Related papers: Markov Processes on the Duals to Infinite-Dimensio…
This paper constructs a class of martingale transforms based on L\'evy processes on Lie groups. From these, a natural class of bounded linear operators on the $L^p$-spaces of the group (with respect to Haar measure) for $1<p<\infty$, are…
Kuznetsov et al. (2011) and Kuznetsov and Pardo (2013) introduced the family of Hypergeometric L\'evy processes. They appear naturally in the study of fluctuations of stable processes when one analyses stable processes through the theory of…
In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…
We study a one-parameter family of countably piecewise linear interval maps, which, although Markov, fail the `large image property'. This leads to conservative as well as dissipative behaviour for different maps in the family with respect…
Studying the behaviour of Markov processes at boundary points of the state space has a long history, dating back all the way to William Feller. With different motivations in mind entrance and exit questions have been explored for different…
Markov processes are popular mathematical models, studied by theoreticians for their intriguing properties, and applied by practitioners for their flexible structure. With this book we teach how to model and analyze Markov processes. We…
Many continuous reaction-diffusion models on $\mathbb{Z}$ (annihilating or coalescing random walks, exclusion processes, voter models) admit a rich set of Markov duality functions which determine the single time distribution. A common…
Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…
We study Markov processes where the "time" parameter is replaced by paths in a directed graph from an initial vertex to a terminal one. Along each directed path the process is Markov and has the same distribution as the one along any other…
Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
We present and explore a general method for deriving a Lie-Markov model from a finite semigroup. If the degree of the semigroup is $k$, the resulting model is a continuous-time Markov chain on $k$ states and, as a consequence of the product…
We construct a family of Markov processes with continuous sample trajectories on an infinite-dimensional space, the Thoma simplex. The family depends on three continuous parameters, one of which, the Jack parameter, is similar to the beta…
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 characterize a class of Markovian dynamics using the concept of divisible dynamical map. Moreover we provide a family of criteria which can distinguish Markovian and non-Markovian dynamics. These Markovianity criteria are based on a…
Markov-modulated L\'evy processes with two different regimes of restarting are studied. These regimes correspond to the completely renewed process and to the process of Markov modulation, accompanied by jumps. We give explicit expressions…
We characterize Markov lattice semigroups induced by measurable semiflows on probability spaces by properties of their generators. In addition we construct topological models on compact spaces for such semigroups.
From the datum of an integer partition and a classical Lie algebra, one can define a Markov chain on an associated multiplicative graph. For each classical family A, C, B, D, we thus obtain a sequence of Markov chain which is indexed by the…
We prove intertwining relations by twisted gradients for Markov semi-groups. These relations are applied to Brascamp-Lieb type inequalities and spectral gap results. It generalizes the results of [1] from the Euclidean space to Riemannian…