Related papers: Hunt's Hypothesis (H) for Markov Processes: Survey…
A model, based on Gribov's Reggeon calculus, is proposed and applied to processes of soft diffraction at high energies. It is shown that by accounting for absorptive corrections for all legs of triple-Regge and loop diagrams a good…
With a view to computing fluctuation identities related to stable processes, we review and extend the class of hypergeometric L\'evy processes explored in Kuznetsov and Pardo (arXiv:1012.0817). We give the Wiener-Hopf factorisation of a…
Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…
We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-parameter family of orthogonal polynomials which generalize the…
Recent work has addressed the problem of inferring Langevin dynamics from data. In this work, we address the problem of relating terms in the Langevin equation to statistical properties, such as moments of the probability density function…
Let $Z=(Z^{1}, \ldots, Z^{d})$ be the $d$-dimensional L\'evy processes where $Z^{i}$'s are independent $1$-dimensional L\'evy processes with jump kernel $J^{\phi, 1}(u,w) =|u-w|^{-1}\phi(|u-w|)^{-1}$ for $u, w\in \mathbb R$. Here $\phi$ is…
This paper considers the problem of finding strategies that satisfy a mixture of sure and threshold objectives in Markov decision processes. We focus on a single $\omega$-regular objective expressed as parity that must be surely met while…
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…
In these proceedings I review recent theoretical predictions describing processes involving vector bosons and jets at the LHC. Such processes possess very distinctive phenomenologies and their theoretical accuracy is very different. I focus…
We give general sufficient conditions which imply upper and lower bounds for the probability that a multiparameter process hits a given set E in terms of a capacity of E related to the process. This extends a result of Khoshnevisan and Shi…
The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…
We establish that, for a Markov semi-group, $L^2$ hypocoercivity, i.e. contractivity for a modified $L^2$ norm, implies quantitative deviation bounds for additive functionals of the associated Markov process and exponential integrability of…
Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process depends on its entire past history. It has wide applications in finance, neuroscience, social networks,…
Strongly continuous semigroups of unital completely positive maps (i.e. quantum Markov semigroups or quantum dynamical semigroups) on compact quantum groups are studied. We show that quantum Markov semigroups on the universal or reduced…
Higher-order Markov chains play a very important role in many fields, ranging from multilinear PageRank to financial modeling. In this paper, we propose three accelerated higher-order power methods for computing the limiting probability…
The Riemann surface associated with counting the current between two states of an underlying Markov process is hyperelliptic. We explore the consequences of this property for the time-dependent probability of that current for Markov…
In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are…
We consider a type of Markov property for set-indexed processes which is satisfied by all processes with independent increments and which allows us to introduce a transition system theory leading to the construction of the process. A…
The paper is devoted to the integral functionals $\int_0^\infty f(X_t)\,{\mathrm{d}t}$ of Markov processes in $\X$ in the case $d\ge 3$. It is established that such functionals can be presented as the integrals $\int_{\X} f(y) \G(x,…
In this paper we define the notion of an open Markov process. An open Markov process is a generalization of an ordinary Markov process in which populations are allowed to flow in and out of the system at certain boundary states. We show…