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Related papers: On $\mathbb{R}^d$-valued multi-self-similar Markov…

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A spectrally positive additive L\'evy field is a multidimensional field obtained as the sum $\mathbf{X}_{\rm t}={\rm X}^{(1)}_{t_1}+{\rm X}^{(2)}_{t_2}+\dots+{\rm X}^{(d)}_{t_d}$, ${\rm t}=(t_1,\dots,t_d)\in\mathbb{R}_+^d$, where ${\rm…

Probability · Mathematics 2019-12-24 Loïc Chaumont , Marine Marolleau

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…

Probability · Mathematics 2023-09-08 Frank Redig , Federico Sau

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

The first aim of this paper is to introduce a class of Markov chains on $\mathbb{Z}_+$ which are discrete self-similar in the sense that their semigroups satisfy an invariance property expressed in terms of a discrete random dilation…

Probability · Mathematics 2022-03-08 Laurent Miclo , Pierre Patie , Rohan Sarkar

We consider Markov processes in continuous time with state space $\posint^N$ and provide two sufficient conditions and one necessary condition for the existence of moments $E(\|X(t)\|^r)$ of all orders $r \in \nat$ for all $t \geq 0$. The…

Probability · Mathematics 2015-02-02 Muruhan Rathinam

We discuss complementary recurrence and transience criteria for stochastic processes $(X_n)_{n \ge 0}$ with values in the $d$-dimensional orthant $\mathbb R^d_+$ fulfilling a non-linear stochastic equation of the form $X_{n+1}=MX_n+g(X_n)+…

Probability · Mathematics 2016-04-05 Götz Kersting

We prove that the class of discrete time stationary max-stable process satisfying the Markov property is equal, up to time reversal, to the class of stationary max-autoregressive processes of order $1$. A similar statement is also proved…

Probability · Mathematics 2013-11-13 Clément Dombry , Frédéric Eyi-Minko

We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…

Probability · Mathematics 2010-02-17 Amir Dembo , Jean-Dominique Deuschel

The process tensor framework to open quantum systems provides the most general description of multi-time correlations in non-Markovian quantum dynamics. A compressed representation of a process tensor in terms of matrix product operators…

We show that an isotropic self-similar Markov process in ${\Bbb R}^d$ has a skew product structure if and only if its radial and angular parts do not jump at the same time.

Probability · Mathematics 2011-05-31 Ming Liao , Longmin Wang

The seek for a new universal formulation for describing various non-equilibrium processes is a central task of modern non-equilibrium thermodynamics. In this paper, a novel steady-state thermodynamic formalism was established for general…

Statistical Mechanics · Physics 2018-02-14 Liangrong Peng , Yi Zhu , Liu Hong

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

Data Analysis, Statistics and Probability · Physics 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

For an infinite system of particles arriving in and departing from a habitat $X$ -- a locally compact Polish space with a positive Radon measure $\chi$ -- a Markov process is constructed in an explicit way. Along with its location $x\in X$,…

Probability · Mathematics 2021-12-10 Dominika Jasinska , Yuri Kozitsky

We give sufficient conditions on the underlying filtration such that all totally inaccessible stopping times have compensators which are absolutely continuous. If a semimartingale, strong Markov process X has a representation as a solution…

Probability · Mathematics 2010-05-19 Svante Janson , Sokhna M'Baye , Philip Protter

Suppose $X$ is a Markov process on the real line (or some interval). Do the distributions of its first passage times downwards (fptd) determine its law? In this paper we treat some special cases of this question. We prove that if the fptd…

Probability · Mathematics 2022-09-20 Matija Vidmar

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Probability · Mathematics 2021-04-13 Suryadeepto Nag

We consider fragmentation processes with values in the space of marked partitions of $\mathbb{N}$, i.e. partitions where each block is decorated with a nonnegative real number. Assuming that the marks on distinct blocks evolve as…

Probability · Mathematics 2020-10-26 Jean-Jil Duchamps

Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…

Probability · Mathematics 2011-04-11 Thomas G. Kurtz , Eliane R. Rodrigues

We study infinite systems of particles which undergo coalescence and fragmentation, in a manner determined solely by their masses. A pair of particles having masses $x$ and $y$ coalesces at a given rate $K(x,y)$. A particle of mass $x$…

Probability · Mathematics 2015-08-07 Eduardo Cepeda

Continuous measurements are central to quantum control and sensing, yet lack a model-independent operational description that can be applied to arbitrary non-Markovian processes without specifying a microscopic measurement model. Existing…

Quantum Physics · Physics 2025-12-08 Fabio Costa , Jing Yang