Related papers: Approximation of symmetrizations by Markov process…

The goal of the paper is to describe the large time behaviour of a Markov process associated with a symmetric diffusion in a high-contrast random environment and to characterize the limit semigroup and the limit process under the diffusive…

We study time-inhomogeneous Markov chains to obtain quantitative results on their asymptotic behavior. We use Poincar\'e, Nash, and logarithmic-Sobolev inequalities. We assume that our Markov chain admits a finite invariant measure at each…

Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…

In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations for a class of time-homogeneous Markov processes, by…

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,…

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…

This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE's, physics or biology. The involved mathematical tools as…

We establish a new symmetrization procedure for the isoperimetric problem in symmetric spaces of noncompact type. This symmetrization generalizes the well known Steiner symmetrization in euclidean space. In contrast to the classical…

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

In this short note we study homogenization of symmetric $d$-dimensional L\'evy processes. Homogenization of one-dimensional pure jump Markov processes has been investigated by Tanaka \emph{et al.} in 1992; their motivation was the work by…

We introduce and study a family of Markov processes on partitions. The processes preserve the so-called z-measures on partitions previously studied in connection with harmonic analysis on the infinite symmetric group. We show that the…

There are sequences of directions such that, given any compact set K in R^n, the sequence of iterated Steiner symmetrals of K in these directions converges to a ball. However examples show that Steiner symmetrization along a sequence of…

For each $n$ let $Y^n_t$ be a continuous time symmetric Markov chain with state space $n^{-1} \Z^d$. A condition in terms of the conductances is given for the convergence of the $Y^n_t$ to a symmetric Markov process $Y_t$ on $\R^d$. We have…

The paper has two main goals. The first is to take a new approach to rearrangements on certain classes of measurable real-valued functions on $\mathbb{R}^n$. Rearrangements are maps that are monotonic (up to sets of measure zero) and…

In this work we study permutation synchronisation for the challenging case of partial permutations, which plays an important role for the problem of matching multiple objects (e.g. images or shapes). The term synchronisation refers to the…

The symmetric birth and death process in the integers $\{1, \ldots, N \}$ with linear rates is studied. The process moves slowly and spends more time in the neighborhood of the state 1. It represents our attempt at explaining the asymmetry…

We prove generalizations of the first and second Ray-Knight theorems, for a large class of non-symmetric strong Markov processes. These results link the local times of the Markov process with the squares of associated Gaussian processes.…

The paper deals with homogenization problem for a non-local linear operator with a kernel of convolution type in a medium with a periodic structure. We consider the natural diffusive scaling of this operator and study the limit behaviour of…

We consider Markov processes with generator of the form $\gamma \mathcal{L}_{1} + \mathcal{L}_{0}$, in which $\mathcal{L}_{1}$ generates a so-called dominant process that converges at large times towards a random point in a fixed subset…

The aim of this article is to prove that diffusion processes in $\mathbb{R}^d$ with a drift can be approximated by suitable Markov chains on $n^{-1}\mathbb{Z}^d$. Moreover, we investigate sufficient conditions on the conductances which…