Related papers: Approximation of symmetrizations by Markov process…
This paper is devoted to the convergence analysis of stochastic approximation algorithms of the form $\theta\_{n+1} = \theta\_n + \gamma\_{n+1} H\_{\theta\_n}(X\_{n+1})$ where $\{\theta\_nn, n \geq 0\}$ is a $R^d$-valued sequence,…
In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…
Countable state Markov shifts are a natural generalization of the well-known subshifts of finite type. They are the subject of current research both for their own sake and as models for smooth dynamical systems. In this paper, we…
In some particular cases we give criteria for morphic sequences to be almost periodic (=uniformly recurrent). Namely, we deal with fixed points of non-erasing morphisms and with automatic sequences. In both cases a polynomial-time algorithm…
We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…
In this paper we complement the program concerning the application of symmetrization methods to nonlocal PDEs by providing new estimates, in the sense of mass concentration comparison, for solutions to linear fractional elliptic and…
Let $\{(X_t)_{t\geq 0}, \mathbb{P}_{\delta_x}, x\in E\}$ be a supercritical branching Markov process (which is not necessary symmetric) on a locally compact metric measure space $(E,\mu)$ with spatially dependent local branching mechanism.…
In this paper we prove a general homogenization result for monotone parabolic problems with an arbitrary number of microscopic scales in space as well as in time, where the scale functions are not necessarily powers of epsilon. The main…
The Markov chain approximation of a one-dimensional symmetric diffusion is investigated in this paper. Given an irreducible reflecting diffusion on a closed interval with scale function $s$ and speed measure $m$, the approximating Markov…
This is a survey paper about reciprocal processes. The bridges of a Markov process are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal…
We present methods for approximating the mapping that defines the invariant manifold for two systems exhibiting generalized synchronization. If the equations of motion are known then an analytic approximation to the mapping can be found. If…
A method is proposed to reconstruct a cyclic time-inhomogeneous Markov pro- cess from measured data. First, a time-inhomogeneous Markov model is fit to the data, taken here from measurements on a wind turbine. From the time-dependent…
Motivated by global warming issues, we consider a time se- ries that consists of a nondecreasing trend observed with station- ary fluctuations, nonparametric estimation of the trend under monotonicity assumption is considered. The rescaled…
The time reversal of a completely-positive, nonequilibrium discrete-time quantum Markov evolution is derived via a suitable adjointness relation. Space-time harmonic processes are introduced for the forward and reverse-time transition…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
We provide a solution to the problem of simultaneous $diagonalization$ $via$ $congruence$ of a given set of $m$ complex symmetric $n\times n$ matrices $\{A_{1},\ldots,A_{m}\}$, by showing that it can be reduced to a possibly…
We present a numerical method to compute expectations of functionals of a piecewise-deterministic Markov process. We discuss time dependent functionals as well as deterministic time horizon problems. Our approach is based on the…
Instance sparsification is well-known in the world of exact computation since it is very closely linked to the Exponential Time Hypothesis. In this paper, we extend the concept of sparsification in order to capture subexponential time…
In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…
In this paper we prove almost sure convergence to the ball, in the Nikodym metric, of sequences of random Steiner symmetrizations of bounded Caccioppoli and bounded measurable sets, paralleling a result due to Mani-Levitska concerning…