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We study a family of continuous time Markov jump processes on strict partitions (partitions with distinct parts) preserving the distributions introduced by Borodin (1997) in connection with projective representations of the infinite…

Probability · Mathematics 2011-04-19 Leonid Petrov

We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…

Probability · Mathematics 2007-05-23 Luigi Ambrosio , Giuseppe Savare , Lorenzo Zambotti

Random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniformly continuous and contractive are considered. A non-degeneracy and a…

Dynamical Systems · Mathematics 2014-11-18 Ivan Werner

We consider a class of large-scale interacting systems with one conservation law satisfying the ``degree-preserving property'', and study the classification of their invariant measures and their hydrodynamic limits. Under a few basic…

Probability · Mathematics 2026-04-07 Chiara Franceschini , Patrícia Gonçalves , Kohei Hayashi , Makiko Sasada

We study existence and uniqueness of invariant probability measures for continuous-time Markov processes on general state spaces. Existence is obtained from tightness of time averages under a weak regularity assumption inspired by…

Probability · Mathematics 2026-01-21 Jean-Gabriel Attali

We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary…

Probability · Mathematics 2013-03-04 Alexei Borodin , Grigori Olshanski

In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…

Dynamical Systems · Mathematics 2014-08-04 Xavier Garcia , Jennifer Kunze , Thomas Rudelius , Anthony Sanchez , Sijing Shao , Emily Speranza , Chad Vidden

Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…

Probability · Mathematics 2021-08-03 Alain Durmus , Arnaud Guillin , Pierre Monmarché

Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…

Probability · Mathematics 2021-04-21 Uwe Franz , Naofumi Muraki

In [Aldous,Pitman,1998] a tree-valued Markov chain is derived by pruning off more and more subtrees along the edges of a Galton-Watson tree. More recently, in [Abraham,Delmas,2012], a continuous analogue of the tree-valued pruning dynamics…

Probability · Mathematics 2015-11-26 Wolfgang Löhr , Guillaume Voisin , Anita Winter

The invariant measure is a fundamental object in the theory of Markov processes. In finite dimensions a Markov process is defined by transition rates of the corresponding stochastic matrix. The Markov tree theorem provides an explicit…

Probability · Mathematics 2019-10-08 Artur Stephan

We construct a four parameter (z, z', a, b) family of Markov dynamics that preserve the z-measures on the boundary of the branching graph for classical Lie groups of type B, C, D. Our guiding principle is the "method of intertwiners" used…

Probability · Mathematics 2017-09-01 Cesar Cuenca

A distributional equation as a criterion for invariant measures of Markov processes associated to L\'evy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated…

Probability · Mathematics 2022-08-17 Anita Behme , David Oechsler

We investigate the statistical stability of a class of dynamical systems semi-conjugate to pre-piecewise \textit{convex or expanding} maps with countably many branches. These systems naturally arise in the study of transformations with…

Dynamical Systems · Mathematics 2026-05-19 Rafael Lucena

It is possible to consider stochastic models of sequence evolution in phylogenetics in the context of a dynamical tensor description inspired from physics. Approaching the problem in this framework allows for the well developed methods of…

Populations and Evolution · Quantitative Biology 2007-05-23 J. G. Sumner , P. D. Jarvis

We study the finiteness of physical measures for skew-product transformations $F$ associated with discrete-time random dynamical systems driven by ergodic Markov chains. We develop a framework, using an independent and identically…

Dynamical Systems · Mathematics 2025-07-18 Pablo G. Barrientos , Dominique Malicet , Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

The dynamics of the solutions to a class of conservative SPDEs are analysed from two perspectives: Firstly, a probabilistic construction of a corresponding random dynamical system is given for the first time. Secondly, the existence and…

Probability · Mathematics 2022-06-30 Benjamin Fehrman , Benjamin Gess , Rishabh S. Gvalani

A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ which should be thought of as a multi-type L\'evy process: the second component $J$ is a Markov chain on a finite space $\{1,\ldots,K\}$, and…

Probability · Mathematics 2018-10-04 Robin Stephenson

This thesis develops and expands upon known techniques of mathematical physics relevant to the analysis of the popular Markov model of phylogenetic trees required in biology to reconstruct the evolutionary relationships of taxonomic units…

Quantitative Methods · Quantitative Biology 2007-10-18 J G Sumner

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska
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