相关论文: Markov semigroups with hypocoercive-type generator…
We determine explicit formulas for the bisectors used in constructing a Dirichlet fundamental domain in hyperbolic two and three space. They are compared with the isometric spheres employed in the construction of a Ford domain and used to…
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.
In this paper we study the global boundedness for the solutions to a class of possibly degenerate parabolic equations by De-Giorgi's iteration. As applications, we show the existence of weak solutions for possibly degenerate stochastic…
The variability of structure in a finite Markov equivalence class of causally sufficient models represented by directed acyclic graphs has been fully characterized. Without causal sufficiency, an infinite semi-Markov equivalence class of…
We investigate aspects of semimartingale decompositions, approximation and the martingale representation for multidimensional correlated Markov processes. A new interpretation of the dependence among processes is given using the martingale…
We prove a complete class theorem that characterizes \emph{all} stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible. Aside from two degenerate cases (iid and…
We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of…
Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…
In this set of notes, a complete, pedagogical tutorial for applying mean field theory to the two-dimensional Ising model is presented. Beginning with the motivation and basis for mean field theory, we formally derive the Bogoliubov…
Given a closed surface $S$ with finitely generated Veech group $G$ and its $\pi_1(S)$-extension $\Gamma$, there exists a hyperbolic space $\hat{E}$ on which $\Gamma$ acts isometrically and cocompactly. The space $\hat{E}$ is obtained by…
General birth-and-death as well as hopping stochastic dynamics of infinite particle systems in the continuum are considered. We derive corresponding evolution equations for correlation functions and generating functionals. General…
We classify the polycyclic totally ordered simple dimension groups, i.e. dimension groups given by a dense embedding of n-dimensional lattice into the real line. Our method is based on the geometry of simple geodesics on the hyperbolic…
We consider a class of generalized long-range exclusion processes evolving either on $\mathbb Z$ or on a finite lattice with an open boundary. The jump rates are given in terms of a general kernel depending on both the departure and…
We introduce a mesh-type approach for tackling discrete-time, finite-horizon Markov Decision Processes (MDPs) characterized by state and action spaces that are general, encompassing both finite and infinite (yet suitably regular) subsets of…
In this work we show two results about approximating, with respect to the compact-open topology, mapping classes on surfaces of infinite-type by quasi-conformal maps, in particular we are interested in density results. The first result is…
We assign some kind of invariant manifolds to a given integrable PDE (its discrete or semi-discrete variant). First, we linearize the equation around its arbitrary solution $u$. Then we construct a differential (respectively, difference)…
In this article, we deal with a multiple dimensional coupled Markovian BSDEs system with stochastic linear growth generators with respect to volatility processes. An existence result is provided by using approximation techniques.
Motivated by recent prototypes of engineered atomic spin devices, we study a fully connected system of $N$ spins $1/2$, modeled by the Lipkin-Meshkov-Glick (LMG) model of a collective spin $s=N/2$ in the presence of Markovian dissipation…
This work tackles the problem of spectral characterization of a class of infinite matrices arising from the modelling of small oscillations in a system of interacting particles. The class of matrices under discussion corresponds to the…
Quantum Markov Semigroups (QMSs) originally arose in the study of the evolutions of irreversible open quantum systems. Mathematically, they are a generalization of classical Markov semigroups where the underlying function space is replaced…