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In a general setting we solve the following inverse problem: Given a positive operators $R$, acting on measurable functions on a fixed measure space $(X,\mathcal B_X)$, we construct an associated Markov chain. Specifically, starting with a…

Probability · Mathematics 2016-06-27 Daniel Alpay , Palle Jorgensen , Izchak Lewkowicz

The analytic properties of the Markov operator associated to a random walk are common tools in the study of the behaviour and some probabilistic features related to the walk. In this paper we consider a class of Markov operators which…

Probability · Mathematics 2007-05-23 Fabio Zucca

We consider generic i.e., forming an everywhere dense massive subset classes of Markov operators in the space $L^2(X,\mu)$ with a finite continuous measure. Since there is a canonical correspondence that associates with each Markov operator…

Functional Analysis · Mathematics 2007-05-23 A. Vershik

We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…

Probability · Mathematics 2012-06-26 Konstantin Avrachenkov , Alexei Piunovskiy , Zhang Yi

The matrix of a permutation is a partial case of Markov transition matrices. In the same way, a measure preserving bijection of a space A with finite measure is a partial case of Markov transition operators. A Markov transition operator…

Mathematical Physics · Physics 2012-11-27 Yurii A. Neretin

We study positive transfer operators $R$ in the setting of general measure spaces $\left(X,\mathscr{B}\right)$. For each $R$, we compute associated path-space probability spaces $\left(\Omega,\mathbb{P}\right)$. When the transfer operator…

Functional Analysis · Mathematics 2016-07-26 Palle Jorgensen , Feng Tian

We establish a direct connection of quantum Markovianity of an open quantum system to its classical counterpart by generalizing the criterion based on the information flow. Here, the flow is characterized by the time evolution of Helstrom…

Quantum Physics · Physics 2015-10-28 Steffen Wißmann , Bassano Vacchini , Heinz-Peter Breuer

We provide sufficient conditions for the uniqueness of an invariant measure of a Markov process as well as for the weak convergence of transition probabilities to the invariant measure. Our conditions are formulated in terms of generalized…

Probability · Mathematics 2016-01-27 Alexei Kulik , Michael Scheutzow

Let $\{X_n\}_{n\in\N}$ be a Markov chain on a measurable space $\X$ with transition kernel $P$ and let $V:\X\r[1,+\infty)$. The Markov kernel $P$ is here considered as a linear bounded operator on the weighted-supremum space $\cB_V$…

Probability · Mathematics 2013-12-06 Loïc Hervé , James Ledoux

We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…

Probability · Mathematics 2014-02-18 Sabine Jansen , Noemi Kurt

We consider iterated function systems (finite or countable), together with linear and continuous operators on Hilbert spaces, which enable us to construct Markov-type operators. Under suitable conditions, these Markov-type operators have…

Classical Analysis and ODEs · Mathematics 2017-01-30 Ion Chiţescu , Loredana Ioana , Radu Miculescu , Lucian Niţă

We study a family of discrete-time random-walk models. The starting point is a fixed generalized transfer operator $R$ subject to a set of axioms, and a given endomorphism in a compact Hausdorff space $X$. Our setup includes a host of…

Functional Analysis · Mathematics 2015-10-20 Palle Jorgensen , Feng Tian

(I.) We consider generalizations of an iterated function system and the associated Markov operators. A Markov operator, defined on the space of (deficient) topological measures on a locally compact space, is an infinite convex linear…

Functional Analysis · Mathematics 2026-05-06 S. V. Butler

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

Probability · Mathematics 2022-03-17 Balint Fárkas , Martin Friesen , Barbara Rüdiger , Dennis Schroers

We consider continuous--time Markov kinetics with a finite number of states and a given positive equilibrium distribution P*. For an arbitrary probability distribution $P$ we study the possible right hand sides, dP/dt, of the Kolmogorov…

Chemical Physics · Physics 2013-01-14 A. N. Gorban

We provide a probabilistic description of the stationary measures for the open KPZ on the spatial interval $[0,1]$ in terms of a Markov process $Y$, which is a Doob's $h$ transform of the Brownian motion killed at an exponential rate. Our…

Probability · Mathematics 2023-04-04 Wlodek Bryc , Alexey Kuznetsov , Yizao Wang , Jacek Wesolowski

Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…

Probability · Mathematics 2019-01-11 Luis Fredes , Jean-François Marckert

We introduce and study the class of linear transfers between probability distributions and the dual class of Kantorovich operators between function spaces. Linear transfers can be seen as an extension of convex lower semi-continuous…

Analysis of PDEs · Mathematics 2019-06-25 Malcolm Bowles , Nassif Ghoussoub

Recent applications of large network models to machine learning, and to neural network suggest a need for a systematic study of the general correspondence, (i) discrete vs (ii) continuous. Even if the starting point is (i), limit…

Functional Analysis · Mathematics 2019-03-25 Sergey Bezuglyi , Palle E. T. Jorgensen

In this paper we develop the theory of {\it polymorphisms} of measure spaces, which is a generalization of the theory of measure-preserving transformations; we describe the main notions and discuss relations to the theory of Markov…

Dynamical Systems · Mathematics 2007-05-23 A. Vershik
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