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The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components. The infinitesimal operator is now a second-order differential…

The paper consists of two parts. The first part introduces the representation ring for the family of compact unitary groups U(1), U(2),.... This novel object is a commutative graded algebra R with infinite-dimensional homogeneous…

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

We consider the so-called GI/GI/N queueing network in which a stream of jobs with independent and identically distributed service times arrive according to a renewal process to a common queue served by $N$ identical servers in a…

We consider a generational and continuous-time two-phase model of the cell cycle. The first model is given by a stochastic operator, and the second by a piecewise deterministic Markov process. In the second case we also introduce a…

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

We start from the observation that, anytime two Markov generators share an eigenvalue, the function constructed from the product of the two eigenfunctions associated to this common eigenvalue is a duality function. We push further this…

Many applications require stochastic processes specified on two- or higher-dimensional domains; spatial or spatial-temporal modelling, for example. In these applications it is attractive, for conceptual simplicity and computational…

We present a theorem which elucidates the connection between self-duality of Markov processes and representation theory of Lie algebras. In particular, we identify sufficient conditions such that the intertwining function between two…

We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…

We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…

We characterize all multi-dimensional real self-similar Gaussian Markov processes. Three types of covariance matrix functions occur: white-noise type functions, covariances that can be expressed by continuous matrix semigroups, and…

Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…

By using the algebraic construction outlined in \cite{CGRS}, we introduce several Markov processes related to the ${\mathcal{U}}_q(\mathfrak{su}(1,1))$ quantum Lie algebra. These processes serve as asymmetric transport models and their…

We obtain stochastic duality functions for specific Markov processes using representation theory of Lie algebras. The duality functions come from the kernel of a unitary intertwiner between $*$-representations, which provides (generalized)…

In the context of Markov processes, we show a new scheme to derive dual processes and a duality function based on a boson representation. This scheme is applicable to a case in which a generator is expressed by boson creation and…

Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured…

We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate conjectures for diffusions with inert drift.

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ which should be thought of as a multi-type L\'evy process: the second component $J$ is a Markov chain on a finite space $\{1,\ldots,K\}$, and…