Related papers: Loop measures without transition probabilities

We construct loop soups for general Markov processes without transition densities and show that the associated permanental process is equal in distribution to the loop soup local time. This is used to establish isomorphism theorems…

We show that a probability measure is not a nontrivial free additive convolution if it puts no mass in an interval whose endpoints are atoms. The analogous results for free multiplicative convolutions are proved as well. The proofs use…

Identifying non-Markovianity with non-divisibility, we propose a measure for non-Markovinity of quantum process. Three examples are presented to illustrate the non-Markovianity, measure for non-Markovianity is calculated and discussed.…

It is well-known that a quantum measurement can enhance the transition probability between two quantum states. Such a measurement operates after preparation of the initial state and before postselecting for the final state. Here we analyze…

We consider the problem of stochastic flow of multiple particles traveling on a closed loop, with a constraint that particles move without passing. We use a Markov chain description that reduces the problem to a generalized random walk on a…

We construct an invariant measure for a piecewise analytic interval map whose Lyapunov exponent is not defined. Moreover, for a set of full measure, the pointwise Lyapunov exponent is not defined. This map has a Lorenz-like singularity and…

Estimating the transition dynamics of controlled Markov chains is crucial in fields such as time series analysis, reinforcement learning, and system exploration. Traditional non-parametric density estimation methods often assume independent…

We present two data-driven procedures to estimate the transition density of an homogeneous Markov chain. The first yields to a piecewise constant estimator on a suitable random partition. By using an Hellinger-type loss, we establish…

We extend the theory of transience to general dynamical systems with no Markov structure assumed. This is linked to the theory of phase transitions. We also provide examples of new kinds of transient behaviour.

We introduce a measure of non-Markovianity based on the minimal amount of extra Markovian noise we have to add to the process via incoherent mixing, in order to make the resulting transformation Markovian too at all times. We show how to…

Non-Gaussian concentration estimates are obtained for invariant probability measures of reversible Markov processes. We show that the functional inequalities approach combined with a suitable Lyapunov condition allows us to circumvent the…

We construct ergodic probability measures with infinite metric entropy for typical continuous maps and homeomorphisms on compact manifolds. We also construct sequences of such measures that converge to a zero-entropy measure.

We construct the non-linear Markov process connected with biological model of bacterial genome recombination. The description of invariant measures of this process gives us the solution of one problem in elementary probability theory.

We consider Hidden Markov Chains obtained by passing a Markov Chain with rare transitions through a noisy memoryless channel. We obtain asymptotic estimates for the entropy of the resulting Hidden Markov Chain as the transition rate is…

In this work, we investigate a novel setting of Markovian loop measures and introduce a new class of loop measures called Bosonic loop measures. Namely, we consider loop soups with varying intensity $ \mu\le 0 $ (chemical potential in…

We describe a new construction of a family of measures on a group with the same Poisson boundary. Our approach is based on applying Markov stopping times to an extension of the original random walk.

The aim of this note is to construct a probability measure on the space of trajectories in a continuous time Markov chain having a finite state diagram, or more generally which admits a global bound on its degree and rates. Our approach is…

We construct a non-decreasing pure jump Markov process, whose jump measure heavily depends on the values taken by the process. We determine the singularity spectrum of this process, which turns out to be random and to depend locally on the…

It is well known that the space of invariant probability measures for transitive sub-shifts of finite type is a Poulsen simplex. In this article we prove that in the non-compact setting, for a large family of transitive countable Markov…

It is well-established that quantum probability does not follow classical Kolmogorov probability calculus. Various approaches have been developed to loosen the axioms, of which the use of signed measures is the most successful (e.g. the…