Related papers: Some Probabilistic Properties of General Topologic…
We develop a general theory for Markov chains whose transition probabilities are the coefficients of descent operators on combinatorial Hopf algebras. These model the breaking-then-recombining of combinational objects. Examples include the…
We study a mutliscale jump process introduced in a work by Crudu, Debussche, Muller and Radulescu. Using an adequate coupling, we are able to prove the strong convergence, for the uniform topology, to a piecewise deterministic Markov…
We combine the method of exchangeable pairs with Stein's method for functional approximation. As a result, we give a general linearity condition under which an abstract Gaussian approximation theorem for stochastic processes holds. We apply…
We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…
Every exchangeable Feller process taking values in a suitably nice combinatorial state space can be constructed by a system of iterated random Lipschitz functions. In discrete time, the construction proceeds by iterated application of…
We develop physically admissible lattice models in the harmonic approximation which define by Hamilton's variational principle fractional Laplacian matrices of the forms of power law matrix functions on the n -dimensional periodic and…
We introduce and study the class of linear transfers between probability distributions and the dual class of Kantorovich operators between function spaces. Linear transfers can be seen as an extension of convex lower semi-continuous…
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…
We show that the assumptions of the detailed balance and of the initial equilibrium macrostate, which are central to the Crooks fluctuation theorem (CFT), lead to all microstates along a trajectory to have equilibrium probabilities. We also…
Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…
Let $(X_i)$ be a stationary and ergodic Markov chain with kernel $Q$, $f$ an $L^2$ function on its state space. If $Q$ is a normal operator and $f = (I-Q)^{1/2}g$ (which is equivalent to the convergence of $\sum_{n=1}^\infty…
We classify and compute, by means of the six-dimensional embedding formalism in twistor space, all possible three-point functions in four dimensional conformal field theories involving bosonic or fermionic operators in irreducible…
We study a simple lattice model with local symmetry, whose construction is based on a crossed module of finite groups. Its dynamical degrees of freedom are associated both to links and faces of a four-dimensional lattice. In special limits…
The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…
The class of nonlinear Markov processes is characterized by the dependence of the current state of the process on its current distribution in addition to the dependence on the previous state. Due to this feature, these processes are…
The central limit theorem is, with the strong law of large numbers, one of the two fundamental limit theorems in probability theory. Benjamin Jourdain and Alvin Tse have extended to non-linear functionals of the empirical measure of…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
In this note, the time reversible case of a general theorem of Bhattacharya is shown to imply the Kipnis-Varadhan functional central limit theorem for ergodic Markov processes. To this end, a few results from semigroup theory, including the…
We establish finite-dimensional central limit theorems for local, additive, interaction functions of temporally evolving point processes. The dynamics are those of a spatial Poisson process on the flat torus with points subject to a…
The fluctuation-dissipation theorem (FDT) is very general and applies to a broad variety of different physical phenomena in condensed matter physics. With the help of the FDT and following the famous work of Caldeira and Leggett, we show…