Related papers: Exchangeable Markov Processes on $[k]^{\zz{N}}$ wi…
This work inspects the thermally activated transfer of solute particles across the interface between two interstitial solid solution phases that equilibrate internally by fast diffusion on conserved arrays of sites. When each phase is…
We review some developments concerning Markov and Feller processes with jumps in geometric settings. These include stochastic differential equations in Markus canonical form, the Courr\`{e}ge theorem on Lie groups, and invariant Markov…
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…
It is shown that superpositions of path integrals with arbitrary Hamiltonians and different scaling parameters v ("variances") obey the Chapman-Kolmogorov relation for Markovian processes if and only if the corresponding smearing…
This paper presents some new results on the conditional joint probability distributions of phase-type under the mixture of right-continuous Markov jump processes with absorption on the same finite state space $\mathbb{S}$ moving at…
Consider a Markov chain with finite state space and suppose you wish to change time replacing the integer step index $n$ with a random counting process $N(t)$. What happens to the mixing time of the Markov chain? We present a partial reply…
We consider a finite-state, continuous-time Markov process, represented in the "linear framework" by a directed graph with labelled edges which specifies the infinitesimal generator of the process. If the graph is strongly connected, the…
Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…
We review some fractional free boundary problems that were recently considered for modeling anomalous phase-transitions. All problems are of Stefan type and involve fractional derivatives in time according to Caputo's definition. We survey…
We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes…
We prove a large deviation principle on path space for a class of discrete time Markov processes whose state space is the intersection of a regular domain $\L\subset \R^d$ with some lattice of spacing $\e$. Transitions from $x$ to $y$ are…
Markov switching models are a popular family of models that introduces time-variation in the parameters in the form of their state- or regime-specific values. Importantly, this time-variation is governed by a discrete-valued latent…
A simple Markov process is considered involving a diffusion in one direction and a transport in a transverse direction. Quantitative mixing rate estimates are obtained with limited assumptions about the transport field, which might be…
We introduce a stochastic multi-photon dynamics on reciprocal space. Assuming isotropy, we derive the diffusion limit for a tagged photon to be a nonlinear Markov process on frequency. The nonlinearity stems from the stimulated emission. In…
In this paper, we demonstrate through the use of matrix calculus a transparent analysis of fractional inhomogeneous Markov models for life insurance where transition matrices commute. The resulting formulae are intuitive matrix…
We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…
We revisit H. Foellmer's concept of quadratic variation of a cadlag function along a sequence of time partitions and discuss its relation with the Skorokhod topology. We show that in order to obtain a robust notion of pathwise quadratic…
We study Markov exclusion process for a particle system with a local interaction in the integer strip. This process models the exchange of velocities and particle-hole exchange of the liquid molecules. It is shown that the mean velocity…
We characterize the class of exchangeable Feller processes evolving on partitions with boundedly many blocks. In continuous-time, the jump measure decomposes into two parts: a $\sigma$-finite measure on stochastic matrices and a collection…
Markov processes serve as a universal model for many real-world random processes. This paper presents a data-driven approach for learning these models through the spectral decomposition of the infinitesimal generator (IG) of the Markov…