Related papers: Strong Feller semigroups and Markov processes: A c…
Nash and Sobolev inequalities are known to be equivalent to ultracontractive properties of heat-like Markov semigroups, hence to uniform on-diagonal bounds on their kernel densities. In non ultracontractive settings, such bounds can not…
In this article we prove the existence of solutions to the singular coagulation equation with multifragmentation. We use weighted $L^1$-spaces to deal with the singularities and to obtain regular solutions. The Smoluchowski kernel is…
From the perspective of the theory of operator semigroups, we reflect back on the classical theorem of Portenko devoted to approximation of skew Brownian motion. The theorem says that by concentrating the power of drift of a diffusion…
In this paper we discuss weak convergence of continuous-time Markov chains to a non-symmetric pure jump process. We approach this problem using Dirichlet forms as well as semimartingales. As an application, we discuss how to approximate a…
We study infinite systems of particles which undergo coalescence and fragmentation, in a manner determined solely by their masses. A pair of particles having masses $x$ and $y$ coalesces at a given rate $K(x,y)$. A particle of mass $x$…
Let $\mu$ = ($\mu$t)t$\in$R be any 1-parameter family of probability measures on R. Its quantile process (Gt)t$\in$R : ]0, 1[ $\rightarrow$ RR, given by Gt($\alpha$) = inf{x $\in$ R : $\mu$t(]--$\infty$, x]) > $\alpha$}, is not Markov in…
Comparison results for Markov processes w.r.t. function class induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach…
In the paper we prove the existence of probabilistic solutions to systems of the form $-Au=F(x,u)+\mu$, where $F$ satisfies a generalized sign condition and $\mu$ is a smooth measure. As for $A$ we assume that it is a generator of a Markov…
We prove that any weak* continuous semigroup $(T_t)_{t \geq 0}$ of Markov Fourier multipliers acting on a group von Neumann algebra $\mathrm{VN}(G)$ associated to a locally compact group $G$ can be dilated by a weak* continuous group of…
In this paper we investigate the action of Polish groups (not necessary abelian) on an uncountable Polish spaces. We consider two main situations. First, when the orbits given by group action are small and the second when the family of…
Let $\sigma:\boldsymbol{\Sigma}\to\boldsymbol{\Sigma}$ be the left shift acting on $ \boldsymbol{\Sigma} $, a one-sided Markov subshift on a countable alphabet. Our intention is to guarantee the existence of $\sigma$-invariant Borel…
Our first motivation was the question: can a countable structure have an automorphism group, which a free uncountable group? This is answered negatively in [Sh:744]. Lecturing in a conference in Rutgers, February 2001, I was asked whether I…
We describe a Markov dilation for any weak* continuous semigroup $(T_t)_{t \geq 0}$ of selfadjoint unital completely positive Fourier multipliers acting on the group von Neumann algebra $\mathrm{VN}(G)$ of a locally compact group $G$.
We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of the domain of the generator of the process. The result holds…
We have recently defined a weak Markovian bisimulation equivalence in an integrated-time setting, which reduces sequences of exponentially timed internal actions to individual exponentially timed internal actions having the same average…
We prove that no quantifier-free formula in the language of group theory can define the $\aleph_1$-half graph in a Polish group, thus generalising some results from [6]. We then pose some questions on the space of groups of automorphisms of…
Menger's conjecture that Menger spaces are /sigma-compact is false; it is true for analytic subspaces of Polish spaces and undecidable for more complex definable subspaces of Polish spaces. For non-metrizable spaces, analytic Menger spaces…
We establish an exact formula relating the survival probability for certain L\'evy flights (viz. asymmetric $\alpha$-stable processes where $\alpha = 1/2$) with the survival probability for the order statistics of the running maxima of two…
We prove that every open $\sigma$-locally Polish groupoid $G$ is Borel equivalent to the groupoid of models on the Urysohn sphere $\mathbb{U}$ of an $\mathcal{L}_{\omega_1\omega}$-sentence in continuous logic. In particular, the orbit…
We prove that the complete modified logarithmic Sobolev constant of a quantum Markov semigroup is bounded by the inverse of its complete positivity mixing time. For classical Markov semigroups, this implies that every sub-Laplacian given by…