Related papers: Bridges of Markov counting processes. Reciprocal c…

This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two different Markov chains it is useful to couple them is such a way…

We study the analogue of Poisson ensembles of Markov loops ('loop soups') in the setting of one-dimensional diffusions. We give a detailed description of the corresponding intensity measure. The properties of this measure on loops lead us…

In recent work, the authors derived a tropical interpretation of monotone and strictly monotone double Hurwitz numbers. In this paper, we apply the technique of tropical flows to this interpretation in order to provide a new proof of the…

The dynamics in games involving multiple players, who adaptively learn from their past experience, is not yet well understood. We analyzed a class of stochastic games with Markov strategies in which players choose their actions…

In a previous work, the first and third authors studied a random knot model for all two-bridge knots using billiard table diagrams. Here we present a closed formula for the distribution of the crossing numbers of such random knots. We also…

We construct a family of self-similar Markov martingales with given marginal distributions. This construction uses the self-similarity and Markov property of a reference process to produce a family of Markov processes that possess the same…

We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…

In this dissertation, we explore the structure of inversion graphs of permutations--a class of graphs that naturally arises by representing each permutation as a graph, where vertices correspond to entries and edges encode inversions.…

We study the equivariant concordance classes of two-bridge knots, providing an easy formula to compute their butterfly polynomial, and we give two different proofs that no two-bridge knot is equivariantly slice. Finally, we introduce a new…

Matrices over the dual numbers are considered. We propose an approach to classify these matrices up to similarity. Some preliminary results on the realization of this approach are obtained. In particular, we produce explicitly canonical…

The Law of the Iterated Logarithm for some Markov operators, which converge exponentially to the invariant measure, is established. The operators correspond to iterated function systems which, for example, may be used to generalize the cell…

This paper introduces the counterpart of strong bisimilarity for labelled transition systems extended with time-out transitions. It supports this concept through a modal characterisation, congruence results for a standard process algebra…

Questions are posed regarding the influence that the column sums of the transition probabilities of a stochastic matrix (with row sums all one) have on the stationary distribution, the mean first passage times and the Kemeny constant of the…

The embedding problem of Markov transition matrices into continuous-time Markov semigroups is a classic problem that regained a lot of impetus and activities in recent years. We consider it here for the following generalisation of the…

It is known that finite crossed modules provide premodular tensor categories. These categories are in fact modularizable. We construct the modularization and show that it is equivalent to the module category of a finite Drinfeld double.

First we give a construction of bridges derived from a general Markov process using only its transition densities. We give sufficient conditions for their existence and uniqueness (in law). Then we prove that the law of the radial part of…

We develop a general theory for Markov chains whose transition probabilities are the coefficients of descent operators on combinatorial Hopf algebras. These model the breaking-then-recombining of combinational objects. Examples include the…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…

We study the positivity and causality axioms for Markov categories as properties of dilations and information flow in Markov categories, and in variations thereof for arbitrary semicartesian monoidal categories. These help us show that…