Related papers: A decomposition of Markov processes via group acti…
Let $X$ be a finite set and let $G$ be a finite group acting on $X$. The group action splits $X$ into disjoint orbits. The Burnside process is a Markov chain on $X$ which has a uniform stationary distribution when the chain is lumped to…
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…
The description of invariants of surfaces with respect to the motion groups is reduced to the description of invariants of parameterized surfaces with respect to the motion groups. Existence of a commuting system of invariant partial…
In the L\'evy construction of Brownian motion, a Haar-derived basis of functions is used to form a finite-dimensional process $W^{N}$ and to define the Wiener process as the almost sure path-wise limit of $W^{N}$ when $N$ tends to infinity.…
We extend the concept of a partial group action to non-associative algebras in a variety \(\mathcal{V}(I)\), solve the globalization problem within \(\mathcal{V}(I)\) and examine its universal property. It is achieved using what we call the…
We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on quantized noncommutative Riemannian manifolds and show how a…
Semi-Markov processes generalize Markov processes by adding temporal memory effects as expressed by a semi-Markov kernel. We recall the path weight for a semi-Markov trajectory and the fact that thermodynamic consistency in equilibrium…
We develop a method of driving a Markov processes through a continuous flow. In particular, at the level of the transition functions we investigate an approach of adding a first order operator to the generator of a Markov process, when the…
In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…
Starting from square-integrable wave functions on a Lie group, we build an invertible Fourier transform mapping them on wave functions on the dual of the Lie algebra. This is a group-theoretic version of the map from position space to…
In this survey, we discuss a series of linearization problems--for Poisson structures, Lie algebroids, and Lie groupoids. The last problem involves a conjecture on the structure of proper groupoids. Attempting to prove this by the method of…
The Lie algebra of the Poincar\'e-Maxwell group is derived in a manner that provides the interpretation of the equations of motion. It is clarified that the dynamics obtained from the orbit method is exactly equivalent to the classical…
In this paper we deal with the generalized Gamma processes and their compositions. For the compositions of two or more than two generalized Gamma processes we give, when possible, the explicit law whereas, in the other cases the…
We provide a unifying approach which links results on algebraic actions by Lind and Schmidt, Chung and Li, and a topological result by Meyerovitch that relates entropy to the set of asymptotic pairs. In order to do this we introduce a…
We unify Brownian motion and quantum mechanics in a single mathematical framework. In particular, we show that non-relativistic quantum mechanics of a single spinless particle on a flat space can be described by a Wiener process that is…
The Skorokhod reflection of a continuous semimartingale is unfolded, in a possibly skewed manner, into another continuous semimartingale on an enlarged probability space according to the excursion-theoretic methodology of Prokaj (2009).…
We present a short introduction into the framework of piecewise deterministic Markov processes. We illustrate the abstract mathematical setting with a series of examples related to dispersal of biological systems, cell cycle models, gene…
We describe a systematic approach to construct coarse-grained Markov state models from molecular dynamics data of systems driven into a non-equilibrium steady state. We apply this method to study the globule-stretch transition of a single…
In this work, we present straightforward and concrete computations of the unitary irreducible representations of the Euclidean motion group $M(2)$ employing the methods of deformation quantization. Deformation quantization is a quantization…
We investigate a class of actions of real Lie groups on complex spaces. Using moment map techniques we establish the existence of a quotient and a version of Luna's slice theorem as well as a version of the Hilbert-Mumford criterion. A…