相关论文: Practical Criterion for Uniqueness of $Q$-processe…

General characterizations of ergodic Markov chains have been developed in considerable detail. In this paper, we study the transience for discrete-time Markov chains on general state spaces, including the geometric transience and algebraic…

We are interested in the asymptotic behavior of Markov chains on the set of positive integers for which, loosely speaking, large jumps are rare and occur at a rate that behaves like a negative power of the current state, and such that small…

In this paper we give sufficient conditions for the almost sure central limit theorem started at a point, known under the name of quenched central limit theorem. This is achieved by using a new idea of conditioning with respect to both the…

Inspired by a duration-dependent life insurance model, we consider continuous-time semi-Markov jump processes, initially assumed to have a finite state-space. We develop approximations using jump processes that are time-homogeneous Markov,…

Ergodicity is a fundamental issue for a stochastic process. In this paper, we refine results on ergodicity for a general type of Markov chain to a specific type or the $GI/G/1$-type Markov chain, which has many interesting and important…

We obtain an exact necessary and sufficient condition for the existence and uniqueness of equilibrium asset prices in infinite horizon, discrete-time, arbitrage free environments. Through several applications we show how the condition…

Positive linear systems on arbitrary time scales are studied. The theory developed in the paper unifies and extends concepts and results known for continuous-time and discrete-time systems. A necessary and sufficient condition for a linear…

We consider the simple exclusion process with $k$ particles on a segment of length $N$ performing random walks with transition $p>1/2$ to the right and $q=1-p$ to the left. We focus on the case where the asymmetry in the jump rates…

We study quantitative recurrence to rare events in Countable Markov Shifts with recurrent potentials, focusing on return-time statistics to natural target sets for every point. In the positive recurrent case, return-time processes…

We present a necessary and sufficient product criterion for bipartite quantum states based on the rank of realignment matrix of density matrix. Then, this approach is generalized to multipartite systems. We first introduce the concept of…

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

In this paper we prove that the lack of uniqueness for solutions of the tree dyadic model of turbulence is overcome with the introduction of a suitable noise. The uniqueness is a weak probabilistic uniqueness for all $l^2$-initial…

Pure-jump processes have been increasingly popular in modeling high-frequency financial data, partially due to their versatility and flexibility. In the meantime, several statistical tests have been proposed in the literature to check the…

This paper, based on the compactness-continuity and finite value conditions, establishes the sufficiency of the class of stationary policies out of the general class of history-dependent ones for a constrained continuous-time Markov…

Understanding whether the features of open quantum dynamics are genuinely quantum remains a central challenge in quantum dynamics. Even though the non-Markovian behavior of quantum dynamics has been widely investigated across different…

For any two-sided jumping $\alpha$-stable process, where $1 < \alpha < 2$, we find an explicit identity for the law of the first hitting time of the origin. This complements existing work in the symmetric case and the spectrally one-sided…

This paper considers the problem of finding strategies that satisfy a mixture of sure and threshold objectives in Markov decision processes. We focus on a single $\omega$-regular objective expressed as parity that must be surely met while…

In this note we prove a spectral gap for various Markov chains on various functional spaces. While proving that a spectral gap exists is relatively common, explicit estimates seems somewhat rare.These estimates are then used to apply the…

Multi-time quantum processes are endowed with the same richness as multipartite states, including temporal entanglement and exotic causal structures. However, experimentally probing these rich phenomena leans heavily on fast and clean…

We consider the almost semi-continuous processes defined on a finite Markov chain. The representation of the moment generating functions for the absolute maximum after achievement positive level and for the recovery time are obtained.…