Related papers: A consistent Markov partition process generated fr…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
Finding the correct encoding for a generic dynamical system's trajectory is a complicated task: the symbolic sequence needs to preserve the invariant properties from the system's trajectory. In theory, the solution to this problem is found…
For general penalized Markov processes with soft killing, we propose a simple criterion ensuring uniform convergence of conditional distributions in Wasserstein distance to a unique quasi-stationary distribution. We give several examples of…
Consider a compact metric space $S$ and a pair $(j,k)$ with $k \ge 2$ and $1 \le j \le k$. For any probability distribution $\theta \in P(S)$, define a Markov chain on $S$ by: from state $s$, take $k$ i.i.d. ($\theta$) samples, and jump to…
We develop a recently introduced representation of quantum dynamics based on sampling negative Markov chain processes. By introducing particles and antiparticles, this formalism maps generic quantum dynamics onto a Markov process defined…
We investigate the long-time behavior of solutions to a stochastically forced one-dimensional Navier-Stokes system, describing the motion of a compressible viscous fluid, in the case of linear pressure law. We prove existence of an…
We consider a piecewise-deterministic Markov process governed by a jump intensity function, a rate function that determines the behaviour between jumps, and a stochastic kernel describing the conditional distribution of jump sizes. We study…
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…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
We introduce a new family of probability distributions on the set of pure states of a finite dimensional quantum system. Without any a priori assumptions, the most natural measure on the set of pure state is the uniform (or Haar) measure.…
We provide a detailed description of the structure of the transition probabilities and of the hitting distributions of boundary components of a manifold with corners for a degenerate strong Markov process arising in population genetics. The…
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…
An analogue of the classical Mecke formula for Poisson point processes is proved for the class of space-time STIT tessellation processes. From this key identity the Markov property of a class of associated random processes is derived. This…
Let W be the number of points in (0,t] of a stationary finite-state Markov renewal point process. We derive a bound for the total variation distance between the distribution of W and a compound Poisson distribution. For any nonnegative…
We consider the piecewise-deterministic Markov process obtained by randomly switching between the flows generated by a finite set of smooth vector fields on a compact set. We obtain H\"ormander-type conditions on the vector fields…
Kingman (1978)'s representation theorem states that any exchangeable partition of $\mathbb{N}$ can be represented as a paintbox based on a random mass-partition. Similarly, any exchangeable composition (i.e. ordered partition of…
We prove one-to-one correspondences between certain decreasing Loewner chains in the upper half-plane, a special class of real-valued Markov processes, and quantum stochastic processes with monotonically independent additive increments.…
We discuss necessary conditions for the existence of probability distribution on particle configurations in $d$-dimensions i.e. a point process, compatible with a specified density $\rho$ and radial distribution function $g({\bf r})$. In…
We present a class of Gauss-Markov processes which can be represented as space-time scaled stationary Ornstein-Uhlenbeck processes defined on the real line. We give several explicit examples of the representation for certain Gauss bridge…
We study general properties for the family of stochastic processes with polynomial regression property, that is that every conditional moment of the process is a polynomial. It turns out that then there exists a family of polynomial…