Related papers: Nonuniform Markov geometric measures

We consider the invariant measure of a homogeneous continuous- time Markov process in the quarter-plane. The basic solutions of the global balance equation are the geometric distributions. We first show that the invariant measure can not be…

We study the quantization problem with respect to the geometric mean error for Markov-type measures $\mu$ on a class of fractal sets. Assuming the irreducibility of the corresponding transition matrix $P$, we determine the exact convergence…

We describe in this survey several results relating Fractal Geometry, Dynamical Systems and Diophantine Approximations, including a description of recent results related to geometrical properties of the classical Markov and Lagrange spectra…

For a large class of nonuniformly expanding maps of $\Bbb R^m$, with indifferent fixed points and unbounded distorsion and non necessarily Markovian, we construct an absolutely continuous invariant measure. We extend to our case techniques…

The general framework on the non-local Markovian symmetric forms on weighted $l^p$ $(p \in [1, \infty])$ spaces constructed by [A,Kagawa,Yahagi,Y 2020], by restricting the situation where $p =2$, is applied to such measure spaces as the…

We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…

This paper integrates two strands of the literature on stability of general state Markov chains: conventional, total variation based results and more recent order-theoretic results. First we introduce a complete metric over Borel…

We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…

We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…

In this paper we introduce generalised Markov numbers and extend the classical Markov theory for the discrete Markov spectrum to the case of generalised Markov numbers. In particular we show recursive properties for these numbers and find…

We study Girsanov's theorem in the context of symmetric Markov processes, extending earlier work of Fukushima-Takeda and Fitzsimmons on Girsanov transformations of ``gradient type.'' We investigate the most general Girsanov transformation…

Algebras of generalized functions offer possibilities beyond the purely distributional approach in modelling singular quantities in non-smooth differential geometry. This article presents an introductory survey of recent developments in…

Via a unified geometric approach, a class of generalized trigonometric functions with two parameters are analytically extended to maximal domains on which they are univalent. Some consequences are deduced concerning radius of convergence…

This is a significantly expanded version of the survey paper "Mixing and decay of correlations in non-uniformly expanding maps: a survey of recent results" math/0301319. We discuss recent results on decay of correlations for non-uniformly…

Markov matrices have an important role in the filed of stochastic processes. In this paper, we will show and prove a series of conclusions on Markov matrices and transformations rather than pay attention to stochastic processes although…

We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…

We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary…

In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…

In this paper, the development of a mathematical method is presented to explore spatially non-uniform phases with no long-range order in mathematical models of first order phase transitions. We use essential results regarding the…

Let $(\xi_n)_{n=0}^\infty$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\ldots,b\}$. In this paper, we will study the generalized entropy ergodic theorem with almost-everywhere and…