Related papers: Perturbation of an alpha-stable type stochastic pr…
We define a Markov process on the set of countable graphs with spins. Transitions are local substitutions in the graph. It is proved that the scaling macrodimension is an invariant of such dynamics.
Random spanning trees are among the most prominent determinantal point processes. We give four examples of random spanning trees on ladder-like graphs whose rungs form stationary renewal processes or regenerative processes of order two,…
Power systems, including synchronous generator systems, are typical systems that strive for stable operation. In this article, we numerically study the fault transient process of a synchronous generator system based on the first benchmark…
For a broad class of the Levy processes the new form (convolution type) of the infinitesimal generators is introduced. It leads to the new notions: a truncated generator, a quasi-potential. The probability of the Levy process remaining…
We introduce Markov Neural Processes (MNPs), a new class of Stochastic Processes (SPs) which are constructed by stacking sequences of neural parameterised Markov transition operators in function space. We prove that these Markov transition…
This paper consists of $3$ parts. The first part only considers classical processes and introduces two different extensions of the notion of hidden Markov process. In the second part, the notion of quantum hidden process is introduced. In…
We prove a stochastic averaging theorem for stochastic differential equations in which the slow and the fast variables interact. The approximate Markov fast motion is a family of Markov process with generator ${\mathcal L}_x$ for which we…
In this article we study the small ball probabilities in $L_2$-norm for a family of finite-dimensional perturbations of Gaussian functions. We define three types of perturbations: non-critical, partially critical and critical; and derive…
The perturbation semigroup was first defined in the case of $*$-algebras by Chamseddine, Connes and van Suijlekom. In this paper, we take $\mathcal{E}$ as a concrete operator system with unit. We first give a definition of gauge group…
The notion of a quasideterminant and a quasiminor of a matrix A=(a_{ij}) with not necessarily commuting entries was introduced recently by I.Gelfand and the second author. The ordinary determinant of a matrix with commuting entries can be…
We consider Markov processes with generator of the form $\gamma \mathcal{L}_{1} + \mathcal{L}_{0}$, in which $\mathcal{L}_{1}$ generates a so-called dominant process that converges at large times towards a random point in a fixed subset…
The evolution of a continuous time Markov process with a finite number of states is usually calculated by the Master equation - a linear differential equations with a singular generator matrix. We derive a general method for reducing the…
In this paper we construct a conservative Markov semi-group with generator $L=\Delta+b\cdot\nabla$ on $\mathbb{R}^n$, where $b$ is a divergence-free vector field which belongs to $L^{2}\cap L^{p}$ with $\frac{n}{2}<p$. The research is…
Given access to a single long trajectory generated by an unknown irreducible Markov chain $M$, we simulate an $\alpha$-lazy version of $M$ which is ergodic. This enables us to generalize recent results on estimation and identity testing…
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…
The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…
We introduce a prime number generator in the form of a stochastic algorithm. The character of such algorithm gives rise to a continuous phase transition which distinguishes a phase where the algorithm is able to reduce the whole system of…
We study a class of pseudo-differential operators with oscillating symbols or osc illating amplitudes appearing in the long-range scattering theory. We develop the basic calc ulus for operators from such classes and solve some concrete…
A general class of stochastic gene expression models with self regulation is considered. One or more genes randomly switch between regulatory states, each having a different mRNA transcription rate. The gene or genes are self regulating…
The literature on Bayesian methods for the analysis of discrete-time semi-Markov processes is sparse. In this paper, we introduce the semi-Markov beta-Stacy process, a stochastic process useful for the Bayesian non-parametric analysis of…