Related papers: A coupling approach to Doob's theorem
Studying the subexponential convergence towards equilibrium of a strong Markov process, we exhibit an intermediate Lyapunov condition equivalent to the control of some moment of a hitting time. This provides a link, similar (although more…
The Aldous-Hoover Theorem concerns an infinite matrix of random variables whose distribution is invariant under finite permutations of rows and columns. It states that, up to equality in distribution, each random variable in the matrix can…
We prove that moderate deviations for empirical measures for countable nonhomogeneous Markov chains hold under the assumption of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chains in Ces\`aro…
We show by example that there is a Cayley graph, having two invariant random subgraphs X and Y, such that there exists a monotone coupling between them in the sense that $X\subset Y$, although no such coupling can be invariant. Here,…
We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…
Squaring and adding $\pm 1$ mod p generates a curiously intractable random walk. A similar process over the finite field $\mathbf{F}_q$ (with $q=2^d$) leads to novel connections between elementary Galois theory and probability.
We are concerned with the absolute continuity of stationary distributions corresponding to some piecewise deterministic Markov process, being typically encountered in biological models. The process under investigation involves a…
We show that the quantum-mechanical probability distribution involving complex probability amplitudes can be derived from three natural conditions imposed on a relativistically invariant probability function describing the motion of a…
A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…
We raise a question on whether a dynamical system driven by Markov process is Markovian, for which we are able to propose a criterion and examples of positive case. This investigation leads us to develop (i) a general construction of…
The quantitative long time behavior of absorbing, finite, irreducible Markov processes is considered. Via Doob transforms, it is shown that only the knowledge of the ratio of the values of the underlying first Dirichlet eigenvector is…
The study of time-inhomogeneous Markov jump processes is a traditional topic within probability theory that has recently attracted substantial attention in various applications. However, their flexibility also incurs a substantial…
We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…
In this paper, we consider a class of inhomogeneous semi-Markov processes directly based on intensity processes for marked point processes. We show that this class satisfies the semi-Markov properties defined elsewhere in the literature. We…
Let $\mu$ = ($\mu$t)t$\in$R be any 1-parameter family of probability measures on R. Its quantile process (Gt)t$\in$R : ]0, 1[ $\rightarrow$ RR, given by Gt($\alpha$) = inf{x $\in$ R : $\mu$t(]--$\infty$, x]) > $\alpha$}, is not Markov in…
We prove a version of a general transfer theorem for random sequences with independent random indexes in the double array limit setting under relaxed conditions. We also prove its partial inverse providing the necessary and sufficient…
We study a random dynamical system such that one transformation is randomly selected from a family of transformations and then applied on each iteration. For such random dynamical systems, we consider estimates of absolutely continuous…
Despite its prevalence, probabilistic bisimilarity suffers from a lack of robustness under minuscule perturbations of the transition probabilities. This can lead to discontinuities in the probabilistic bisimilarity distance function,…
We study cyclically monotone transport plans between measures in $\mathrm{M}_0(\mathbb{R}^d)$, the class of Borel measures on $\mathbb{R}^d \setminus \{0\}$ that are finite on sets bounded away from the origin but may have infinite total…
Consider a filtering process associated to a hidden Markov model with densities for which both the state space and the observation space are complete, separable, metric spaces. If the underlying, hidden Markov chain is strongly ergodic and…