Related papers: Positive Markov processes in Laplace duality
We develop a methodology for closing duality gap and guaranteeing strong duality in infinite convex optimization. Specifically, we examine two new Lagrangian-type dual formulations involving infinitely many dual variables and infinite sums…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
The basic model for incompressible two-phase flows with phase transitions is derived from basic principles and shown to be thermodynamically consistent in the sense that the total energy is conserved and the total entropy is nondecreasing.…
We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…
We develop the theory of strong stationary duality for diffusion processes on compact intervals. We analytically derive the generator and boundary behavior of the dual process and recover a central tenet of the classical Markov chain theory…
We consider synchronizing properties of Markov decision processes (MDP), viewed as generators of sequences of probability distributions over states. A probability distribution is p-synchronizing if the probability mass is at least p in some…
In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and…
We establish that, for a Markov semi-group, $L^2$ hypocoercivity, i.e. contractivity for a modified $L^2$ norm, implies quantitative deviation bounds for additive functionals of the associated Markov process and exponential integrability of…
The Fantappi\`e and Laplace transforms realize isomorphisms between analytic functionals supported on a convex compact set $K\subset{\mathbb C}^n$ and certain spaces of holomorphic functions associated with $K$. Viewing the Bergman space of…
The aim of this note is to give a straightforward proof of a general version of the Ciesielski-Taylor identity for positive self-similar Markov processes of the spectrally negative type which umbrellas all previously known Ciesielski-Taylor…
We prove duality relations for two interacting particle systems: the $q$-deformed totally asymmetric simple exclusion process ($q$-TASEP) and the asymmetric simple exclusion process (ASEP). Expectations of the duality functionals correspond…
In the paper we prove the existence of probabilistic solutions to systems of the form $-Au=F(x,u)+\mu$, where $F$ satisfies a generalized sign condition and $\mu$ is a smooth measure. As for $A$ we assume that it is a generator of a Markov…
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…
In this paper we use duality techniques to study a combination of the well-known contact process (CP) and the somewhat less-known annihilating branching process. As the latter can be seen as a cancellative version of the contact process, we…
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…
Relaxation and first passage processes are the pillars of kinetics in condensed matter, polymeric and single-molecule systems. Yet, an explicit connection between relaxation and first passage time-scales so far remained elusive. Here we…
An uniform LP duality is an useful property of conic matrix systems. A consistent linear conic optimization problem yields uniform LP duality if for any linear cost function, for which the primal problem has finite optimal value, the…
The notion of Laplace invariants is transferred to the lattices and discrete equations which are difference analogs of hyperbolic PDE's with two independent variables. The sequence of Laplace invariants satisfy the discrete analog of…
Relaxation rates are key characteristics of quantum processes, as they determine how quickly a quantum system thermalizes, equilibrates, decoheres, and dissipates. While they play a crucial role in theoretical analyses, relaxation rates are…
The networks of this -- primarily (but not exclusively) expository -- compendium are strongly connected, finite directed graphs $X$, where each oriented edge $(x,y)$ is equipped with a positive weight (conductance) $a(x,y)$. We are not…