Related papers: Iterates of multidimensional Bernstein-type operat…
Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…
The Moran discrete process and the Wright-Fisher modelare the most popular models in population genetics. It is common tounderstand the dynamics of these models to use an approximating diffusionprocess, called Wright-Fisher diffusion. Here,…
In this paper, a new generalized Bernstein-Bezier type operators is constructed.The estimates of the moments of these operators are investigated. The rate of convergence in terms of modulus of continuity is given. Then, the equivalent…
We introduce a Bernstein-type inequality which serves to uniformly control quadratic forms of gaussian variables. The latter can for example be used to derive sharp model selection criteria for linear estimation in linear regression and…
This paper considers a network of infinite-server queues with the special feature that, triggered by specific events, the network population vector may undergo a linear transformation (a `multiplicative transition'). For this model we…
The paper studies a class of Ornstein-Uhlenbeck processes on the classical Wiener space. These processes are associated with a diffusion type Dirichlet form whose corresponding diffusion operator is unbounded in the Cameron-Martin space. It…
In a (two-type) Wright-Fisher diffusion with directional selection and two-way mutation, let $x$ denote today's frequency of the beneficial type, and given $x$, let $h(x)$ be the probability that, among all individuals of today's…
We develop a Hilbert-space approach to the diffusion process of the Brownian motion in a bounded domain with random jumps from the boundary introduced by Ben-Ari and Pinsky in 2007. The generator of the process is introduced by a diffusion…
In this paper, we propose a drift-diffusion process on the probability simplex to study stochastic fluctuations in probability spaces. We construct a counting process for linear detailed balanced chemical reactions with finite species such…
The Wright--Fisher diffusion is important in population genetics in modelling the evolution of allele frequencies over time subject to the influence of biological phenomena such as selection, mutation, and genetic drift. Simulating paths of…
In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…
In this work, we consider, in a general setting, multiparameter multidimensional Markov processes that are time-changed by an independent additive subordinator. By extending Phillips theorem, we show that the resulting process is a Feller…
Policy iteration and value iteration are at the core of many (approximate) dynamic programming methods. For Markov Decision Processes with finite state and action spaces, we show that they are instances of semismooth Newton-type methods to…
For an increasing sequence $(T_n)$ of one-parameter semigroups of sub Markovian kernel operators over a Polish space, we study the limit semigroup and prove sufficient conditions for it to be strongly Feller. In particular, we show that the…
A time and space inhomogeneous Markov process is a Feller evolution process, if the corresponding evolution system on the continuous functions vanishing at infinity is strongly continuous. We discuss generators of such systems and show that…
We obtain approximation results for general positive linear operators satisfying mild conditions, when acting on discontinuous functions and absolutely continuous functions having discontinuous derivatives. The upper bounds, given in terms…
We show that any stochastically monotone Feller semigroup on R can be extended by a consistent family of order-preserving Feller semigroups on the successive powers of R. We exhibit a specific such family, which is uniquely characterized by…
For the symmetric case of space-fractional diffusion processes (whose basic analytic theory has been developed in 1952 by Feller via inversion of Riesz potential operators) we present three random walk models discrete in space and time. We…
We introduce a positive linear operator acting on the Banach space of all continuous functions on the unit interval via the Moran model studied in population genetics. We show that this operator, named the Moran operator, uniformly…
A convenient way to represent a nonlinear input-output system in control theory is via a Chen-Fliess functional expansion or Fliess operator. The general goal of this paper is to describe how to approximate Fliess operators with iterated…