Related papers: Exchangeable Fragmentation-Coalescence processes a…

Poissonian ensembles of Markov loops on a finite graph define a random graph process in which the addition of a loop can merge more than two connected components. We study Markov loops on the complete graph derived from a simple random walk…

For a given ergodic measure preserving transformation T of a standard measure space each finite labelled partition defines an ergodic stationary process. There is a complete metric on the space of partitions which is separable. Various…

We analyze general aspects of exchangeable quantum stochastic processes, as well as some concrete cases relevant for several applications to Quantum Physics and Probability. We establish that there is a one-to-one correspondence between…

Regularity properties of the pressure are related to phase transitions. In this article we study thermodynamic formalism for systems defined in non-compact phase spaces, our main focus being countable Markov shifts. We produce metric…

We propose methods to estimate the individual $\beta$-mixing coefficients of a real-valued geometrically ergodic Markov process from a single sample-path $X_0,X_1, \dots,X_n$. Under standard smoothness conditions on the densities, namely,…

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…

We construct the non-linear Markov process connected with biological model of bacterial genome recombination. The description of invariant measures of this process gives us the solution of one problem in elementary probability theory.

Iteration of randomly chosen quadratic maps defines a Markov process: X_{n+1}=\epsilon_{n+1}X_n(1-X_n), where \epsilon_n are i.i.d. with values in the parameter space [0,4] of quadratic maps F_{\theta}(x)=\theta x(1-x). Its study is of…

We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

We introduce an algorithm for generating a random sequence of fragmentation trees, which we call the ancestral branching algorithm. This algorithm builds on the recursive partitioning structure of a tree and gives rise to an associated…

In this paper we develop the theory of {\it polymorphisms} of measure spaces, which is a generalization of the theory of measure-preserving transformations; we describe the main notions and discuss relations to the theory of Markov…

The time evolution of the one-point probability vector of stochastic processes and quantum processes for $N$-level systems have been unified. Hence, quantum states and quantum operations can be regarded as generalizations of the one-point…

We consider piecewise deterministic Markov processes with degenerate transition kernels of the "house-of-cards"-type. We use a splitting scheme based on jump times to prove the absolute continuity, as well as some regularity, of the…

We introduce and analyse a class of fragmentation-coalescence processes defined on finite systems of particles organised into clusters. Coalescent events merge multiple clusters simultaneously to form a single larger cluster, while…

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…

We investigate permutation-invariant continuous variable quantum states and their covariance matrices. We provide a complete characterization of the latter with respect to permutation-invariance, exchangeability and representing convex…

In this paper we study splittings of a Poisson point process which are equivariant under a conservative transformation. We show that, if the Cartesian powers of this transformation are all ergodic, the only ergodic splitting is the obvious…

We construct an infinitely exchangeable process on the set $\cate$ of subsets of the power set of the natural numbers $\mathbb{N}$ via a Poisson point process with mean measure $\Lambda$ on the power set of $\mathbb{N}$. Each $E\in\cate$…

Let $X:=(X_t)_{t\geq 0}$ be an ergodic Markov process on $\real^d$, and $p>0$. We derive upper bounds of the $p$-Wasserstein distance between the invariant measure and the empirical measures of the Markov process $X$. For this we assume,…