Related papers: Semi-Uniform Feller Stochastic Kernels

In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…

Opacity is a generic security property, that has been defined on (non probabilistic) transition systems and later on Markov chains with labels. For a secret predicate, given as a subset of runs, and a function describing the view of an…

In this note, we develop some of the basic theory of s-finite (measures and) kernels, a little-studied class that Staton has recently argued convincingly to be precisely the semantic counterpart of (first-order) probabilistic programs. We…

This work concerns the construction and characterization of product kernels for multivariate approximation from a finite set of discrete samples. To this end, we consider composing different component kernels, each acting on a…

I describe recent advances in our understanding of the hadronic form factors governing semileptonic meson transitions. The resulting framework provides a systematic approach to the experimental data, as a means of extracting precision…

The properties of Mittag-Leffler function is reviewed within the framework of an umbral formalism. We take advantage from the formal equivalence with the exponential function to define the relevant semigroup properties. We analyse the…

We examine a constrained Markov decision process under uncertain transition probabilities, with the uncertainty modeled as deviations from observed transition probabilities. We construct the uncertainty set associated with the deviations…

We introduce a general method for the construction of quasiprobability representations for arbitrary notions of quantum coherence. Our technique yields a nonnegative probability distribution for the decomposition of any classical state.…

While finite non-commutative operator systems lie at the foundation of quantum measurement, they are also tools for understanding geometric iterations as used in the theory of iterated function systems (IFSs) and in wavelet analysis. Key is…

We establish strong Feller property and irreducibility for the transition semigroup associated to a class of nonlinear stochastic partial differential equations with multiplicative degenerate noise. As a by-product, we prove uniqueness of…

This paper studies three ways to construct a nonhomogeneous jump Markov process: (i) via a compensator of the random measure of a multivariate point process, (ii) as a minimal solution of the backward Kolmogorov equation, and (iii) as a…

We study Borel systems and continuous systems of measures, with a focus on mapping properties: compositions, liftings, fibred products and disintegration. Parts of the theory we develop can be derived from known work in the literature, and…

In this paper we parallelly build up the theories of normed linear spaces and of linear spaces with indefinite metric, called also Minkowski spaces for finite dimensions in the literature. In the first part of this paper we collect the…

We study an extensive connection between factor forcings of Borel subsets of Polish spaces modulo a sigma-ideal, and factor forcings of subsets of countable sets modulo an ideal.

The relations between asymptotic stability, the eventual e-property and the e-property of Markov semigroups, acting on measures defined on general (Polish) metric spaces, are studied. While usually much attention is paid to asymptotic…

Multi-type Markov point processes offer a flexible framework for modelling complex multi-type point patterns where it is pertinent to capture both interactions between points as well as large scale trends depending on observed covariates.…

We give, for each level of complexity L, a Hurewicz-like characterization of the Borel subsets with countable sections of a product of two Polish spaces that cannot become in L by changing the two Polish topologies.

We consider autocovariance operators of a stationary stochastic process on a Polish space that is embedded into a reproducing kernel Hilbert space. We investigate how empirical estimates of these operators converge along realizations of the…

We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…

We develop a semi-parametric state-space model for time-series data with latent regime transitions. Classical Markov-switching models use fixed parametric transition functions, such as logistic or probit links, which restrict flexibility…