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An extension of the conditional expectations (those under a given subalgebra of events and not the simple ones under a single event) from the classical to the quantum case is presented. In the classical case, the conditional expectations…

Mathematical Physics · Physics 2010-01-22 Gerd Niestegge

We treat the class of universal Markov processes on the d-dimensional Euklidean space which do not depend on random. For these, as well as for several subclasses, we prove criteria whether a function f, defined on the positive half-line,…

Probability · Mathematics 2012-08-07 Alexander Schnurr

The literature on Bayesian methods for the analysis of discrete-time semi-Markov processes is sparse. In this paper, we introduce the semi-Markov beta-Stacy process, a stochastic process useful for the Bayesian non-parametric analysis of…

Statistics Theory · Mathematics 2020-07-24 Andrea Arfè , Stefano Peluso , Pietro Muliere

We are concerned with the three dimensional incompressible Navier--Stokes equations driven by an additive stochastic forcing of trace class. First, for every divergence free initial condition in $L^{2}$ we establish existence of infinitely…

Probability · Mathematics 2022-02-22 Martina Hofmanová , Rongchan Zhu , Xiangchan Zhu

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…

Statistical Mechanics · Physics 2017-09-19 A. Faggionato

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

Probability · Mathematics 2016-04-27 Ioannis Kontoyiannis , Sean P. Meyn

The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt…

Probability · Mathematics 2015-12-03 Weronika Biedrzycka , Marta Tyran-Kaminska

We obtain results on mixing for a large class of (not necessarily Markov) infinite measure semiflows and flows. Erickson proved, amongst other things, a strong renewal theorem in the corresponding i.i.d. setting. Using operator renewal…

Dynamical Systems · Mathematics 2020-02-06 Ian Melbourne , Dalia Terhesiu

Conditional independence and Markov properties are powerful tools allowing expression of multidimensional probability distributions by means of low-dimensional ones. As multidimensional possibilistic models have been studied for several…

Artificial Intelligence · Computer Science 2013-01-18 Jirina Vejnarova

We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times…

Probability · Mathematics 2016-09-28 Pavlos Tsatsoulis , Hendrik Weber

We discuss a general framework of monotone skew-product semiflows under a connected group action. In a prior work, a compact connected group $G$-action has been considered on a strongly monotone skew-product semiflow. Here we relax the…

Dynamical Systems · Mathematics 2012-01-30 Feng Cao , Mats Gyllenberg , Yi Wang

A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence…

Analysis of PDEs · Mathematics 2009-07-07 Michael C. Mackey , Marta Tyran-Kaminska

Given a finite state space E, we build a universal dilation for all possible discrete time Markov chains on E, homogeneous or not: we introduce a second system (an ``environment'') and a deterministic invertible time-homogeneous global…

Probability · Mathematics 2007-05-23 M. Gregoratti

Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…

Probability · Mathematics 2017-09-20 Enzo Orsingher , Costantino Ricciuti , Bruno Toaldo

We present an abstract framework for establishing smoothing properties within a specific class of inhomogeneous discrete-time Markov processes. These properties, in turn, serve as a basis for demonstrating the existence of density functions…

Probability · Mathematics 2024-03-20 Clément Rey

This paper proposes a novel deep learning approach for learning operators in semigroup, with applications to modeling unknown autonomous dynamical systems using time series data collected at varied time lags. It is a sequel to the previous…

Machine Learning · Computer Science 2023-09-13 Junfeng Chen , Kailiang Wu

This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are…

Probability · Mathematics 2025-10-01 Tobias Hurth , Edouard Strickler

We study the Classical Probability analogue of the dilations of a quantum dynamical semigroup in Quantum Probability. Given a (not necessarily homogeneous) Markov chain in discrete time in a finite state space E, we introduce a second…

Probability · Mathematics 2007-05-23 M. Gregoratti

The paper considers a stochastic differential equation of Duffing type with Markov coefficients. The existence of unpredictable solutions is considered. The unpredictability is a property of bounded functions characterized by unbounded…

Chaotic Dynamics · Physics 2023-03-31 Marat Akhmet , Madina Tleubergenova , Akylbek Zhamanshin

In this paper we extend the predicate logic introduced in [Beauquier et al. 2002] in order to deal with Semi-Markov Processes. We prove that with respect to qualitative probabilistic properties, model checking is decidable for this logic…

Logic in Computer Science · Computer Science 2007-05-23 Ruggero Lanotte , Daniele Beauquier