Related papers: Markov Processes on the Duals to Infinite-Dimensio…
We extend the class of semimartingales in a natural way. This allows us to incorporate processes having paths that leave the state space R^d. In particular Markov processes related to sub-Markovian kernels, but also non-Markovian processes…
The author introduced models of linear logic known as ''Interaction Graphs'' which generalise Girard's various geometry of interaction constructions. In this work, we establish how these models essentially rely on a deep connection between…
We define a notion of Markov process indexed by curves drawn on a compact surface and taking its values in a compact Lie group. We call such a process a two-dimensional Markovian holonomy field. The prototype of this class of processes, and…
We introduce a new construction of bilinear invariant forms on Lie algebras, based on the method of graded contractions. The general method is described and the $\Bbb Z_2$-, $\Bbb Z_3$-, and $\Bbb Z_2\otimes\Bbb Z_2$-contractions are found.…
We obtain an intertwining relation between some Riemann-Liouville operators of order a in (1,2) connecting through a certain multiplicative identity in law the one-dimensional marginals of reflected completely asymmetric a-stable L\'evy…
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…
Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with $L_2$ semigroups under minimal conditions on the state space and the process trajectories; for example, no strong…
We investigate the parameter recovery of Markov-switching ordinary differential processes from discrete observations, where the differential equations are nonlinear additive models. This framework has been widely applied in biological…
The main purpose of this paper is to consider the multiple birth properties for multi-type Markov branching processes. We first construct a new multi-dimensional Markov process based on the multi-type Markov branching process, which can…
Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of…
We identify the linear space spanned by the real-valued excessive functions of a Markov process with the set of those functions which are quasimartingales when we compose them with the process. Applications to semi-Dirichlet forms are…
In recent work discussing model choice for continuous-time Markov chains, we have argued that it is important that the Markov matrices that define the model are closed under matrix multiplication (Sumner 2012a, 2012b). The primary…
We study Steinberg algebras constructed from ample Hausdorff groupoids over commutative integral domains with identity. We reconstruct (graded) groupoids from (graded) Steinberg algebras and use this to characterise when there is a…
Scaled type Markov renewal processes generalize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary…
In this work we generalise previous results connecting (rational) Gaudin magnet models and classical separation of variables. It is shown that the connection persists for the case of linear r-matrix algebra which corresponds to the…
Continuous-time Markov chains are a standard tool in phylogenetic inference. If homogeneity is assumed, the chain is formulated by specifying time-independent rates of substitutions between states in the chain. In applications, there are…
We consider continuous-time Markov chains which display a family of wells at the same depth. We provide sufficient conditions which entail the convergence of the finite-dimensional distributions of the order parameter to the ones of a…
A $p$-jump process is a piecewise deterministic Markov process with jumps by a factor of $p$. We prove a limit theorem for such processes on the unit interval. Via duality with respect to probability generating functions, we deduce limiting…
These notes were used in a short graduate course on branching processes the author gave in Beijing Normal University. The following main topics are covered: scaling limits of Galton--Watson processes, continuous-state branching processes,…
We prove a stochastic averaging theorem for stochastic differential equations in which the slow and the fast variables interact. The approximate Markov fast motion is a family of Markov process with generator ${\mathcal L}_x$ for which we…