Related papers: On intertwining relations between Ehrenfest, Yule …

Consciousness is supported by complex patterns of brain activity which are indicative of irreversible non-equilibrium dynamics. While the framework of stochastic thermodynamics has facilitated the understanding of physical systems of this…

Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently. We show that they can also…

In this paper, we study Ornstein-Uhlenbeck processes with Markov modulation, whose parameters depend on an external underlying two-state Markov process. Conditional mean and variance of such processes under given modulation are investigated…

Consider a uniformly sampled random $d$-regular graph on $n$ vertices. If $d$ is fixed and $n$ goes to $\infty$ then we can relate typical (large probability) properties of such random graph to a family of invariant random processes (called…

In this paper we are looking for quantitative estimates for the convergene to equilibrium of non reversible Markov processes, especialy in short times. The models studied are simple enough to get an explicit expression of the L2 distance…

Following from recent developments by Hubalek and Kyprianou, the objective of this paper is to provide further methods for constructing new families of scale functions for spectrally negative L\'evy processes which are completely explicit.…

Discovering new neutrino interactions would provide evidence of physics beyond the Standard Model. We focus on flavor-dependent long-range neutrino interactions mediated by ultra-light mediators (masses below $10^{-10}$ eV) from…

The small noise cut-off phenomenon in continuous time and space has been studied in the recent literature for the linear and non-linear stable Langevin dynamics with additive L\'evy drivers - understood as abrupt thermalization of the…

Active Matter models commonly consider particles with overdamped dynamics subject to a force (speed) with constant modulus and random direction. Some models include also random noise in particle displacement (Wiener process) resulting in a…

We study the semiclassical Ehrenfest trajectories in open quantum systems. We first derive in explicit form the Fokker-Planck equation that governs the time evolution of the mixing measure for a Gaussian mixture. Then, we embed the…

For a network of discrete states with a periodically driven Markovian dynamics, we develop an inference scheme for an external observer who has access to some transitions. Based on waiting-time distributions between these transitions, the…

Let $\mathcal P_2$ be the space of probability measures on $\R^d$ having finite second moment, and consider the Riemannian structure on $\mathcal P_2$ induced by the intrinsic derivative on the $L^2$-tangent space. By using stochastic…

Let $(\mathcal{E},D(\mathcal{E}))$ be a quasi-regular semi-Dirichlet form and $(X_t)_{t\geq0}$ be the associated Markov process. For $u\in D(\mathcal{E})_{loc}$, denote $A_t^{[u]}:=\tilde{u}(X_{t})-\tilde{u}(X_{0})$ and…

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…

Following the recent work [13] fulfilled in the discrete case, we pro- vide in this paper new intertwining relations for semigroups of one-dimensional diffusions. Various applications of these results are investigated, among them the famous…

In strongly correlated materials the electronic and optical properties are significantly affected by the coupling of fermionic quasiparticles to different degrees of freedom, such as lattice vibrations and bosonic excitations of electronic…

We consider the link invariants defined by the quantum Chern-Simons field theory with compact gauge group U(1) in a closed oriented 3-manifold M. The relation of the abelian link invariants with the homology group of the complement of the…

For a (non-symmetric) strong Markov process $X$, consider the Feynman--Kac semigroup \[T_t^Af(x):=\mathbb {E}^x\bigl[e^{A_t}f(X_t)\bigr],\quad x\in {\mathbb {R}^n}, t>0,\] where $A$ is a continuous additive functional of $X$ associated with…

We investigate in a systematic way hypercontractivity property in Orlicz spaces for Markov semi-groups related to homogeneous and non homogeneous diffusions in $\mathbb{R}^{n}$. We provide an explicit construction of a family of Orlicz…

We study the so-called multi-mixed fractional Brownian motions (mmfBm) and multi-mixed fractional Ornstein--Ulhenbeck (mmfOU) processes. These processes are constructed by mixing by superimposing (infinitely many) independent fractional…