Related papers: Green Measures for Markov Processes
Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…
We use a diagrammatic hopping expansion to calculate finite-temperature Green functions of the Bose-Hubbard model which describes bosons in an optical lattice. This technique allows for a summation of subsets of diagrams, so the divergence…
A class of Gaussian processes generalizing the usual fractional Brownian motion for Hurst indices in (1/2,1) and multifractal Brownian motion introduced in Ralchenko and Shevchenko (Theory Probab Math Stat 80, 2010) and Boufoussi et al.…
We consider random walks on the support of a random purely atomic measure on $\mathbb{R}^d$ with random jump probability rates. The jump range can be unbounded. The purely atomic measure is reversible for the random walk and stationary for…
An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…
The large deviations principle for the empirical measure for both continuous and discrete time Markov processes is well known. Various expressions are available for the rate function, but these expressions are usually as the solution to a…
Recently, general point interactions in one dimension has been used to model a large number of different phenomena in quantum mechanics. Such potentials, however, requires some sort of regularization to lead to meaningful results. The usual…
We consider a general class of branching processes in discrete time, where particles have types belonging to a Polish space and reproduce independently according to their type. If the process is critical and the mean distribution of types…
We characterise the multiplicative chaos measure $\mathcal{M}$ associated to planar Brownian motion introduced in [BBK94,AHS20,Jeg20a] by showing that it is the only random Borel measure satisfying a list of natural properties. These…
We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…
We study the images of the Markov measures under transformations generated by the Mealy automata. We find conditions under which the image measure is absolutely continuous or singular relative to the Markov measure. Also, we determine…
In the present paper, we obtain an explicit product formula for products of multiple integrals w.r.t. a random measure associated with a L\'evy process. As a building block, we use a representation formula for products of martingales from a…
We present a detailed study of a simple quantum stochastic process, the quantum phase space Brownian motion, which we obtain as the Markovian limit of a simple model of open quantum system. We show that this physical description of the…
A notion of convergence of excursion measures is introduced. It is proved that convergence of excursion measures implies convergence in law of the processes pieced together from excursions. This result is applied to obtain homogenization…
We construct a general measure for the degree of non-Markovian behavior in open quantum systems. This measure is based on the trace distance which quantifies the distinguishability of quantum states. It represents a functional of the…
Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This representation leads naturally to: - An efficient algorithm to…
The tail chain of a Markov chain can be used to model the dependence between extreme observations. For a positive recurrent Markov chain, the tail chain aids in describing the limit of a sequence of point processes $\{N_n,n\geq1\}$,…
In this note we prove convergence of Green functions with Neumann boundary conditions for the random walk to their continuous counterparts. Also a few Beurling type hitting estimates are obtained for the random walk on discretizations of…
We investigate the Green functions G(x,x^{\prime}) of some second order differential operators on R^{d+1} with singular coefficients depending only on one coordinate x_{0}. We express the Green functions by means of the Brownian motion.…
These are lecture notes from a course given at the CRM in Montreal in 1992. They survey the author's attempts to find and understand canonical probabilistic entities in a local field (e.g. p-adic) setting. We propose answers to the related…