Related papers: Constructions involving interaction of Markov proc…

The analytic properties of the Markov operator associated to a random walk are common tools in the study of the behaviour and some probabilistic features related to the walk. In this paper we consider a class of Markov operators which…

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…

The construction presented in this paper can be briefly described as follows: starting from any "finite-dimensional" Markov transition function p_t, on a measurable state space (E,B), we construct a strong Markov process on a certain…

Markov networks are popular models for discrete multivariate systems where the dependence structure of the variables is specified by an undirected graph. To allow for more expressive dependence structures, several generalizations of Markov…

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…

Data-based inference of directed interactions in complex dynamical systems is a problem common to many disciplines of science. In this work, we study networks of spatially separate dynamical entities, which could represent physical systems…

Most of the published articles on random motions have been devoted to the study of the telegraph process or its generalizations that describe the random motion in $R^n$ of a single particle in a Markov or semi-Markov medium. However, up to…

We propose a new method to construct a stationary process and random field with a given decreasing covariance function and any one-dimensional marginal distribution. The result is a new class of stationary processes and random fields. The…

We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…

The dynamics of the solutions to a class of conservative SPDEs are analysed from two perspectives: Firstly, a probabilistic construction of a corresponding random dynamical system is given for the first time. Secondly, the existence and…

We construct and study branching Markov processes on the space of finite configurations of the state space of a given standard process, controlled by a branching kernel and a killing one. In particular, we may start with a superprocess,…

To analyze the evolutionary emergence of structural complexity in physical processes we introduce a general, but tractable, model of objects that interact to produce new objects. Since the objects--\emph{$epsilon$-machines}--have well…

With the increasing interplay between experimental and computational approaches at multiple length scales, new research directions are emerging in materials science and computational mechanics. Such cooperative interactions find many…

We propose Markov two-components processes (M2CP) as a probabilistic model of asynchronous systems based on the trace semantics for concurrency. Considering an asynchronous system distributed over two sites, we introduce concepts and tools…

We study Markov processes conditioned so that their local time must grow slower than a prescribed function. Building upon recent work on Brownian motion with constrained local time in [5] and [33], we study transience and recurrence for a…

This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…

Let X and Y be time-homogeneous Markov processes with common state space E, and assume that the transition kernels of X and Y admit densities with respect to suitable reference measures. We show that if there is a time t>0 such that, for…

Non-Markovian quantum processes exhibit different memory effects when measured in different ways; an unambiguous characterization of memory length requires accounting for the sequence of instruments applied to probe the system dynamics.…

Self-similar Markov trees constitute a remarkable family of random compact real trees carrying a decoration function that is positive on the skeleton. As the terminology suggests, they are self-similar objects that further satisfy a Markov…

Experiments, in particular on biological systems, typically probe lower-dimensional observables which are projections of high-dimensional dynamics. In order to infer consistent models capturing the relevant dynamics of the system, it is…