Related papers: Elementary results on K processes with weights

Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932. In the literature, a significant amount of attention has been focused on developing dynamical models for reciprocal processes. In this…

We consider a type of Markov property for set-indexed processes which is satisfied by all processes with independent increments and which allows us to introduce a transition system theory leading to the construction of the process. A…

Let $K$ be a number field and let $G$ be a finitely generated subgroup of $K^\times$. For all but finitely many primes $\mathfrak p$ of $K$, the reduction $(G \bmod \mathfrak p)$ generates a well-defined subgroup of the multiplicative group…

This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…

Let $K$ be an algebraic number field. We construct an additive Markov process $X_t^{K_\mathbb A}$ on the ring of adeles $K_\mathbb A,$ whose coordinates $X_t^{(v)}$ are independent and use this process to give a probabilistic interpretation…

Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…

We study a class of quantum Markov processes that, on the one hand, is inspired by the micromaser experiment in quantum optics and, on the other hand, by classical birth and death processes. We prove some general geometric properties and…

We describe some basic results for Quantum Stochastic Processes and present some new results about a certain class of processes which are associated to Quantum Iterated Function Systems (QIFS). We discuss questions related to the Markov…

We find the class, ${\cal{C}}_k, k \ge 0$, of all zero mean stationary Gaussian processes, $Y(t), ~t \in \reals$ with $k$ derivatives, for which \begin{equation} Z(t) \equiv (Y^{(0)}(t), Y^{(1)}(t), \ldots, Y^{(k)}(t) ), ~ t \ge 0…

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…

This survey article gives an elementary introduction to the algebraic approach to Markov process duality, as opposed to the pathwise approach. In the algebraic approach, a Markov generator is written as the sum of products of simpler…

We will consider a convex unbounded set and certain group of actions $G$ on this set. This will substitute the translation (by adding) structure usually consider in the classical setting of prevalence. In this way we will be able to define…

We argue that the complex numbers are an irreducible object of quantum probability. This can be seen in the measurements of geometric phases that have no classical probabilistic analogue. Having complex phases as primitive ingredient…

We introduce quantum weighted entropy in analogy to an earlier notion of (classical) weighted entropy and derive many of its properties. These include the subadditivity, concavity and strong subadditivity property of quantum weighted…

We give a generalization of the ergodic theorem for semi-Markov linear-type processes. This generalization is proved for the case when a common support of distributions defining this process is not arithmetic. Also we give an uniform…

In this paper, we use the Markov property introduced in Balan and Ivanoff (J. Theor. Probab. 15, 2002, 553-588) for set-indexed processes and we prove that a Markov prior distribution leads to a Markov posterior distribution. In particular,…

We study K-processes, which are Markov processes in a denumerable state space, all of whose elements are stable, with the exception of a single state, starting from which the process enters finite sets of stable states with uniform…

We derive some key extremal features for $k$th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The chains are studied given that there is an exceedance of a…

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

The notion of a randomization of a first order structure was introduced by Keisler in the paper Randomizing a Model, Advances in Math. 1999. The idea was to form a new structure whose elements are random elements of the original first order…