Related papers: Green Measures for Time Changed Markov Processes
Time reversal symmetry is a fundamental property of many quantum mechanical systems. The relation between statistical physics and time reversal is subtle and not all statistical theories conserve this particular symmetry, most notably…
Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…
There is a growing interest in methods for detecting and interpreting changes in experimental time evolution data. Based on measured time series, the quantitative characterization of dynamical phase transitions at bifurcation points of the…
Consider a Markov process \omega_t at equilibrium and some event C (a subset of the state-space of the process). A natural measure of correlations in the process is the pairwise correlation \Pr[\omega_0,\omega_t \in C] - \Pr[\omega_0 \in…
Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…
We study random holomorphic endomorphisms of P^k(C). Under some assumptions, we construct a random Green current and a random Green measure and we prove that these measures have mixing properties.
A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…
A subordinate Brownian motion $X$ is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. In this paper, when the Laplace exponent $\phi$ of the corresponding subordinator…
We show an invariance principle for rescaled clocks of positive semi-stable Markov processes, proving a conjecture presented in Remark 4 in Demni, Rouault, Zani [11], 2015.
Master equations are typically adopted to describe the dynamics of open quantum systems. Such equations are either in integro-differential or in time-local form, with the latter class more frequently adopted due to the simpler numerical…
We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…
We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means of the Krylov-Bogoliubov method. Furthermore, we focus on…
In this paper, we present a kernel-based, multi-task Gaussian Process (GP) model for approximating the underlying function of an individual's mobility state using a time-inhomogeneous Markov Process with two states: moves and pauses. Our…
A partial order on the set of metric measure spaces is defined; it generalizes the Lipschitz order of Gromov. We show that our partial order is closed when metric measure spaces are equipped with the Gromov-weak topology and give a new…
We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…
Nonequilibrium Green's functions represent underutilized means of studying the time evolution of quantum many-body systems. In view of a rising computer power, an effort is underway to apply the Green's functions formalism to the dynamics…
In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…
In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…
We consider the mean value properties for finite variation measures with respect to a Markov operator in a discrete environnement. We prove equivalent conditions for the weak mean value property in the case of general Markov operators and…
We study a random dynamical system such that one transformation is randomly selected from a family of transformations and then applied on each iteration. For such random dynamical systems, we consider estimates of absolutely continuous…