Related papers: K-processes, scaling limit and aging for the REM-l…
We discuss relaxation and aging processes in the one- and two-dimensional $ABC$ models. In these driven diffusive systems of three particle types, biased exchanges in one direction yield a coarsening process characterized in the long time…
Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions…
We have studied Markov processes on denumerable state space and continuous time. We found that all these processes are connected via gauge transformations. We have used this result before as a method for resolution of equations, included…
We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate conjectures for diffusions with inert drift.
We study Markov processes conditioned so that their local time must grow slower than a prescribed function. Building upon recent work on Brownian motion with constrained local time in [5] and [33], we study transience and recurrence for a…
We consider the large-time dynamics of one-dimensional processes involving adsorption and desorption of extended hard-core particles (dimers, trimers,\,$\cdots,k$-mers), while interacting through their constituent monomers. Desorption can…
A lumping of a Markov chain is a coordinate-wise projection of the chain. We characterise the entropy rate preservation of a lumping of an aperiodic and irreducible Markov chain on a finite state space by the random growth rate of the…
In this paper we consider heavy tailed Markov renewal processes and we prove that, suitably renormalised, they converge in law towards the $\ga$-stable regenerative set. We then apply these results to the strip wetting model which is a…
We consider a lattice of weakly interacting quantum Markov processes. Without interaction, the dynamics at each site is relaxing exponentially to a unique stationary state. With interaction, we show that there remains a unique stationary…
We study an interacting particle process on a finite ring with $L$ sites with at most $K$ particles per site, in which particles hop to nearest neighbors with rates given in terms of $t$-deformed integers and asymmetry parameter $q$, where…
It is common, when dealing with quantum processes involving a subsystem of a much larger composite closed system, to treat them as effectively memory-less (Markovian). While open systems theory tells us that non-Markovian processes should…
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…
We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…
Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…
We study the effect of temperature shift on aging phenomena in the Random Energy Model (REM). From calculation on the correlation function and simulation on the Zero-Field-Cooled magnetization, we find that the REM satisfies a scaling…
We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…
We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the inter-event time of successive renewals. The state describes certain…
The classical embeddability problem asks whether a given stochastic matrix $T$, describing transition probabilities of a $d$-level system, can arise from the underlying homogeneous continuous-time Markov process. Here, we investigate the…
Recent studies on the phenomenology of ageing in certain many-particle systems which are at a critical point of their non-equilibrium steady-states, are reviewed. Examples include the contact process, the parity-conserving…
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…