is that the…
We study the permutation complexity of finite-state stationary stochastic processes based on a duality between values and orderings between values. First, we establish a duality between the set of all words of a fixed length and the set of…
We propose several statistics to test the Markov hypothesis for $\beta$-mixing stationary processes sampled at discrete time intervals. Our tests are based on the Chapman--Kolmogorov equation. We establish the asymptotic null distributions…
Motivated by partition regularity problems of homogeneous quadratic equations, we prove multiple recurrence and convergence results for multiplicative measure preserving actions with iterates given by rational sequences involving…
This article investigates the phenomenon of maximal rigidity in spatial processes, where perfect interpolation of the process is possible from partial information, specifically, from its restriction to a strict subdomain, often resulting in…
The program of studying general nonlinear Markov processes was put forward in V. N. Kolokoltsov "Nonlinear Markov Semigroups and Interacting L\'evy Type Processes" (Journ. Stat. Physics 126:3 (2007), 585-642), and was developed by the…
This paper is on developing stochastic analysis simultaneously under a general family of probability measures that are not dominated by a single probability measure. The interest in this question originates from the probabilistic…