Related papers: On one example of a Nikishin system
We study multifractal decompositions based on Birkhoff averages for sequences of functions belonging to certain classes of symbolically continuous functions. We do this for an expanding interval map with countably many branches, which we…
In the article the distributions of overjump functionals for almost semi-continuous processes on a finite irreducible Markov chain are considered.
We formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is…
We will prove that in a family of quasi-arithmetic means sattisfying certain smoothness assumption (embed with a naural pointwise ordering) every finite family has both supremum and infimum, which is also a quasi-arithmetic mean sattisfying…
The purpose of this paper is to introduce the notion of a generalized derivation which derivates a prescribed family of smooth vector-valued functions of several variables. The basic calculus rules are established and then a result derived…
We prove relative asymptotic for the ratio of two sequences of multiple orthogonal polynomials with respect to Nikishin system of measures. The first Nikishin system ${\mathcal{N}}(\sigma_1,...,\sigma_m)$ is such that for each $k$,…
We prove the Wiener-Hopf factorization for Markov Additive processes. We derive also Spitzer-Rogozin theorem for this class of processes which serves for obtaining Kendall's formula and Fristedt representation of the cumulant matrix of the…
Using the age-structure formalism, we definitely establish connections between semi-Markov processes and the dynamics of open quantum systems that satisfy the Markov quantum master equations. A generalized Feynman-Kac formula of the…
The purpose of this note is to extend Dynkin's isomorphim involving functionals of the occupation field of a symmetric Markov processes and of the associated Gaussian field to a suitable class of non symmetric Markov processes.
Systems with a first integral (i.e., constant of motion) or a Lyapunov function can be written as ``linear-gradient systems'' $\dot x= L(x)\nabla V(x)$ for an appropriate matrix function $L$, with a generalization to several integrals or…
The article is devoted to the estimation of the rate of convergence of integral functionals of a Markov process. Under the assumption that the given Markov process admits a transition probability density which is differentiable in $t$ and…
The class of stochastic matrices that have a stochastic $c$-th root for infinitely many natural numbers $c$ is introduced and studied. Such matrices are called arbitrarily finely divisible, and generalise the class of infinitely divisible…
In skew-product systems with contractive factors, all orbits asymptotically approach the graph of the so-called sync function; hence, the corresponding regularity properties primarily matter. In the literature, sync function Lipschitz…
We consider processes which are functions of finite-state Markov chains. It is well known that such processes are rarely Markov. However, such processes are often regular in the following sense: the distant past values of the process have…
Chen, Fitzsimmons, Kuwae and Zhang (Ann. Probab. 36 (2008) 931-970) have established an Ito formula consisting in the development of F(u(X)) for a symmetric Markov process X, a function u in the Dirichlet space of X and any…
Given a possibly discontinuous, bounded function $f:\mathbb{R}\mapsto\mathbb{R}$, we consider the set of generalized flows, obtained by assigning a probability measure on the set of Carath\'eodory solutions to the ODE ~$\dot x = f(x)$. The…
Let A be a set of integers and let h \geq 2. For every integer n, let r_{A, h}(n) denote the number of representations of n in the form n=a_1+...+a_h, where a_1,...,a_h belong to the set A, and a_1\leq ... \leq a_h. The function r_{A,h}…
Let $(X, \mathcal{B}, \mu)$ be a probability measure space and $T_1$, $T_2$, $T_3$ three not necessarily commuting measure preserving transformations on $(X, \mathcal{B}, \mu)$. We prove that for all bounded functions $f_1$, $f_2$, $f_3$…
We study Markov chains generated by iterated Lipschitz functions systems with possibly place dependent probabilities. Under general conditions, we prove uniqueness of the invariant probability measure for the associated Markov chain, by…
We introduce multi-kangaroo Markov processes and provide a general procedure for evaluating a certain type of stochastic functionals. We calculate analytically the large deviation properties. Applications include zero-crossing statistics…