Related papers: Long Time Behavior of General Markov Additive Proc…
The paper deals with the problem of long-time asymptotic behaviour of solutions for classes of ODEs and PDEs, perturbed by stationary noises. The latter are not assumed to be $\delta$-correlated in time, so that the evolution in question is…
The dynamics of a tracer particle in a stationary driven granular gas is investigated. We show how to transform the linear Boltzmann equation describing the dynamics of the tracer into a master equation for a continuous Markov process. The…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
Continuous measurements are central to quantum control and sensing, yet lack a model-independent operational description that can be applied to arbitrary non-Markovian processes without specifying a microscopic measurement model. Existing…
Our main result is the martingale representations for Markov additive processes where the modulator is a Levy process. These processes have three parts: the modulator, the jumps of the ordinate triggered by the modulator, and the…
The purpose of this paper is twofold. First, we introduce a family of generalized Markov-Hurwitz equations, extending classical Markov-Hurwitz equations with additional degree n-1 interaction terms, Gyoda and Matsushita's generalized Markov…
Dating from the work of Neuts in the 1980s, the field of matrix-analytic methods has been developed to analyse discrete or continuous-time Markov chains with a two-dimensional state space in which the increment of a level variable is…
We show that the joint probability generating function of the stationary measure of a finite state asymmetric exclusion process with open boundaries can be expressed in terms of joint moments of Markov processes called quadratic harnesses.…
These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and…
Comparison results for Markov processes w.r.t. function class induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach…
We observe the continuous-time Markov Branching Process without high-order moments and allowing Immigration. Limit properties of transition functions and their convergence to invariant measures are investigated. Main mathematical tool is…
We study a general class of translation invariant quantum Markov evolutions for a particle on $\bbZ^d$. The evolution consists of free flow, interrupted by scattering events. We assume spatial locality of the scattering events and…
It is shown that large deviation statistical quantities of the discrete time, finite state Markov process $P_{n+1}^{(j)}=\sum_{k=1}^NH_{jk}P_n^{(k)}$, where P_n^{(j)} is the probability for the j-state at the time step n and H_{jk} is the…
This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process that takes values in a finite partially ordered set and…
We derive the exact beyond-linear fluctuation dissipation relation, connecting the response of a generic observable to the appropriate correlation functions, for Markov systems. The relation, which takes a similar form for systems governed…
Around the 1960s a celebrated collection of papers emerged offering a number of explicit identities for the class of isotropic stable processes in one and higher dimensions; these include, for example, the lauded works of Blumenthal,…
An autoregressive process with Markov regime is an autoregressive process for which the regression function at each time point is given by a nonobservable Markov chain. In this paper we consider the asymptotic properties of the maximum…
We study a multivariate Hawkes process with long-range interactions, where the interaction strength decays as a power-law in the distance of the particles with exponent $1+\alpha.$ Our main focus is on the long-time asymptotic behavior of…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
We present a new method for evaluating the response of a moving qubit detector interacting with a scalar field in Minkowski spacetime. We treat the detector as an open quantum system, but we do not invoke the Markov approximation. The…