Related papers: Positive Markov processes in Laplace duality
In this paper we investigate admissibility of the control operator $B$ in a Hilbert space state-delayed dynamical system setting of the form $\dot{z}(t)=Az(t-\tau)+Bu(t)$, where $A$ generates a diagonal semigroup and $u$ is a scalar input…
In this paper we consider an Ornstein-Uhlenbeck (OU) process $(M(t))_{t\geqslant 0}$ whose parameters are determined by an external Markov process $(X(t))_{t\geqslant 0}$ on a finite state space $\{1,\ldots,d\}$; this process is usually…
We consider the asymmetric simple exclusion process (ASEP) on a finite lattice with periodic boundary conditions, conditioned to carry an atypically low current. For an infinite discrete set of currents, parametrized by the driving strength…
The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…
By using the algebraic construction outlined in \cite{CGRS}, we introduce several Markov processes related to the ${\mathcal{U}}_q(\mathfrak{su}(1,1))$ quantum Lie algebra. These processes serve as asymmetric transport models and their…
We prove existence and asymptotic behavior of the transition density for a large class of subordinators whose Laplace exponents satisfy lower scaling condition at infinity. Furthermore, we present lower and upper bounds for the density.…
Macdonald processes are measures on sequences of integer partitions built using the Cauchy summation identity for Macdonald symmetric functions. These measures are a useful tool to uncover the integrability of many probabilistic systems,…
It is well known that under some conditions the almost sure survival probability of a multitype branching processes in random environment is positive if the Lyapunov exponent corresponding to the expectation matrices is positive, and zero…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
Conditioning a multitype Galton-Watson process to stay alive into the indefinite future leads to what is known as its associated $Q$-process. We show that the same holds true if the process is conditioned to reach a positive threshold or a…
We give necessary and sufficient conditions for laws of large numbers to hold in $L^2$ for the empirical measure of a large class of branching Markov processes, including $\lambda$-positive systems but also some $\lambda$-transient ones,…
For equality-constrained linear mixed-integer programs (MIP) defined by rational data, it is known that the subadditive dual is a strong dual and that there exists an optimal solution of a particular form, termed generator subadditive…
Open fermion systems with energy-independent bilinear coupling to a fermionic environment have been shown to obey a general duality relation [Phys. Rev. B 93, 81411 (2016)] which allows for a drastic simplification of time-evolution…
A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…
It is well-known that well-posedness of a martingale problem in the class of continuous (or r.c.l.l.) solutions enables one to construct the associated transition probability functions. We extend this result to the case when the martingale…
In this paper, we study discrete-time absorbing Markov Decision Processes (MDP) with measurable state space and Borel action space with a given initial distribution. For such models, solutions to the characteristic equation that are not…
Consider a spectrally positive L\'evy process $Z$ with log-Laplace exponent $\Psi$ and a positive continuous function $R$ on $(0,\infty)$. We investigate the entrance from $\infty$ of the process $X$ obtained by changing time in $Z$ with…
We find all factorized duality functions for a class of interacting particle systems. The functions we recover are self-duality functions for interacting particle systems such as zero-range processes, symmetric inclusion and exclusion…
We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…
We consider the integral v(y) = Ky f (x)dx on a domain Ky = {x $\in$ R d\,: g(x) $\le$ y}, where g is nonnegative and Ky is compact for all y $\in$ [0, +$\infty$). Under some assumptions, we show that for every y $\in$ (0, $\infty$) there…