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Related papers: Disintegration of projective measures

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A $\lambda$-invariant measure of a sub-Markov chain is a left eigenvector of its transition matrix of eigenvalue $\lambda$. In this article, we give an explicit integral representation of the $\lambda$-invariant measures of subcritical…

Probability · Mathematics 2018-06-20 Pascal Maillard

For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control system. Its invariant…

Dynamical Systems · Mathematics 2018-04-05 Michel Benaïm , Fritz Colonius , Lettau Ralph

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…

Probability · Mathematics 2016-01-27 Eva Löcherbach

We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…

Probability · Mathematics 2017-04-03 Tristan Benoist , Martin Fraas , Yan Pautrat , Clément Pellegrini

We consider translation invariant measures on families of nearest-neighbor semi-infinite walks on the integer lattice. We assume that once walks meet, they coalesce. In $2d$, we classify the collective behavior of these walks under mild…

Probability · Mathematics 2019-01-01 Jon Chaika , Arjun Krishnan

Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…

Probability · Mathematics 2019-01-11 Luis Fredes , Jean-François Marckert

We study the projective systems in both continuous and discrete settings. These systems are linearizable by construction and thus, obviously, integrable. We show that in the continuous case it is possible to eliminate all variables but one…

solv-int · Physics 2015-06-26 S. Lafortune , B. Grammaticos , A. Ramani

We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…

Probability · Mathematics 2020-12-04 Dawid Czapla , Sander C. Hille , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

Spaces of quasi-invariant measures supplied with different topologies are studied. Their embeddings, projective decompositions, conditions for their metrizability are investigated. Theorems about convergence of nets of quasi-invariant…

Probability · Mathematics 2016-06-08 Sergey Victor Ludkowski

In order to obtain a well-defined path integral one often employs discretizations. In the case of General Relativity these generically break diffeomorphism symmetry, which has severe consequences since these symmetries determine the…

General Relativity and Quantum Cosmology · Physics 2012-05-24 Sebastian Steinhaus

Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…

Statistical Mechanics · Physics 2022-08-31 Leticia F. Cugliandolo , Vivien Lecomte , Frédéric Van Wijland

The aim of this paper is to prove ergodic decomposition theorems for probability measures quasi-invariant under Borel actions of inductively compact groups (Theorem 1) as well as for sigma-finite invariant measures (Corollary 1). For…

Dynamical Systems · Mathematics 2014-07-28 Alexander I. Bufetov

Two discrete dynamical systems are discussed and analyzed whose trajectories encode significant explicit information about a number of problems in combinatorial probability, including graphical enumeration on Riemann surfaces and random…

Exactly Solvable and Integrable Systems · Physics 2019-01-25 Tova Brown , Nicholas M. Ercolani

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

We study measure-theoretical aspects of torus piecewise isometries. Not much is known about this type of dynamical systems, except for the special case of one-dimensional interval exchange mappings. The last case is fundamentally different…

Dynamical Systems · Mathematics 2022-06-07 Michael Blank

It is known that Iterated Function Systems generated by orientation preserving homeomorphisms of the unit interval admit a unique invariant measure on $(0,1)$. The setup for this result is the positivity of Lyapunov exponents at both fixed…

Dynamical Systems · Mathematics 2019-06-04 Wojciech Czernous , Tomasz Szarek

In this paper we give general criteria on tightness and weak convergence of discrete Markov chains to symmetric jump processes on metric measure spaces under mild conditions. As an application, we investigate discrete approximation for a…

Probability · Mathematics 2010-09-01 Zhen-Qing Chen , Panki Kim , Takashi Kumagai

Conditioning, the central operation in Bayesian statistics, is formalised by the notion of disintegration of measures. However, due to the implicit nature of their definition, constructing disintegrations is often difficult. A folklore…

Statistics Theory · Mathematics 2025-08-04 Nathaël Da Costa , Marvin Pförtner , Jon Cockayne

We consider random walks on the group of orientation-preserving homeomorphisms of the real line ${\mathbb R}$. In particular, the fundamental question of uniqueness of an invariant measure of the generated process is raised. This problem…

Probability · Mathematics 2020-08-05 Sara Brofferio , Dariusz Buraczewski , Tomasz Szarek

This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…

Statistical Mechanics · Physics 2007-05-23 Guy Fayolle , Cyril Furtlehner