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

This paper provides full classification of dynamics for continuous time Markov chains (CTMCs) on the non-negative integers with polynomial transition rate functions. Such stochastic processes are abundant in applications, in particular in…

In this work, we investigate the optimal control problem for continuous-time Markov decision processes with the random impact of the environment. We provide conditions to show the existence of optimal controls under finite-horizon criteria.…

For i.i.d. random vectors $(M_{1},Q_{1}),(M_{2},Q_{2}),\ldots$ such that $M>0$ a.s., $Q\geq 0$ a.s. and $\mathbb{P}(Q=0)<1$, the random difference equation $X_{n}=M_{n}X_{n-1}+Q_{n}$, $n=1,2,\ldots$, is studied in the critical case when the…

Occupation times quantify how long a stochastic process remains in a region, and their single-time statistics are famously given by the arcsine law for Brownian and L\'evy processes. By contrast, two-time occupation statistics, which…

We derive a thermodynamic uncertainty relation for first passage processes in quantum Markov chains. We consider first passage processes that stop after a fixed number of jumps, which contrasts with typical quantum Markov chains which end…

The paper provides an overview of the theory and applications of risk-sensitive Markov decision processes. The term 'risk-sensitive' refers here to the use of the Optimized Certainty Equivalent as a means to measure expectation and risk.…

We derive finite-dimensional quantum mechanics from a single ontological principle, that \emph{existence is constituted by distinguishability}, together with two structural commitments: finite capacity $N$ (parametric input) and…

The dynamics of a Markov process are often specified by its infinitesimal generator or, equivalently, its symbol. This paper contains examples of analytic symbols which do not determine the law of the corresponding Markov process uniquely.…

The recent study by B. De Bruyne, S. N. Majumdar, H. Orland and G. Schehr [arXiv:2110.07573], concerning the conditioning of the Brownian motion and of random walks on global dynamical constraints over a finite time-window $T$, is…

We prove a unified and general criterion for the uniqueness of critical points of a functional in the presence of constraints such as positivity, boundedness, or fixed mass. Our method relies on convexity properties along suitable paths and…

We present two main theorems for stochastic processes with a Markov regime-switching model. First, we work on an existence-uniqueness theorem for a Stochastic Differential Delay Equation with Jumps and Regimes (SDDEJRs). Then, we provide…

We consider a random walk on a discrete connected graph having some infinite branches plus finitely many vertices with finite degrees. We find the generator of a strong stationary dual in the sense of Fill, and use it to find some…

Quantum trajectories are Markov processes modeling the evolution of a quantum system subjected to repeated independent measurements. Inspired by the theory of random products of matrices, it has been shown that these Markov processes admit…

We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…

We obtain, using the Birman-Schwinger method, a series of necessary conditions for the existence of at least one bound state applicable to arbitrary central potentials in the context of nonrelativistic quantum mechanics. These conditions…

General Markov chains in an arbitrary phase space are considered in the framework of the operator treatment. Markov operators continue from the space of countably additive measures to the space of finitely additive measures. Cycles of…

In 1934, Whitney raised the question of how to recognize whether a function f defined on a closed subset X of Euclidean space is the restriction of a function that is continuously differentiable to order p. A necessary and sufficient…

This paper aims to establish a central limit theorem for Markov processes conditioned not to be absorbed under a very general assumption on quasi-stationarity for the underlying process. To do so, a central limit theorem has been…

We derive sufficient and necessary optimality conditions in terms of a stochastic maximum principle (SMP) for controls associated with cost functionals of mean-field type, under dynamics driven by a class of Markov chains of mean-field type…

We consider a strong Markov process with killing and prove an approximation method for the distribution of the process conditioned not to be killed when it is observed. The method is based on a Fleming-Viot type particle system with…