Related papers: Absolute continuity, supports and idempotent split…
Under Stone/Priestley duality for distributive lattices, Esakia spaces correspond to Heyting algebras which leads to the well-known dual equivalence between the category of Esakia spaces and morphisms on one side and the category of Heyting…
Markov categories, having tensors with copying and discarding, provide a setting for categorical probability. This paper uses finite colimits and what we call uniform states in such Markov categories to define a (fixed size) multiset…
The probability folder of Mathlib, Lean's mathematical library, makes a heavy use of Markov kernels. We present their definition and properties and describe the formalization of the disintegration theorem for Markov kernels. That theorem is…
In this note, we consider general growth-fragmentation equations from a probabilistic point of view. Using Foster-Lyapunov techniques, we study the recurrence of the associated Markov process depending on the growth and fragmentation rates.…
Information-theory based variational principles have proven effective at providing scalable uncertainty quantification (i.e. robustness) bounds for quantities of interest in the presence of nonparametric model-form uncertainty. In this…
An infinite system of point particles placed in $\mathds{R}^d$ is studied. The particles are of two types; they perform random walks in the course of which those of distinct types repel each other. The interaction of this kind induces an…
We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the convex hull of unknown generating kernels. We utilize the…
We give a new characterization for mutual absolute continuity of probability measures on a filtered space. For this, we introduce a martingale limit $M$ that measures the similarity between the tails of the probability measures restricted…
We derive explicit upper bounds for the $\bar{d}$-distance between a chain of infinite order and its canonical $k$-steps Markov approximation. Our proof is entirely constructive and involves a "coupling from the past" argument. The new…
Markov numbers are integers that appear in the solution triples of the Diophantine equation, $x^2+y^2+z^2=3xyz$, called the Markov equation. A classical topic in number theory, these numbers are related to many areas of mathematics such as…
Categorical probability has recently seen significant advances through the formalism of Markov categories, within which several classical theorems have been proven in entirely abstract categorical terms. Closely related to Markov categories…
We consider Markov decision processes with synchronizing objectives, which require that a probability mass of $1-\epsilon$ accumulates in a designated set of target states, either once, always, infinitely often, or always from some point…
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…
Categories of partial functions have become increasingly important principally because of their applications in theoretical computer science. In this note we prove that the category of partial bijections between sets as an…
We investigate the supports of extremal martingale measures with pre-specified marginals in a two-period setting. First, we establish in full generality the equivalence between the extremality of a given measure $Q$ and the denseness in…
The asymptotic study of the conjugacy classes of a random element of the finite affine group leads one to define a probability measure on the set of all partitions of all positive integers. Four different probabilistic understandings of…
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
The main result of this note, Theorem 2, is the following: a Borel measure on the space of infinite Hermitian matrices, that is invariant under the action of the infinite unitary group and that admits well-defined projections onto the…
We consider a family of Markov chains whose transition dynamics are affected by model parameters. Understanding the parametric dependence of (complex) performance measures of such Markov chains is often of significant interest. The…
We consider notions of metrized categories, and then approximate categorical structures defined by a function of three variables generalizing the notion of $2$-metric space. We prove an embedding theorem giving sufficient conditions for an…