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The Operator axioms have produced new real numbers with new operators. New operators naturally produce new equations and thus extend the traditional mathematical models which are selected to describe various scientific rules. So new…
We consider the time dependent probability distribution of a coarse grained observable Y whose evolution is governed by a discrete time map. If the map is mixing, the time dependent one-step transition probabilities converge in the long…
From the point of view of stochastic analysis the Caputo and Riemann-Liouville derivatives of order $\al \in (0,2)$ can be viewed as (regularized) generators of stable L\'evy motions interrupted on crossing a boundary. This interpretation…
We study the Markov chain on $\mathbf{F}_p$ obtained by applying a function $f$ and adding $\pm\gamma$ with equal probability. When $f$ is a linear function, this is the well-studied Chung--Diaconis--Graham process. We consider two cases:…
For Markov chains with a partially ordered finite state space we show strong stationary duality under the condition of M\"obius monotonicity of the chain. We show relations of M\"obius monotonicity to other definitions of monotone chains.…
We study stochastic monotonicity and propagation of order for Markov processes with respect to stochastic integral orders characterized by cones of functions satisfying $\Phi f \geq 0$ for some linear operator $\Phi$. We introduce a new…
Graded posets frequently arise throughout combinatorics, where it is natural to try to count the number of elements of a fixed rank. These counting problems are often $\#\textbf{P}$-complete, so we consider approximation algorithms for…
We present a new approach to the amenability of groupoids (both in the measure theoretical and the topological setups) based on using Markov operators. We introduce the notion of an invariant Markov operator on a groupoid and show that the…
In this paper, we consider algorithms to decide the existence of strategies in MDPs for Boolean combinations of objectives. These objectives are omega-regular properties that need to be enforced either surely, almost surely, existentially,…
A positive linear operator $T$ between two unital $f$-algebras, with point separating order duals, $A$ and $B$ is called a Markov operator for which $% T\left( e_{1}\right) =e_{2}$ where $e_{1},e_{2}$ are the identities of $A$ and $B$…
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…
This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…
This article shows how coupled Markov chains that meet exactly after a random number of iterations can be used to generate unbiased estimators of the solutions of the Poisson equation. Through this connection, we re-derive known unbiased…
Using the renewal approach we prove exponential inequalities for additive functionals and empirical processes of ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The inequalities…
We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions. The conditions imposed on the transition…
We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…
This paper studies the long-time behavior of stochastic differential inclusions driven by maximal monotone operators, motivated by continuous-time models of first-order optimization methods under noisy or approximate operator information.…
Through a Metropolis-like algorithm with single step computational cost of order one, we build a Markov chain that relaxes to the canonical Fermi statistics for k non-interacting particles among m energy levels. Uniformly over the…
We study the problem of solving fixed-point equations for seminorm-contractive operators and establish foundational results on the non-asymptotic behavior of iterative algorithms in both deterministic and stochastic settings. Specifically,…
In this paper we establish $L^p$ boundedness properties for maximal operators, Littlewood-Paley functions and variation operators involving Poisson semigroups and resolvent operators associated with nonsymmetric Ornstein-Uhlenbeck…