Related papers: Hunt's Hypothesis (H) for Markov Processes: Survey…
$H$-theorem states that the entropy production is nonnegative and, therefore, the entropy of a closed system should monotonically change in time. In information processing, the entropy production is positive for random transformation of…
We provide a Hunt type formula for the infinitesimal generators of L\'evy process on the quantum groups $SU_q(N)$ and $U_q(N)$. In particular, we obtain a decomposition of such generators into a gaussian part and a `jump type' part…
We establish weak and strong law of large numbers for a class of branching symmetric Hunt processes with the branching rate being a smooth measure with respect to the underlying Hunt process, and the branching mechanism being general and…
This work is a continuation of [Kalikaeva, MPRF, 23(2):225-240]. The object of study is ``Markov-up processes'' on $\mathbb Z_+$ and the moment of downcrossing a certain barrier. The processes considered in this paper differ from Markov…
A wealth of data on hadronic b -> s transitions is available from the B-factories and will be improved at the LHCb experiment and possible future super-B-factories. I review the theory of these decays as it pertains to the search for…
Motivated by a recent paper of Budd, where a new family of positive self-similar Markov processes associated to stable processes appears, we introduce a new family of L\'evy processes, called the double hypergeometric class, whose…
Existence and stability properties are studied for Hawkes process, i.e. point process $S$ that has long-memory and intensity $r(t)=\lambda \big(g_0(t)+ \sum_{\tau<t, \tau \in S} h(t-\tau) \big)$. The approach to Hawkes process presented in…
Studying the behaviour of Markov processes at boundary points of the state space has a long history, dating back all the way to William Feller. With different motivations in mind entrance and exit questions have been explored for different…
Markov decision processes (MDPs) in queues and networks have been an interesting topic in many practical areas since the 1960s. This paper provides a detailed overview on this topic and tracks the evolution of many basic results. Also, this…
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…
In the last decade Hawkes processes have received much attention as models for functional connectivity in neural spiking networks and other dynamical systems with a cascade behavior. In this paper we establish a renewal approach for…
This is a short communication with a summary of results obtained with a model based on Gribov's reggeon calculus, which was proposed and applied to processes of soft diffraction at high energies. We present a brief description of the model…
We prove a new theorem on additive Levy processes and show that this theorem implies several proved theorems and a hard conjectured theorem.
In the paper we consider a stochastic model which called Markov Q-processes that forms a continuous-time Markov population system. Markov Q-processes are defined as stochastic Markov branching processes with trajectories continuing in the…
In this paper, we study the remote estimation problem of a Markov process over a channel with a cost. We formulate this problem as an infinite horizon optimization problem with two players, i.e., a sensor and a monitor, that have distinct…
This review discusses both experimental and theoretical aspects of searches for dark matter at the LHC. An overview of the various experimental search channels is given, followed by a summary of the different theoretical approaches for…
It was recently proven that the correlation function of the stationary version of a reflected L\'evy process is nonnegative, nonincreasing and convex. In another branch of the literature it was established that the mean value of the…
Hidden Markov Processes (HMP) is one of the basic tools of the modern probabilistic modeling. The characterization of their entropy remains however an open problem. Here the entropy of HMP is calculated via the cycle expansion of the…
This survey article gives an elementary introduction to the algebraic approach to Markov process duality, as opposed to the pathwise approach. In the algebraic approach, a Markov generator is written as the sum of products of simpler…
Markov automata combine non-determinism, probabilistic branching, and exponentially distributed delays. This compositional variant of continuous-time Markov decision processes is used in reliability engineering, performance evaluation and…