相关论文: Combinatorial considerations on the invariant meas…
In this paper, we consider a type of time-changed Markov process, where the time-change is an inverse killed subordinator. This can be seen as an extension of Chen (Chen, Z., Time fractional equations and probabilistic representation, Chaos…
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 develop a general theory of Markov chains realizable as random walks on $\mathscr R$-trivial monoids. It provides explicit and simple formulas for the eigenvalues of the transition matrix, for multiplicities of the eigenvalues via…
Let $X:=(X_t)_{t\geq 0}$ be an ergodic Markov process on $\real^d$, and $p>0$. We derive upper bounds of the $p$-Wasserstein distance between the invariant measure and the empirical measures of the Markov process $X$. For this we assume,…
Markov-modulated Brownian motion is a popular tool to model continuous-time phenomena in a stochastic context. The main quantity of interest is the invariant density, which satisfies a differential equation associated with the quadratic…
The paper discusses the continuous-time Markov Branching Process allowing Immigration. We are considering a critical case for which the second moment of offspring law and the first moment of immigration law are possibly infinite. Assuming…
We revisit the classical problem of approximating a stochastic differential equation by a discrete-time and discrete-space Markov chain. Our construction iterates Caratheodory's theorem over time to match the moments of the increments…
A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…
We study infinite tree and ultrametric matrices, and their action on the boundary of the tree. For each tree matrix we show the existence of a symmetric random walk associated to it and we study its Green potential. We provide a…
We introduce block Markov chains (BMCs) indexed by an infinite rooted tree. It turns out that BMCs define a new class of tree-indexed Markovian processes. We clarify the structure of BMCs in connection with Markov chains (MCs) and Markov…
We develop a convergent variational perturbation theory for conditional probability densities of Markov processes. The power of the theory is illustrated by applying it to the diffusion of a particle in an anharmonic potential.
We present a novel proof of de Finetti's Theorem characterizing permutation-invariant probability measures of infinite sequences of variables, so-called exchangeable measures. The proof is phrased in the language of Markov categories, which…
In this paper we consider a special class of polymorphisms with invariant measure, - (cf.[1])- the algebraic polymorphisms of compact groups. A general polymorphism is -- by definition -- a many-valued map with invariant measure, and the…
This paper is about the existence and regularity of the transition probability matrix of a nonhomogeneous continuous-time Markov process with a countable state space. A standard approach to prove the existence of such a transition matrix is…
We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…
Questions are posed regarding the influence that the column sums of the transition probabilities of a stochastic matrix (with row sums all one) have on the stationary distribution, the mean first passage times and the Kemeny constant of the…
We study qualitative properties of the set of recurrent points of finitely generated free semigroups of measurable maps. In the case of a single generator the classical Poincare recurrence theorem shows that these properties are closely…
Predictive constructions are a powerful way of characterizing the probability law of stochastic processes with certain forms of invariance, such as exchangeability or Markov exchangeability. When de Finetti-like representation theorems are…
The recently established spectral Favard theorem for bounded banded matrices admitting a positive bidiagonal factorization is applied to a broader class of Markov chains with bounded banded transition matrices, extending beyond the…
We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…