Related papers: Iterates of multidimensional Bernstein-type operat…
The Mittag-Leffler process $X=(X_t)_{t\ge 0}$ is introduced. This Markov process has the property that its marginal random variables $X_t$ are Mittag-Leffler distributed with parameter $e^{-t}$, $t\in [0,\infty)$, and the semigroup…
In this paper, we introduce the higher order generalization of Bernstein type operators defined by (p,q)-integers. We establish some approximation results for these new operators by using the modulus of continuity.
It is well known that iterates of quasi-compact operators converge towards a spectral projection, whereas the explicit construction of the limiting operator is in general hard to obtain. Here, we show a simple method to explicitly construct…
The paper deals with multidimensional Bochner-Phillips functional calculus. In the previous paper by the author bounded perturbations of Bernstein functions of several commuting semigroup generators on Banach spaces where considered,…
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…
In this paper we consider a random walk of a particle in $\mathbb{R}^d$. Convergence of different transformations of trajectories of random flights with Poisson switching moments has been obtained by Davydov and Konakov, as well as…
The large deviations at various levels that are explicit for Markov jump processes satisfying detailed-balance are revisited in terms of the supersymmetric quantum Hamiltonian $H$ that can be obtained from the Markov generator via a…
We construct admissible circulant Laplacian matrix functions as generators for strictly increasing random walks on the integer line. These Laplacian matrix functions refer to a certain class of Bernstein functions. The approach has…
The stationary distribution of a sample taken from a Wright-Fisher diffusion with general small mutation rates is found using a coalescent approach. The approximation is equivalent to having at most one mutation in the coalescent tree to…
We are interested in the long-time behavior of a diploid population with sexual reproduction, characterized by its genotype composition at one bi-allelic locus. The population is modeled by a 3-dimensional birth-and-death process with…
Bernstein's theorem (also called Hausdorff--Bernstein--Widder theorem) enables the integral representation of a completely monotonic function. We introduce a finite completely monotonic function, which is a completely monotonic function…
Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition probabilities. Unfortunately, accounting for uncertainty in the…
In this note we prove the strong Feller property of a strong Markov quasi diffusion process corresponding to an elliptic operator with merely bounded measurable coefficients. We also prove H\"older continuity of harmonic functions…
In this study, we introduce a new iterative processes to approximate common fixed points of an infinite family of quasi-nonexpansive mappings and obtain a strongly convergent iterative sequence to the common fixed points of these mappings…
We study a generalization of the Wigner function to arbitrary tuples of hermitian operators, which is a distribution uniquely characterized by the property that the marginals for all linear combinations of the given operators agree with the…
This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.…
This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…
We study the long-term behavior of weighted multi-type branching processes, focusing on extending classical laws of large numbers and martingale convergence to settings with infinitely many weighted particles, arbitrary type spaces and…
There are many results on the simultaneous approximation by sequences of special positive linear operators. In the year 1978, Ismail and May as well as Volkov independently studied operators of exponential type covering the most classical…
We consider the pointwise weighted approximation by Bernstein operators with inner singularities. The related weight functions are weights $\bar{w}(x)=|x-\xi|^\alpha(0<\xi<1,\ \alpha>0).$ In this paper we give direct and inverse results of…