Related papers: A Theory of Transfers: Duality and convolution
Multivariate fluctuation relations are established in three stochastic models of transistors, which are electronic devices with three ports and thus two coupled currents. In the first model, the transistor has no internal state variable and…
The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak generalized convolution following the idea given in [1]. The…
The duality theory of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:X\times…
The purpose of this paper is to investigate an algebraic version of the double complex transfer, in particular the classes in the two-line of the Adams-Novikov spectral sequence which are the image of comodule primitives of the MU-homology…
We present a range of applications of localisation for constrained transports for pairs of probability measures in order with respect to a lattice cone. These examples comprise irreducible convex paving for martingale transports in…
In this article we study the propagation of Wigner measures linked to solutions of the Schr{\"o}dinger equation with potentials presenting conical singularities and show that they are transported by two different Hamiltonian flows, one over…
Some modal (or decoupled) transmission-line properties such as per-unit-length impedance, admittance, or characteristic impedance have long been held to be, in general, non-unique. This ambiguity arises from the nature of the similarity…
Probabilistic frames are a generalization of finite frames into the Wasserstein space of probability measures with finite second moment. We introduce new probabilistic definitions of duality, analysis, and synthesis and investigate their…
A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…
We develop a general theory of Markov chains realizable as random walks on $\mathscr R$-trivial monoids. It provides explicit and simple formulas for the eigenvalues of the transition matrix, for multiplicities of the eigenvalues via…
This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…
A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…
Many results in probability (most famously, Strassen's theorem on stochastic domination), characterize some relationship between probability distributions in terms of the existence of a particular structured coupling between them. Optimal…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
To model a complex system intrinsically separated by a barrier, we use two random Hamiltonians, coupled to each other either by a tunneling matrix element or by an intermediate transition state. We study that model in the universal limit of…
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…
This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…
In this article we show that the ordinary stochastic differential equations of K.It\^{o} maybe considered as part of a larger class of second order stochastic PDE's that are quasi linear and have the property of translation invariance. We…
There is a duality theory connecting certain stochastic orderings between cumulative distribution functions F_1,F_2 and stochastic orderings between their inverses F_1^(-1),F_2^(-1). This underlies some theories of utility in the case of…
In this communication we report on a peculiar property of barrier transmission that systems governed by the nonlinear Schroedinger equation share with the linear one: For unit transmission the potential can be divided at an arbitrary point…