Related papers: Duality theory for Markov processes: Part 1
The possible functional forms of the effective conductivity sigma_{eff} of the randomly inhomogeneous two-phase system at arbitrary values of concentrations are discussed. A new functional equation, generalizing the duality relation, is…
This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process that takes values in a finite partially ordered set and…
This is a revised version of the doctoral dissertation of the same title, written under the supervision of Professor Krzysztof Stempak in 2019. For general (possibly nondoubling) metric measure spaces various properties of the associated…
We discuss various dualities, relating integrable systems and show that these dualities are explained in the framework of Hamiltonian and Poisson reductions. The dualities we study shed some light on the known integrable systems as well as…
This article is dedicated to three fundamental papers on Markov Decision Processes and on control with incomplete observations published by Albert Shiryaev approximately sixty years ago. One of these papers was coauthored with O.V. Viskov.…
The term \emph{moderate deviations} is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability to zero (governed by a large deviation principle) and…
We formulate the necessary and sufficient conditions for the existence of a pair of maximally incompatible two-outcome measurements in a finite dimensional General Probabilistic Theory. The conditions are on the geometry of the state space,…
We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…
The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching…
We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…
This paper focuses on optimizing probabilities of events of interest defined over general controlled discrete-time Markov processes. It is shown that the optimization over a wide class of $\omega$-regular properties can be reduced to the…
This work is devoted to the study of semimartingales on the dual of a general nuclear space. We start by establishing conditions for a cylindrical semimartingale in the strong dual $\Phi'$ of a nuclear space $\Phi$ to have a $\Phi'$-valued…
Cohen and Kontorovich (COLT 2023) initiated the study of what we call here the Binomial Empirical Process: the maximal absolute value of a sequence of inhomogeneous normalized and centered binomials. They almost fully analyzed the case…
We consider the moderate deviations behaviors for two (co-) volatility estima-tors: generalised bipower variation, Hayashi-Yoshida estimator. The results are obtained by using a new result about the moderate deviations principle for…
This paper develops a duality theory for connected cochain DG algebras, with particular emphasis on the non-commutative aspects. One of the main items is a dualizing DG module which induces a duality between the derived categories of DG…
Suitable duals of multimodules are introduced and used to provide transposition contravariant right semi-adjunctions (and dualitites under reflexivity). Several additional notions on multimodules are discussed: generalized morphisms and…
We give a short overview of recent results on a specific class of Markov process: the Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these processes and give some general results. On more specific cases…
In the context of Markov processes, both in discrete and continuous setting, we show a general relation between duality functions and symmetries of the generator. If the generator can be written in the form of a Hamiltonian of a quantum…
In this paper, the concept of the classical $f$-divergence for a pair of measures is extended to the mixed $f$-divergence for multiple pairs of measures. The mixed $f$-divergence provides a way to measure the difference between multiple…
We prove a duality theorem for quantum groupoid (weak Hopf algebra) actions that extends the well-known result for usual Hopf algebras.