Related papers: Two Theorems on Hunt's Hypothesis (H) for Markov P…

Let $(S,\rho)$ be an ultrametric space with certain conditions and $S^k$ be the quotient space of $S$ with respect to the partition by balls with a fixed radius $\phi(k)$. We prove that, for a Hunt process $X$ on $S$ associated with a…

We study the problem of characterizing the expected hitting times for a robust generalization of continuous-time Markov chains. This generalization is based on the theory of imprecise probabilities, and the models with which we work…

Let $X_{t}$ and $Y_{t}$ be two Markov chains, on state spaces $\Omega \subset \hat{\Omega}$. In this paper, we discuss how to prove bounds on the spectrum of $X_{t}$ based on bounds on the spectrum of $Y_{t}$. This generalizes work of…

The generic identification problem is to decide whether a stochastic process $(X_t)$ is a hidden Markov process and if yes to infer its parameters for all but a subset of parametrizations that form a lower-dimensional subvariety in…

For two self-adjoint operators $H,A$ we show that a general commutation relation of type $[H,\mathrm{i}A]=Q(H)+K$, in addition to regularity of $H$ and Kato-smoothness of $K$, guarantee pointwise in time decay rates of diverse order. The…

We prove that if we are given a generator of a cadlag Markov process and an open domain $G$ in the state space, on which the generator has the local property expressed in a suitable way on a class $\mathcal{C}$ of test functions that is…

We establish subgeometric bounds on convergence rate of general Markov processes in the Wasserstein metric. In the discrete time setting we prove that the Lyapunov drift condition and the existence of a "good" $d$-small set imply…

We prove that the Gibbs measures $\rho$ for a class of Hamiltonian equations written $\partial_t u = J (-\triangle u + V'(|u|^2)u)$ on the real line are invariant under the flow of this equation in the sense that there exist random…

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…

The paper studies the higher-order absolute differences taken from progressive terms of time-homogenous binary Markov chains. Two theorems presented are the limiting theorems for these differences, when their order $k$ converges to…

We prove a functional limit theorem for Markov chains that, in each step, move up or down by a possibly state dependent constant with probability $1/2$, respectively. The theorem entails that the law of every one-dimensional regular…

We continue the investigation of the spectral theory and exponential asymptotics of Markov processes, following Kontoyiannis and Meyn (2003). We introduce a new family of nonlinear Lyapunov drift criteria, characterizing distinct subclasses…

Asymptotic fluctuation theorems are statements of a Gallavotti-Cohen symmetry in the rate function of either the time-averaged entropy production or heat dissipation of a process. Such theorems have been proved for various general classes…

We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of continuous-time Markov chains are considered:…

The Fluctuation Theorems are a group of exact relations that remain valid irrespective of how far the system has been driven away from equilibrium. Other than having practical applications, like determination of equilibrium free energy…

We describe a generalization of the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) which is able to encode prior information that state transitions are more likely between "nearby" states. This is accomplished by defining a…

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…

The H-theorem is an extension of the Second Law to a time-sequence of states that need not be equilibrium ones. In this paper we review and we rigorously establish the connection with macroscopic autonomy. If for a Hamiltonian dynamics for…

We consider a discrete-time Markov chain $(X^t,Y^t)$, $t=0,1,2,...$, where the $X$-component forms a Markov chain itself. Assume that $(X^t)$ is Harris-ergodic and consider an auxiliary Markov chain ${\hat{Y}^t}$ whose transition…

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…