相关论文: On the notion(s) of duality for Markov processes

In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are…

We consider a Markov chain of point processes such that each state is a super position of an independent cluster process with the previous state as its centre process together with some independent noise process. The model extends earlier…

Successive divisions of compact metric spaces appear in many different areas of mathematics such as the construction of self-similar sets, Markov partitions associated with hyperbolic dynamical systems, dyadic cubes associated with a…

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…

Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

The goal of this paper is threefold. First, we survey the existing results on Hunt's hypothesis (H) for Markov processes and Getoor's conjecture for L\'{e}vy processes. Second, we investigate (H) for multidimensional L\'{e}vy processes from…

The duality theory of the Monge-Kantorovich transport problem is investigated in an abstract measure theoretic framework. Let $(\mathcal{X},\mathcal{F},\mu)$ and $(\mathcal{Y},\mathcal{G},\nu)$ be any probability spaces and…

The concept of wave-particle duality holds significant importance in the field of quantum mechanics, as it elucidates the dual nature encompassing both wave-like and particle-like properties exhibited by microscopic particles. In this…

In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…

We consider iterated function systems (finite or countable), together with linear and continuous operators on Hilbert spaces, which enable us to construct Markov-type operators. Under suitable conditions, these Markov-type operators have…

This article is a lecture note on the potential theory of (possibly non-reversible) Markov processes and on the connection of this theory with quantitative analysis of the metastability of stochastic processes.

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…

Many continuous reaction-diffusion models on $\mathbb{Z}$ (annihilating or coalescing random walks, exclusion processes, voter models) admit a rich set of Markov duality functions which determine the single time distribution. A common…

The notions of $k$-separability and $k$-producibility are useful and expressive tools for the characterization of entanglement in multipartite quantum systems, when a more detailed analysis would be infeasible or simply needless. In this…

Density function describes the density of states in the state space of a dynamic system or a Markov Decision Process (MDP). Its evolution follows the Liouville equation. We show that the density function is the dual of the value function in…

We consider almost upper semi-continuous processes defined on a finite Markov chain. The distributions of the functionals associated with the exit from a finite interval are studied. We also consider some modification of these processes.

This article characterizes topological duals of spaces of cadlag processes. We obtain extensions of functional analytic results of Dellacherie and Meyer that underlie many fundamental results in stochastic analysis. In particular, we obtain…

Fundamental duality is a concept which refers to two irreducible, heterogeneous principles which are in opposite and complementary of each other. The complementary principle in quantum mechanics is also praised by Bohr. This important…

This is the second of two works concerning the Sobolev calculus on metric measure spaces and its applications. In this work, we focus on several approaches to vector calculus in the non-smooth setting of complete and separable metric spaces…